FJTSY vs. BDI.TO
FJTSY (Fujitsu Ltd ADR) and BDI.TO (Black Diamond Group Limited) are both stocks. FJTSY operates in Information Technology Services (Technology), while BDI.TO operates in Rental & Leasing Services (Industrials). Over the past 10 years, FJTSY returned 19.10%/yr vs 13.51%/yr for BDI.TO. At a 0.12 correlation, their price movements are largely independent.
Performance
FJTSY vs. BDI.TO - Performance Comparison
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Different Trading Currencies
FJTSY is traded in USD, while BDI.TO is traded in CAD. To make them comparable, the BDI.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FJTSY achieves a -19.33% return, which is significantly lower than BDI.TO's 30.74% return. Over the past 10 years, FJTSY has outperformed BDI.TO with an annualized return of 19.10%, while BDI.TO has yielded a comparatively lower 13.51% annualized return.
FJTSY
- 1D
- -0.05%
- 1M
- 2.47%
- YTD
- -19.33%
- 6M
- -15.00%
- 1Y
- -6.35%
- 3Y*
- 17.66%
- 5Y*
- 5.49%
- 10Y*
- 19.10%
BDI.TO
- 1D
- 2.68%
- 1M
- 9.56%
- YTD
- 30.74%
- 6M
- 38.73%
- 1Y
- 106.47%
- 3Y*
- 46.67%
- 5Y*
- 31.39%
- 10Y*
- 13.51%
FJTSY vs. BDI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FJTSY Fujitsu Ltd ADR | -19.33% | 55.98% | 17.49% | 12.77% | -22.86% | 19.18% | 54.48% | 49.76% | -12.38% | 29.23% |
BDI.TO Black Diamond Group Limited | 30.74% | 65.57% | 7.58% | 75.56% | 4.10% | 63.81% | 29.59% | 7.29% | -19.33% | -40.48% |
Correlation
The correlation between FJTSY and BDI.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.12 |
Fundamentals
FJTSY:
$38.24B
BDI.TO:
CA$1.36B
FJTSY:
$257.52
BDI.TO:
CA$0.48
FJTSY:
0.09
BDI.TO:
40.91
FJTSY:
0.00
BDI.TO:
3.00
FJTSY:
0.01
BDI.TO:
2.67
FJTSY:
0.02
BDI.TO:
3.34
FJTSY:
$3.55T
BDI.TO:
CA$484.67M
FJTSY:
$1.32T
BDI.TO:
CA$177.39M
FJTSY:
$439.05B
BDI.TO:
CA$130.40M
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Return for Risk
FJTSY vs. BDI.TO — Risk / Return Rank
FJTSY
BDI.TO
FJTSY vs. BDI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Black Diamond Group Limited (BDI.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FJTSY | BDI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.88 | ||
| Sortino ratioReturn per unit of downside risk | -4.53 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.56 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 6.37 | -6.56 |
| Martin ratioReturn relative to average drawdown | -0.42 | 18.47 | -18.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FJTSY | BDI.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 3.73 | -3.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.92 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.29 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.29 | -0.08 |
Drawdowns
FJTSY vs. BDI.TO - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, smaller than the maximum BDI.TO drawdown of -97.36%. Use the drawdown chart below to compare losses from any high point for FJTSY and BDI.TO.
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Drawdown Indicators
| FJTSY | BDI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -97.36% | +35.32% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -16.80% | -16.79% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -26.68% | -6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | -40.09% | -7.46% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | -83.80% | +36.25% |
Current DrawdownCurrent decline from peak | -24.33% | -42.22% | +17.89% |
Average DrawdownAverage peak-to-trough decline | -22.75% | -52.87% | +30.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.04% | 5.79% | +9.25% |
Volatility
FJTSY vs. BDI.TO - Volatility Comparison
Fujitsu Ltd ADR (FJTSY) has a higher volatility of 13.74% compared to Black Diamond Group Limited (BDI.TO) at 9.97%. This indicates that FJTSY's price experiences larger fluctuations and is considered to be riskier than BDI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJTSY | BDI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.74% | 9.97% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 34.57% | 19.72% | +14.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.06% | 28.76% | +14.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.78% | 34.34% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 46.30% | -14.49% |
Dividends
FJTSY vs. BDI.TO - Dividend Comparison
FJTSY has not paid dividends to shareholders, while BDI.TO's dividend yield for the trailing twelve months is around 0.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDI.TO Black Diamond Group Limited | 0.82% | 1.02% | 1.33% | 1.10% | 1.35% | 0.56% | 0.00% | 0.00% | 0.00% | 7.32% | 7.74% | 12.40% |
FJTSY Fujitsu Ltd ADR | 0.00% | 0.36% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.30% | 1.30% |
Financials
FJTSY vs. BDI.TO - Financials Comparison
This section allows you to compare key financial metrics between Fujitsu Ltd ADR and Black Diamond Group Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
FJTSY vs. BDI.TO - Profitability Comparison
FJTSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported a gross profit of 458.88B and revenue of 1.07T. Therefore, the gross margin over that period was 42.8%.
BDI.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported a gross profit of 38.79M and revenue of 129.98M. Therefore, the gross margin over that period was 29.8%.
FJTSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported an operating income of 154.67B and revenue of 1.07T, resulting in an operating margin of 14.4%.
BDI.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported an operating income of 13.44M and revenue of 129.98M, resulting in an operating margin of 10.3%.
FJTSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported a net income of 107.66B and revenue of 1.07T, resulting in a net margin of 10.1%.
BDI.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported a net income of 2.67M and revenue of 129.98M, resulting in a net margin of 2.1%.
Frequently Asked Questions
FJTSY and BDI.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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