FJTSY vs. RYAAY
FJTSY (Fujitsu Ltd ADR) and RYAAY (Ryanair Holdings plc) are both stocks. FJTSY operates in Information Technology Services (Technology), while RYAAY operates in Airlines (Industrials). Over the past 10 years, FJTSY returned 19.10%/yr vs 6.25%/yr for RYAAY. At a 0.20 correlation, their price movements are largely independent.
Performance
FJTSY vs. RYAAY - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FJTSY having a -19.33% return and RYAAY slightly higher at -19.12%. Over the past 10 years, FJTSY has outperformed RYAAY with an annualized return of 19.10%, while RYAAY has yielded a comparatively lower 6.25% 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%
RYAAY
- 1D
- 2.96%
- 1M
- -0.12%
- YTD
- -19.12%
- 6M
- -11.79%
- 1Y
- 2.28%
- 3Y*
- 12.47%
- 5Y*
- 6.25%
- 10Y*
- 6.25%
FJTSY vs. RYAAY - 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% |
RYAAY Ryanair Holdings plc | -19.12% | 69.01% | -16.14% | 78.38% | -26.94% | -6.96% | 25.53% | 22.81% | -31.53% | 25.14% |
Correlation
The correlation between FJTSY and RYAAY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.20 |
Fundamentals
FJTSY:
$38.24B
RYAAY:
$30.27B
FJTSY:
$257.52
RYAAY:
$4.08
FJTSY:
0.09
RYAAY:
14.22
FJTSY:
0.00
RYAAY:
0.19
FJTSY:
0.01
RYAAY:
1.98
FJTSY:
0.02
RYAAY:
2.99
FJTSY:
$3.55T
RYAAY:
$15.59B
FJTSY:
$1.32T
RYAAY:
$3.93B
FJTSY:
$439.05B
RYAAY:
$3.84B
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Return for Risk
FJTSY vs. RYAAY — Risk / Return Rank
FJTSY
RYAAY
FJTSY vs. RYAAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Ryanair Holdings plc (RYAAY). 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 | RYAAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.04 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.08 | -0.27 |
| Martin ratioReturn relative to average drawdown | -0.42 | 0.19 | -0.62 |
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 | RYAAY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 0.07 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.18 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.17 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.39 | -0.18 |
Drawdowns
FJTSY vs. RYAAY - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, smaller than the maximum RYAAY drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FJTSY and RYAAY.
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Drawdown Indicators
| FJTSY | RYAAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -67.68% | +5.64% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -27.40% | -6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -36.05% | +2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | -54.89% | +7.34% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | -62.50% | +14.95% |
Current DrawdownCurrent decline from peak | -24.33% | -20.91% | -3.42% |
Average DrawdownAverage peak-to-trough decline | -22.75% | -19.84% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.04% | 11.78% | +3.26% |
Volatility
FJTSY vs. RYAAY - Volatility Comparison
Fujitsu Ltd ADR (FJTSY) has a higher volatility of 13.74% compared to Ryanair Holdings plc (RYAAY) at 11.62%. This indicates that FJTSY's price experiences larger fluctuations and is considered to be riskier than RYAAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJTSY | RYAAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.74% | 11.62% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 34.57% | 28.46% | +6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.06% | 34.71% | +8.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.78% | 35.38% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 36.50% | -4.69% |
Dividends
FJTSY vs. RYAAY - Dividend Comparison
FJTSY has not paid dividends to shareholders, while RYAAY's dividend yield for the trailing twelve months is around 1.70%.
| 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% |
RYAAY Ryanair Holdings plc | 1.70% | 1.39% | 2.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.27% |
Financials
FJTSY vs. RYAAY - Financials Comparison
This section allows you to compare key financial metrics between Fujitsu Ltd ADR and Ryanair Holdings 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.
Total Revenue: Total amount of money received from sales and other business activities
FJTSY vs. RYAAY - 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%.
RYAAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ryanair Holdings plc reported a gross profit of -318.76M and revenue of 2.55B. Therefore, the gross margin over that period was -12.5%.
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%.
RYAAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ryanair Holdings plc reported an operating income of -512.80M and revenue of 2.55B, resulting in an operating margin of -20.1%.
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%.
RYAAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ryanair Holdings plc reported a net income of -402.00M and revenue of 2.55B, resulting in a net margin of -15.7%.
Frequently Asked Questions
FJTSY and RYAAY have a correlation of 0.27, 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 RYAAY (11.62%). In terms of maximum drawdown, FJTSY dropped -62.04% vs RYAAY's -67.68%.
RYAAY currently has the higher Sharpe Ratio (0.07 vs -0.15), 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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