FJTSY vs. BKRIY

Last updated Jul 14, 2026

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 1.71%/yr vs 37.00%/yr for BKRIY. At a 0.14 correlation, their price movements are largely independent.

Performance

FJTSY vs. BKRIY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fujitsu Ltd ADR (FJTSY) and Bank of Ireland Group plc (BKRIY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FJTSY achieves a -25.28% return, which is significantly lower than BKRIY's 6.57% return.

FJTSY

• 1D: -1.26%
• 1M: -0.59%
• 6M: -28.25%
• YTD: -25.28%
• 1Y: -5.65%
• 3Y*: 15.72%
• 5Y*: 1.71%
• 10Y*: 18.66%

BKRIY

• 1D: -1.73%
• 1M: -1.34%
• 6M: 4.23%
• YTD: 6.57%
• 1Y: 46.56%
• 3Y*: 31.39%
• 5Y*: 37.00%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FJTSY vs. BKRIY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FJTSY Fujitsu Ltd ADR	-25.28%	55.98%	17.49%	12.77%	-22.86%	19.18%	54.48%	49.76%	-14.42%
BKRIY Bank of Ireland Group plc	6.57%	119.01%	11.49%	-1.02%	62.51%	46.84%	-26.85%	-1.91%	-42.63%

Correlation

The correlation between FJTSY and BKRIY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jan 22, 2018	0.14

The correlation between FJTSY and BKRIY shifts across timeframes, from 0.14 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FJTSY : $35.34B BKRIY : $18.89B
Total Revenue (TTM) FJTSY : ¥3.55T BKRIY : €8.38B
Gross Profit (TTM) FJTSY : ¥1.32T BKRIY : €8.38B
EBITDA (TTM) FJTSY : ¥439.05B BKRIY : €2.06B

Return for Risk

FJTSY vs. BKRIY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FJTSY

FJTSY Risk / Return Rank: 39
FJTSY Sharpe Ratio Rank: 39
FJTSY Sortino Ratio Rank: 38
FJTSY Omega Ratio Rank: 36
FJTSY Calmar Ratio Rank: 40
FJTSY Martin Ratio Rank: 40

BKRIY

BKRIY Risk / Return Rank: 84
BKRIY Sharpe Ratio Rank: 86
BKRIY Sortino Ratio Rank: 82
BKRIY Omega Ratio Rank: 81
BKRIY Calmar Ratio Rank: 86
BKRIY Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	-0.13	1.57	-1.70
Sortino ratio: Return per unit of downside risk	0.12	2.12	-2.00
Omega ratio: Gain probability vs. loss probability	1.01	1.27	-0.25
Calmar ratio: Return relative to maximum drawdown	-0.17	2.83	-3.00
Martin ratio: Return relative to average drawdown	-0.33	8.07	-8.40

FJTSY vs. BKRIY - Sharpe Ratio Comparison

The current FJTSY Sharpe Ratio is -0.13, which is lower than the BKRIY Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of FJTSY and BKRIY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	FJTSY	BKRIY	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-29.90%	-6.27%	-23.63%
Average Drawdown Average peak-to-trough decline	-22.78%	-29.43%	+6.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.33%	5.78%	+11.55%

Volatility

FJTSY vs. BKRIY - Volatility Comparison

Fujitsu Ltd ADR (FJTSY) has a higher volatility of 9.46% compared to Bank of Ireland Group plc (BKRIY) at 6.54%. 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.

Volatility by Period

	FJTSY	BKRIY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.46%	6.54%	+2.92%
Volatility (6M) Calculated over the trailing 6-month period	35.52%	23.87%	+11.65%
Volatility (1Y) Calculated over the trailing 1-year period	43.62%	29.90%	+13.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.93%	40.47%	-6.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.66%	48.52%	-16.86%

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 4.12%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKRIY Bank of Ireland Group plc	4.12%	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

Frequently Asked Questions

Can I hold both FJTSY and BKRIY in my portfolio?

FJTSY and BKRIY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FJTSY or BKRIY?

FJTSY has higher volatility (9.46%) compared to BKRIY (6.54%). In terms of maximum drawdown, FJTSY dropped -62.04% vs BKRIY's -86.27%.

Which has better risk-adjusted returns?

BKRIY currently has the higher Sharpe Ratio (1.57 vs -0.13), 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.