FKURF vs. CHD
FKURF (Fujikura Ltd) and CHD (Church & Dwight Co., Inc.) are both stocks. FKURF operates in Conglomerates (Industrials), while CHD operates in Household & Personal Products (Consumer Defensive). Over the past 3 years, FKURF returned 55.74%/yr vs 0.63%/yr for CHD. At a correlation of -0.03, they often move in opposite directions.
Performance
FKURF vs. CHD - Performance Comparison
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Returns By Period
In the year-to-date period, FKURF achieves a -71.13% return, which is significantly lower than CHD's 16.61% return.
FKURF
- 1D
- 0.00%
- 1M
- 17.94%
- 6M
- -72.42%
- YTD
- -71.13%
- 1Y
- -40.24%
- 3Y*
- 55.74%
- 5Y*
- —
- 10Y*
- —
CHD
- 1D
- 0.83%
- 1M
- -0.41%
- 6M
- 12.83%
- YTD
- 16.61%
- 1Y
- 0.39%
- 3Y*
- 0.63%
- 5Y*
- 3.71%
- 10Y*
- 8.23%
FKURF vs. CHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FKURF Fujikura Ltd | -71.13% | 147.24% | 480.56% | -8.86% |
CHD Church & Dwight Co., Inc. | 16.61% | -18.91% | 11.96% | 2.82% |
Correlation
The correlation between FKURF and CHD is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | -0.03 |
Fundamentals
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Return for Risk
FKURF vs. CHD — Risk / Return Rank
FKURF
CHD
FKURF vs. CHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujikura Ltd (FKURF) and Church & Dwight Co., Inc. (CHD). 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.
| FKURF | CHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.02 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 0.02 | -0.49 |
| Martin ratioReturn relative to average drawdown | -0.89 | 0.04 | -0.93 |
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Drawdowns
FKURF vs. CHD - Drawdown Comparison
The maximum FKURF drawdown since its inception was -87.49%, which is greater than CHD's maximum drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for FKURF and CHD.
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Drawdown Indicators
| FKURF | CHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.49% | -51.52% | -35.97% |
Max Drawdown (1Y)Largest decline over 1 year | -87.49% | -16.36% | -71.13% |
Max Drawdown (3Y)Largest decline over 3 years | -87.49% | -27.28% | -60.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.72% | — |
Current DrawdownCurrent decline from peak | -84.98% | -12.77% | -72.21% |
Average DrawdownAverage peak-to-trough decline | -14.51% | -12.01% | -2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.40% | 9.12% | +36.28% |
Volatility
FKURF vs. CHD - Volatility Comparison
Fujikura Ltd (FKURF) has a higher volatility of 42.30% compared to Church & Dwight Co., Inc. (CHD) at 6.93%. This indicates that FKURF's price experiences larger fluctuations and is considered to be riskier than CHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FKURF | CHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 42.30% | 6.93% | +35.37% |
Volatility (6M)Calculated over the trailing 6-month period | 201.05% | 16.32% | +184.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 132.30% | 22.65% | +109.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.30% | 20.81% | +74.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.30% | 21.89% | +73.41% |
Dividends
FKURF vs. CHD - Dividend Comparison
FKURF has not paid dividends to shareholders, while CHD's dividend yield for the trailing twelve months is around 1.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.24% | 1.41% | 1.08% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% |
FKURF Fujikura Ltd | 0.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
FKURF vs. CHD - Financials Comparison
This section allows you to compare key financial metrics between Fujikura Ltd and Church & Dwight Co., Inc.. 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
FKURF and CHD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FKURF has higher volatility (42.30%) compared to CHD (6.93%). In terms of maximum drawdown, FKURF dropped -87.49% vs CHD's -51.52%.
CHD currently has the higher Sharpe Ratio (0.02 vs -0.31), 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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