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FJTSY vs. DOLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FJTSY vs. DOLE - Performance Comparison

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

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Returns By Period

In the year-to-date period, FJTSY achieves a -24.83% return, which is significantly lower than DOLE's -3.71% return.


FJTSY

1D
-3.78%
1M
-3.21%
YTD
-24.83%
6M
-23.54%
1Y
-14.63%
3Y*
13.91%
5Y*
3.46%
10Y*
18.80%

DOLE

1D
1.70%
1M
-1.51%
YTD
-3.71%
6M
-6.58%
1Y
2.66%
3Y*
4.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJTSY vs. DOLE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FJTSY
Fujitsu Ltd ADR
-24.83%55.98%17.49%12.77%-22.86%-7.58%
DOLE
Dole plc
-3.71%13.36%12.83%30.80%-25.25%-10.65%

Correlation

The correlation between FJTSY and DOLE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2021

0.16

The correlation between FJTSY and DOLE shifts across timeframes, from 0.02 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FJTSY:

$35.63B

DOLE:

$1.37B

EPS

FJTSY:

¥257.52

DOLE:

$0.96

PE Ratio

FJTSY:

12.75

DOLE:

14.88

PEG Ratio

FJTSY:

0.30

DOLE:

1.02

PS Ratio

FJTSY:

1.63

DOLE:

0.15

PB Ratio

FJTSY:

2.81

DOLE:

1.00

Total Revenue (TTM)

FJTSY:

¥3.55T

DOLE:

$9.42B

Gross Profit (TTM)

FJTSY:

¥1.32T

DOLE:

$717.11M

EBITDA (TTM)

FJTSY:

¥439.05B

DOLE:

$332.26M

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Return for Risk

FJTSY vs. DOLE — Risk / Return Rank

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

FJTSY
FJTSY Risk / Return Rank: 2626
Overall Rank
FJTSY Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FJTSY Sortino Ratio Rank: 2626
Sortino Ratio Rank
FJTSY Omega Ratio Rank: 2727
Omega Ratio Rank
FJTSY Calmar Ratio Rank: 2828
Calmar Ratio Rank
FJTSY Martin Ratio Rank: 2323
Martin Ratio Rank

DOLE
DOLE Risk / Return Rank: 4444
Overall Rank
DOLE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DOLE Sortino Ratio Rank: 3939
Sortino Ratio Rank
DOLE Omega Ratio Rank: 4040
Omega Ratio Rank
DOLE Calmar Ratio Rank: 4747
Calmar Ratio Rank
DOLE Martin Ratio Rank: 4747
Martin Ratio Rank
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. DOLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Dole plc (DOLE). 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.


FJTSYDOLEDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

0.97

1.04

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.44

0.17

-0.61

Martin ratioReturn relative to average drawdown

-0.95

0.34

-1.29

FJTSY vs. DOLE - Sharpe Ratio Comparison

The current FJTSY Sharpe Ratio is -0.34, which is lower than the DOLE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of FJTSY and DOLE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FJTSY vs. DOLE - Drawdown Comparison

The maximum FJTSY drawdown since its inception was -62.04%, which is greater than DOLE's maximum drawdown of -55.66%. Use the drawdown chart below to compare losses from any high point for FJTSY and DOLE.


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Drawdown Indicators


FJTSYDOLEDifference

Max Drawdown

Largest peak-to-trough decline

-62.04%

-55.66%

-6.38%

Max Drawdown (1Y)

Largest decline over 1 year

-33.59%

-15.88%

-17.71%

Max Drawdown (3Y)

Largest decline over 3 years

-33.59%

-27.70%

-5.89%

Max Drawdown (5Y)

Largest decline over 5 years

-47.55%

Max Drawdown (10Y)

Largest decline over 10 years

-47.55%

Current Drawdown

Current decline from peak

-29.49%

-13.20%

-16.29%

Average Drawdown

Average peak-to-trough decline

-22.75%

-21.49%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.45%

7.85%

+7.60%

Volatility

FJTSY vs. DOLE - Volatility Comparison

Fujitsu Ltd ADR (FJTSY) has a higher volatility of 14.50% compared to Dole plc (DOLE) at 7.71%. This indicates that FJTSY's price experiences larger fluctuations and is considered to be riskier than DOLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJTSYDOLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.50%

7.71%

+6.79%

Volatility (6M)

Calculated over the trailing 6-month period

35.10%

16.87%

+18.23%

Volatility (1Y)

Calculated over the trailing 1-year period

43.39%

26.06%

+17.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.88%

29.59%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.83%

29.59%

+2.24%

Dividends

FJTSY vs. DOLE - Dividend Comparison

FJTSY has not paid dividends to shareholders, while DOLE's dividend yield for the trailing twelve months is around 1.78%.


PositionTTM20252024202320222021202020192018201720162015
DOLE
Dole plc
1.78%2.23%2.36%2.60%3.32%0.60%0.00%0.00%0.00%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. DOLE - Financials Comparison

This section allows you to compare key financial metrics between Fujitsu Ltd ADR and Dole 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00B400.00B600.00B800.00B1.00T1.20T20222023202420252026
1.07T
2.34B
(FJTSY) Total Revenue
(DOLE) Total Revenue
Please note, different currencies. FJTSY values in JPY, DOLE values in USD

FJTSY vs. DOLE - Profitability Comparison

The chart below illustrates the profitability comparison between Fujitsu Ltd ADR and Dole plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
42.8%
7.9%
Portfolio components
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%.

DOLE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dole plc reported a gross profit of 184.99M and revenue of 2.34B. Therefore, the gross margin over that period was 7.9%.

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%.

DOLE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dole plc reported an operating income of 61.96M and revenue of 2.34B, resulting in an operating margin of 2.7%.

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%.

DOLE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dole plc reported a net income of 80.10M and revenue of 2.34B, resulting in a net margin of 3.4%.


Frequently Asked Questions


FJTSY and DOLE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FJTSY has higher volatility (14.50%) compared to DOLE (7.71%). In terms of maximum drawdown, FJTSY dropped -62.04% vs DOLE's -55.66%.

DOLE currently has the higher Sharpe Ratio (0.10 vs -0.34), 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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