FJTSY vs. MU

Last updated Jun 13, 2026

FJTSY (Fujitsu Ltd ADR) and MU (Micron Technology, Inc.) are both stocks. Both are in the Technology sector — FJTSY in Information Technology Services, MU in Semiconductors. Over the past 10 years, FJTSY returned 18.80%/yr vs 55.83%/yr for MU. At a 0.22 correlation, their price movements are largely independent.

Performance

FJTSY vs. MU - Performance Comparison

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

Returns By Period

In the year-to-date period, FJTSY achieves a -24.83% return, which is significantly lower than MU's 244.07% return. Over the past 10 years, FJTSY has underperformed MU with an annualized return of 18.80%, while MU has yielded a comparatively higher 55.83% annualized 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%

MU

• 1D: -1.43%
• 1M: 22.15%
• YTD: 244.07%
• 6M: 307.41%
• 1Y: 746.93%
• 3Y*: 144.69%
• 5Y*: 66.21%
• 10Y*: 55.83%

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

FJTSY vs. MU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FJTSY Fujitsu Ltd ADR	-24.83%	55.98%	17.49%	12.77%	-22.86%	19.18%	54.48%	49.76%	-12.38%	29.23%
MU Micron Technology, Inc.	244.07%	240.24%	-0.96%	71.93%	-45.93%	24.21%	39.79%	69.49%	-22.84%	87.59%

Correlation

The correlation between FJTSY and MU is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007	0.22

Fundamentals

Market Cap FJTSY : $35.63B MU : $1.12T
EPS FJTSY : ¥257.52 MU : $21.26
PE Ratio FJTSY : 12.75 MU : 46.18
PEG Ratio FJTSY : 0.30 MU : 0.17
PS Ratio FJTSY : 1.63 MU : 19.16
PB Ratio FJTSY : 2.81 MU : 15.44
Total Revenue (TTM) FJTSY : ¥3.55T MU : $58.12B
Gross Profit (TTM) FJTSY : ¥1.32T MU : $33.96B
EBITDA (TTM) FJTSY : ¥439.05B MU : $25.99B

Return for Risk

FJTSY vs. MU — Risk / Return Rank

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

FJTSY

FJTSY Risk / Return Rank: 26
FJTSY Sharpe Ratio Rank: 28
FJTSY Sortino Ratio Rank: 26
FJTSY Omega Ratio Rank: 27
FJTSY Calmar Ratio Rank: 28
FJTSY Martin Ratio Rank: 23

MU

MU Risk / Return Rank: 99
MU Sharpe Ratio Rank: 100
MU Sortino Ratio Rank: 99
MU Omega Ratio Rank: 98
MU Calmar Ratio Rank: 100
MU Martin Ratio Rank: 100

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. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Micron Technology, Inc. (MU). 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	MU	Difference
Sharpe ratio: Return per unit of total volatility	-0.34	10.83	-11.16
Sortino ratio: Return per unit of downside risk	-0.22	6.14	-6.36
Omega ratio: Gain probability vs. loss probability	0.97	1.78	-0.81
Calmar ratio: Return relative to maximum drawdown	-0.44	24.91	-25.35
Martin ratio: Return relative to average drawdown	-0.95	94.64	-95.58

FJTSY vs. MU - Sharpe Ratio Comparison

The current FJTSY Sharpe Ratio is -0.34, which is lower than the MU Sharpe Ratio of 10.83. The chart below compares the historical Sharpe Ratios of FJTSY and MU, 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. MU - Drawdown Comparison

The maximum FJTSY drawdown since its inception was -62.04%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for FJTSY and MU.

Drawdown Indicators

	FJTSY	MU	Difference
Max Drawdown Largest peak-to-trough decline	-62.04%	-98.25%	+36.21%
Max Drawdown (1Y) Largest decline over 1 year	-33.59%	-30.28%	-3.31%
Max Drawdown (3Y) Largest decline over 3 years	-33.59%	-57.63%	+24.04%
Max Drawdown (5Y) Largest decline over 5 years	-47.55%	-57.63%	+10.08%
Max Drawdown (10Y) Largest decline over 10 years	-47.55%	-57.63%	+10.08%
Current Drawdown Current decline from peak	-29.49%	-9.07%	-20.42%
Average Drawdown Average peak-to-trough decline	-22.75%	-58.16%	+35.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.45%	7.95%	+7.50%

Volatility

FJTSY vs. MU - Volatility Comparison

The current volatility for Fujitsu Ltd ADR (FJTSY) is 14.50%, while Micron Technology, Inc. (MU) has a volatility of 32.86%. This indicates that FJTSY experiences smaller price fluctuations and is considered to be less risky than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FJTSY	MU	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.50%	32.86%	-18.36%
Volatility (6M) Calculated over the trailing 6-month period	35.10%	57.74%	-22.64%
Volatility (1Y) Calculated over the trailing 1-year period	43.39%	69.66%	-26.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.88%	53.18%	-19.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.83%	50.12%	-18.29%

Dividends

FJTSY vs. MU - Dividend Comparison

FJTSY has not paid dividends to shareholders, while MU's dividend yield for the trailing twelve months is around 0.05%.

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%
MU Micron Technology, Inc.	0.05%	0.16%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

FJTSY vs. MU - Profitability Comparison

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

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%.

MU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Micron Technology, Inc. reported a gross profit of 17.75B and revenue of 23.86B. Therefore, the gross margin over that period was 74.4%.

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%.

MU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Micron Technology, Inc. reported an operating income of 16.13B and revenue of 23.86B, resulting in an operating margin of 67.6%.

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%.

MU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Micron Technology, Inc. reported a net income of 13.79B and revenue of 23.86B, resulting in a net margin of 57.8%.

Frequently Asked Questions

Can I hold both FJTSY and MU in my portfolio?

FJTSY and MU have a correlation of 0.23, 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 MU?

MU has higher volatility (32.86%) compared to FJTSY (14.50%). In terms of maximum drawdown, FJTSY dropped -62.04% vs MU's -98.25%.

Which has better risk-adjusted returns?

MU currently has the higher Sharpe Ratio (10.83 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.