FJTSY vs. DLAKY
FJTSY (Fujitsu Ltd ADR) and DLAKY (Deutsche Lufthansa AG ADR) are both stocks. FJTSY operates in Information Technology Services (Technology), while DLAKY operates in Airlines (Industrials). Over the past 10 years, FJTSY returned 19.10%/yr vs 2.63%/yr for DLAKY. At a 0.21 correlation, their price movements are largely independent.
Performance
FJTSY vs. DLAKY - Performance Comparison
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Returns By Period
In the year-to-date period, FJTSY achieves a -19.33% return, which is significantly lower than DLAKY's 1.48% return. Over the past 10 years, FJTSY has outperformed DLAKY with an annualized return of 19.10%, while DLAKY has yielded a comparatively lower 2.63% 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%
DLAKY
- 1D
- -1.44%
- 1M
- 3.65%
- YTD
- 1.48%
- 6M
- 3.81%
- 1Y
- 21.51%
- 3Y*
- 3.42%
- 5Y*
- 2.84%
- 10Y*
- 2.63%
FJTSY vs. DLAKY - 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% |
DLAKY Deutsche Lufthansa AG ADR | 1.48% | 60.31% | -23.97% | 6.86% | 15.50% | -23.86% | -27.66% | -18.63% | -36.12% | 191.82% |
Correlation
The correlation between FJTSY and DLAKY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.21 |
Fundamentals
FJTSY:
$38.24B
DLAKY:
$11.45B
FJTSY:
$257.52
DLAKY:
$1.29
FJTSY:
0.09
DLAKY:
7.39
FJTSY:
0.00
DLAKY:
0.41
FJTSY:
0.01
DLAKY:
0.28
FJTSY:
0.02
DLAKY:
0.93
FJTSY:
$3.55T
DLAKY:
$40.27B
FJTSY:
$1.32T
DLAKY:
$5.21B
FJTSY:
$439.05B
DLAKY:
$4.00B
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Return for Risk
FJTSY vs. DLAKY — Risk / Return Rank
FJTSY
DLAKY
FJTSY vs. DLAKY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Deutsche Lufthansa AG ADR (DLAKY). 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 | DLAKY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.13 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.83 | -1.02 |
| Martin ratioReturn relative to average drawdown | -0.42 | 1.91 | -2.33 |
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 | DLAKY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 0.60 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.08 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.07 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.03 | +0.18 |
Drawdowns
FJTSY vs. DLAKY - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, smaller than the maximum DLAKY drawdown of -78.13%. Use the drawdown chart below to compare losses from any high point for FJTSY and DLAKY.
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Drawdown Indicators
| FJTSY | DLAKY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -78.13% | +16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -25.91% | -7.68% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -42.07% | +8.48% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | -48.49% | +0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | -78.13% | +30.58% |
Current DrawdownCurrent decline from peak | -24.33% | -56.72% | +32.39% |
Average DrawdownAverage peak-to-trough decline | -22.75% | -41.07% | +18.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.04% | 11.32% | +3.72% |
Volatility
FJTSY vs. DLAKY - Volatility Comparison
Fujitsu Ltd ADR (FJTSY) has a higher volatility of 13.74% compared to Deutsche Lufthansa AG ADR (DLAKY) at 10.24%. This indicates that FJTSY's price experiences larger fluctuations and is considered to be riskier than DLAKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJTSY | DLAKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.74% | 10.24% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 34.57% | 27.83% | +6.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.06% | 35.86% | +7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.78% | 36.56% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 39.37% | -7.56% |
Dividends
FJTSY vs. DLAKY - Dividend Comparison
FJTSY has not paid dividends to shareholders, while DLAKY's dividend yield for the trailing twelve months is around 4.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLAKY Deutsche Lufthansa AG ADR | 4.00% | 3.37% | 5.08% | 0.00% | 0.00% | 41.35% | 0.00% | 3.53% | 3.10% | 1.07% | 3.03% | 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. DLAKY - Financials Comparison
This section allows you to compare key financial metrics between Fujitsu Ltd ADR and Deutsche Lufthansa AG ADR. 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. DLAKY - 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%.
DLAKY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Lufthansa AG ADR reported a gross profit of 346.61M and revenue of 8.89B. Therefore, the gross margin over that period was 3.9%.
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%.
DLAKY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Lufthansa AG ADR reported an operating income of -970.70M and revenue of 8.89B, resulting in an operating margin of -10.9%.
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%.
DLAKY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Lufthansa AG ADR reported a net income of -675.94M and revenue of 8.89B, resulting in a net margin of -7.6%.
Frequently Asked Questions
FJTSY and DLAKY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FJTSY has higher volatility (13.74%) compared to DLAKY (10.24%). In terms of maximum drawdown, FJTSY dropped -62.04% vs DLAKY's -78.13%.
DLAKY currently has the higher Sharpe Ratio (0.60 vs -0.15), 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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