FJTSY vs. ORCL
FJTSY (Fujitsu Ltd ADR) and ORCL (Oracle Corporation) are both stocks. Both are in the Technology sector — FJTSY in Information Technology Services, ORCL in Software - Infrastructure. Over the past 10 years, FJTSY returned 18.80%/yr vs 18.60%/yr for ORCL. At a 0.26 correlation, their price movements are largely independent.
Performance
FJTSY vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, FJTSY achieves a -24.83% return, which is significantly lower than ORCL's -4.95% return. Both investments have delivered pretty close results over the past 10 years, with FJTSY having a 18.80% annualized return and ORCL not far behind at 18.60%.
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%
ORCL
- 1D
- 0.02%
- 1M
- -2.97%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -6.95%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
FJTSY vs. ORCL - 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% |
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between FJTSY and ORCL 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 | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.26 |
Fundamentals
FJTSY:
$35.63B
ORCL:
$536.74B
FJTSY:
¥257.52
ORCL:
$5.86
FJTSY:
12.75
ORCL:
31.41
FJTSY:
0.30
ORCL:
1.29
FJTSY:
1.63
ORCL:
7.97
FJTSY:
2.81
ORCL:
12.47
FJTSY:
¥3.55T
ORCL:
$67.36B
FJTSY:
¥1.32T
ORCL:
$79.58B
FJTSY:
¥439.05B
ORCL:
$6.20B
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Return for Risk
FJTSY vs. ORCL — Risk / Return Rank
FJTSY
ORCL
FJTSY vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Oracle Corporation (ORCL). 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 | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.04 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | -0.12 | -0.32 |
| Martin ratioReturn relative to average drawdown | -0.95 | -0.20 | -0.75 |
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Drawdowns
FJTSY vs. ORCL - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for FJTSY and ORCL.
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Drawdown Indicators
| FJTSY | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -84.19% | +22.15% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -58.25% | +24.66% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -58.25% | +24.66% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | -58.25% | +10.70% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | -58.25% | +10.70% |
Current DrawdownCurrent decline from peak | -29.49% | -43.48% | +13.99% |
Average DrawdownAverage peak-to-trough decline | -22.75% | -29.11% | +6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.45% | 35.41% | -19.96% |
Volatility
FJTSY vs. ORCL - Volatility Comparison
The current volatility for Fujitsu Ltd ADR (FJTSY) is 14.50%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that FJTSY experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJTSY | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.50% | 23.44% | -8.94% |
Volatility (6M)Calculated over the trailing 6-month period | 35.10% | 43.42% | -8.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.39% | 65.91% | -22.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.88% | 42.16% | -8.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.83% | 35.12% | -3.29% |
Dividends
FJTSY vs. ORCL - Dividend Comparison
FJTSY has not paid dividends to shareholders, while ORCL's dividend yield for the trailing twelve months is around 1.09%.
| 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% |
ORCL Oracle Corporation | 1.09% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Financials
FJTSY vs. ORCL - Financials Comparison
This section allows you to compare key financial metrics between Fujitsu Ltd ADR and Oracle Corporation. 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
Frequently Asked Questions
FJTSY and ORCL 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.
ORCL has higher volatility (23.44%) compared to FJTSY (14.50%). In terms of maximum drawdown, FJTSY dropped -62.04% vs ORCL's -84.19%.
ORCL currently has the higher Sharpe Ratio (-0.11 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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