FJTSY vs. DPM.TO
FJTSY (Fujitsu Ltd ADR) and DPM.TO (Dundee Precious Metals Inc.) are both stocks. FJTSY operates in Information Technology Services (Technology), while DPM.TO operates in Gold (Basic Materials). Over the past 10 years, FJTSY returned 19.10%/yr vs 29.62%/yr for DPM.TO. At a 0.11 correlation, their price movements are largely independent.
Performance
FJTSY vs. DPM.TO - Performance Comparison
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Different Trading Currencies
FJTSY is traded in USD, while DPM.TO is traded in CAD. To make them comparable, the DPM.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 DPM.TO's 1.29% return. Over the past 10 years, FJTSY has underperformed DPM.TO with an annualized return of 19.10%, while DPM.TO has yielded a comparatively higher 29.62% 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%
DPM.TO
- 1D
- -2.04%
- 1M
- -9.61%
- YTD
- 1.29%
- 6M
- 9.46%
- 1Y
- 110.32%
- 3Y*
- 66.57%
- 5Y*
- 37.05%
- 10Y*
- 29.62%
FJTSY vs. DPM.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% |
DPM.TO Dundee Precious Metals Inc. | 1.29% | 243.85% | 44.46% | 36.71% | -19.36% | -13.14% | 70.61% | 61.66% | 10.69% | 43.02% |
Correlation
The correlation between FJTSY and DPM.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.11 |
Fundamentals
FJTSY:
$38.24B
DPM.TO:
CA$9.67B
FJTSY:
$257.52
DPM.TO:
CA$2.55
FJTSY:
0.09
DPM.TO:
17.11
FJTSY:
0.00
DPM.TO:
0.17
FJTSY:
0.01
DPM.TO:
8.07
FJTSY:
0.02
DPM.TO:
3.57
FJTSY:
$3.55T
DPM.TO:
CA$1.07B
FJTSY:
$1.32T
DPM.TO:
CA$647.81M
FJTSY:
$439.05B
DPM.TO:
CA$688.93M
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Return for Risk
FJTSY vs. DPM.TO — Risk / Return Rank
FJTSY
DPM.TO
FJTSY vs. DPM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Dundee Precious Metals Inc. (DPM.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 | DPM.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.37 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 3.71 | -3.90 |
| Martin ratioReturn relative to average drawdown | -0.42 | 9.86 | -10.28 |
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 | DPM.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 2.41 | -2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.96 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.63 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.11 | +0.10 |
Drawdowns
FJTSY vs. DPM.TO - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, smaller than the maximum DPM.TO drawdown of -94.71%. Use the drawdown chart below to compare losses from any high point for FJTSY and DPM.TO.
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Drawdown Indicators
| FJTSY | DPM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -94.71% | +32.67% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -29.87% | -3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -29.87% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | -46.66% | -0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | -52.99% | +5.44% |
Current DrawdownCurrent decline from peak | -24.33% | -27.78% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -22.75% | -48.54% | +25.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.04% | 11.23% | +3.81% |
Volatility
FJTSY vs. DPM.TO - Volatility Comparison
The current volatility for Fujitsu Ltd ADR (FJTSY) is 13.74%, while Dundee Precious Metals Inc. (DPM.TO) has a volatility of 15.60%. This indicates that FJTSY experiences smaller price fluctuations and is considered to be less risky than DPM.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 | DPM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.74% | 15.60% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 34.57% | 38.34% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.06% | 46.10% | -3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.78% | 39.04% | -5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 47.53% | -15.72% |
Dividends
FJTSY vs. DPM.TO - Dividend Comparison
FJTSY has not paid dividends to shareholders, while DPM.TO's dividend yield for the trailing twelve months is around 0.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPM.TO Dundee Precious Metals Inc. | 0.50% | 0.52% | 1.69% | 2.52% | 2.90% | 1.53% | 1.23% | 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. DPM.TO - Financials Comparison
This section allows you to compare key financial metrics between Fujitsu Ltd ADR and Dundee Precious Metals Inc.. 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. DPM.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%.
DPM.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dundee Precious Metals Inc. reported a gross profit of 223.10M and revenue of 310.36M. Therefore, the gross margin over that period was 71.9%.
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%.
DPM.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dundee Precious Metals Inc. reported an operating income of 183.99M and revenue of 310.36M, resulting in an operating margin of 59.3%.
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%.
DPM.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dundee Precious Metals Inc. reported a net income of 165.91M and revenue of 310.36M, resulting in a net margin of 53.5%.
Frequently Asked Questions
FJTSY and DPM.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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