FJTSY vs. SPRX
FJTSY (Fujitsu Ltd ADR) is a stock, while SPRX (Spear Alpha ETF) is Technology Equities fund actively managed by Spear. Over the past 3 years, FJTSY returned 15.66%/yr vs 45.52%/yr for SPRX. At a 0.32 correlation, their price movements are largely independent.
Performance
FJTSY vs. SPRX - Performance Comparison
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Returns By Period
In the year-to-date period, FJTSY achieves a -28.65% return, which is significantly lower than SPRX's 42.15% return.
FJTSY
- 1D
- -2.70%
- 1M
- -7.69%
- YTD
- -28.65%
- 6M
- -28.91%
- 1Y
- -15.65%
- 3Y*
- 15.66%
- 5Y*
- 1.45%
- 10Y*
- 18.79%
SPRX
- 1D
- 1.64%
- 1M
- -0.37%
- YTD
- 42.15%
- 6M
- 37.09%
- 1Y
- 90.16%
- 3Y*
- 45.52%
- 5Y*
- —
- 10Y*
- —
FJTSY vs. SPRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FJTSY Fujitsu Ltd ADR | -28.65% | 55.98% | 17.49% | 12.77% | -22.86% | -0.62% |
SPRX Spear Alpha ETF | 42.15% | 41.91% | 20.58% | 88.02% | -44.99% | 9.15% |
Correlation
The correlation between FJTSY and SPRX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2021 | 0.32 |
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Return for Risk
FJTSY vs. SPRX — Risk / Return Rank
FJTSY
SPRX
FJTSY vs. SPRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Spear Alpha ETF (SPRX). 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 | SPRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 3.74 | -4.21 |
| Martin ratioReturn relative to average drawdown | -0.96 | 11.52 | -12.47 |
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Drawdowns
FJTSY vs. SPRX - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, which is greater than SPRX's maximum drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for FJTSY and SPRX.
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Drawdown Indicators
| FJTSY | SPRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -51.21% | -10.83% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -24.21% | -9.38% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -42.12% | +8.53% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | — | — |
Current DrawdownCurrent decline from peak | -33.07% | -6.88% | -26.19% |
Average DrawdownAverage peak-to-trough decline | -22.76% | -17.50% | -5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.40% | 7.85% | +8.55% |
Volatility
FJTSY vs. SPRX - Volatility Comparison
The current volatility for Fujitsu Ltd ADR (FJTSY) is 14.87%, while Spear Alpha ETF (SPRX) has a volatility of 20.28%. This indicates that FJTSY experiences smaller price fluctuations and is considered to be less risky than SPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJTSY | SPRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.87% | 20.28% | -5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 35.25% | 37.78% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.55% | 46.84% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.91% | 42.29% | -8.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.74% | 42.29% | -10.55% |
Dividends
FJTSY vs. SPRX - Dividend Comparison
Neither FJTSY nor SPRX has paid dividends to shareholders.
| 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% |
SPRX Spear Alpha ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FJTSY and SPRX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPRX has higher volatility (20.28%) compared to FJTSY (14.87%). In terms of maximum drawdown, FJTSY dropped -62.04% vs SPRX's -51.21%.
SPRX currently has the higher Sharpe Ratio (1.94 vs -0.36), 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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