FJTSY vs. BKRIY
FJTSY (Fujitsu Ltd ADR) and BKRIY (Bank of Ireland Group plc) are both stocks. FJTSY operates in Information Technology Services (Technology), while BKRIY operates in Banks - Regional (Financial Services). Over the past 5 years, FJTSY returned 6.30%/yr vs 37.30%/yr for BKRIY. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
FJTSY vs. BKRIY - Performance Comparison
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Returns By Period
In the year-to-date period, FJTSY achieves a -16.10% return, which is significantly lower than BKRIY's 12.04% return.
FJTSY
- 1D
- -1.85%
- 1M
- 10.59%
- 6M
- -17.59%
- YTD
- -16.10%
- 1Y
- 0.75%
- 3Y*
- 22.57%
- 5Y*
- 6.30%
- 10Y*
- 19.08%
- ALL TIME*
- 7.43%
BKRIY
- 1D
- 0.58%
- 1M
- 5.24%
- 6M
- 6.17%
- YTD
- 12.04%
- 1Y
- 64.38%
- 3Y*
- 33.13%
- 5Y*
- 37.30%
- 10Y*
- —
- ALL TIME*
- 12.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.31M | $947.34K | $643.80K | |
FJTSY Fujitsu Ltd ADR | $6.60M | $10.27M | $8.45M |
FJTSY vs. BKRIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FJTSY Fujitsu Ltd ADR | -16.10% | 55.98% | 17.49% | 12.77% | -22.86% | 19.18% | 54.48% | 49.76% | -14.42% |
BKRIY Bank of Ireland Group plc | 12.04% | 119.01% | 11.49% | -1.02% | 62.51% | 46.84% | -26.85% | -1.91% | -42.63% |
Correlation
The correlation between FJTSY and BKRIY is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2018 | 0.13 |
Fundamentals
FJTSY:
$39.62B
BKRIY:
$19.86B
FJTSY:
¥3.55T
BKRIY:
€8.38B
FJTSY:
¥1.32T
BKRIY:
€8.38B
FJTSY:
¥439.05B
BKRIY:
€2.06B
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Return for Risk
FJTSY vs. BKRIY — Risk / Return Rank
FJTSY
BKRIY
FJTSY vs. BKRIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Bank of Ireland Group plc (BKRIY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FJTSY | BKRIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.35 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 3.81 | -3.67 |
| Martin ratioReturn relative to average drawdown | 0.27 | 11.05 | -10.79 |
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Drawdowns
FJTSY vs. BKRIY - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, smaller than the maximum BKRIY drawdown of -86.27%. Use the drawdown chart below to compare losses from any high point for FJTSY and BKRIY.
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Drawdown Indicators
| FJTSY | BKRIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -86.27% | +24.23% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -16.51% | -17.08% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -25.37% | -8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | -31.02% | -16.53% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | — | — |
Current DrawdownCurrent decline from peak | -21.30% | -1.46% | -19.84% |
Average DrawdownAverage peak-to-trough decline | -22.79% | -29.26% | +6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.55% | 5.69% | +12.86% |
Volatility
FJTSY vs. BKRIY - Volatility Comparison
Fujitsu Ltd ADR (FJTSY) has a higher volatility of 11.87% compared to Bank of Ireland Group plc (BKRIY) at 6.85%. This indicates that FJTSY's price experiences larger fluctuations and is considered to be riskier than BKRIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJTSY | BKRIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.87% | 6.85% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 34.97% | 24.03% | +10.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.70% | 29.55% | +15.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.99% | 40.44% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.74% | 48.42% | -16.68% |
Dividends
FJTSY vs. BKRIY - Dividend Comparison
FJTSY has not paid dividends to shareholders, while BKRIY's dividend yield for the trailing twelve months is around 3.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKRIY Bank of Ireland Group plc | 3.92% | 3.14% | 11.28% | 2.53% | 0.57% | 0.00% | 0.00% | 2.36% | 1.76% | 0.00% | 0.00% | 0.00% |
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. BKRIY - Financials Comparison
This section allows you to compare key financial metrics between Fujitsu Ltd ADR and Bank of Ireland Group plc. 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
Frequently Asked Questions
FJTSY and BKRIY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FJTSY has higher volatility (11.87%) compared to BKRIY (6.85%). In terms of maximum drawdown, FJTSY dropped -62.04% vs BKRIY's -86.27%.
BKRIY currently has the higher Sharpe Ratio (2.14 vs 0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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