FJTSY vs. G
FJTSY (Fujitsu Ltd ADR) and G (Genpact Limited) are both stocks. Both operate in the Information Technology Services industry within the Technology sector. Over the past 10 years, FJTSY returned 19.10%/yr vs 2.67%/yr for G. At a 0.22 correlation, their price movements are largely independent.
Performance
FJTSY vs. G - Performance Comparison
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Returns By Period
In the year-to-date period, FJTSY achieves a -19.33% return, which is significantly higher than G's -29.90% return. Over the past 10 years, FJTSY has outperformed G with an annualized return of 19.10%, while G has yielded a comparatively lower 2.67% 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%
G
- 1D
- 0.71%
- 1M
- 0.21%
- YTD
- -29.90%
- 6M
- -28.34%
- 1Y
- -23.21%
- 3Y*
- -3.22%
- 5Y*
- -5.10%
- 10Y*
- 2.67%
FJTSY vs. G - 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% |
G Genpact Limited | -29.90% | 10.56% | 25.78% | -23.98% | -11.74% | 29.51% | -0.93% | 57.66% | -14.12% | 31.54% |
Correlation
The correlation between FJTSY and G is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2007 | 0.22 |
Fundamentals
FJTSY:
$38.24B
G:
$5.64B
FJTSY:
$257.52
G:
$3.25
FJTSY:
0.09
G:
10.04
FJTSY:
0.00
G:
0.56
FJTSY:
0.01
G:
1.11
FJTSY:
0.02
G:
2.28
FJTSY:
$3.55T
G:
$5.16B
FJTSY:
$1.32T
G:
$1.87B
FJTSY:
$439.05B
G:
$844.98M
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Return for Risk
FJTSY vs. G — Risk / Return Rank
FJTSY
G
FJTSY vs. G - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Genpact Limited (G). 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 | G | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.89 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | -0.58 | +0.39 |
| Martin ratioReturn relative to average drawdown | -0.42 | -1.41 | +0.98 |
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 | G | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | -0.67 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | -0.18 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.10 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.19 | +0.03 |
Drawdowns
FJTSY vs. G - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, roughly equal to the maximum G drawdown of -64.14%. Use the drawdown chart below to compare losses from any high point for FJTSY and G.
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Drawdown Indicators
| FJTSY | G | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -64.14% | +2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -40.04% | +6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -46.85% | +13.26% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | -46.85% | -0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | -49.47% | +1.92% |
Current DrawdownCurrent decline from peak | -24.33% | -40.07% | +15.74% |
Average DrawdownAverage peak-to-trough decline | -22.75% | -15.52% | -7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.04% | 16.54% | -1.50% |
Volatility
FJTSY vs. G - Volatility Comparison
Fujitsu Ltd ADR (FJTSY) and Genpact Limited (G) have volatilities of 13.74% and 13.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJTSY | G | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.74% | 13.70% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 34.57% | 27.09% | +7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.06% | 34.96% | +8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.78% | 28.66% | +5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 28.14% | +3.67% |
Dividends
FJTSY vs. G - Dividend Comparison
FJTSY has not paid dividends to shareholders, while G's dividend yield for the trailing twelve months is around 2.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
G Genpact Limited | 2.14% | 1.45% | 1.42% | 1.58% | 1.08% | 0.81% | 0.94% | 0.81% | 1.11% | 0.76% | 0.00% | 0.00% |
Financials
FJTSY vs. G - Financials Comparison
This section allows you to compare key financial metrics between Fujitsu Ltd ADR and Genpact Limited. 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. G - 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%.
G - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Genpact Limited reported a gross profit of 471.67M and revenue of 1.30B. Therefore, the gross margin over that period was 36.4%.
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%.
G - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Genpact Limited reported an operating income of 198.58M and revenue of 1.30B, resulting in an operating margin of 15.3%.
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%.
G - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Genpact Limited reported a net income of 147.99M and revenue of 1.30B, resulting in a net margin of 11.4%.
Frequently Asked Questions
FJTSY and G have a correlation of 0.18, 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 G (13.70%). In terms of maximum drawdown, FJTSY dropped -62.04% vs G's -64.14%.
FJTSY currently has the higher Sharpe Ratio (-0.15 vs -0.67), 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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