FKURF vs. CHD

Last updated Jun 4, 2026

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 year, FKURF returned -32.61% vs -5.46% for CHD. At a 0.00 correlation, their price movements are largely independent.

Performance

FKURF vs. CHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fujikura Ltd (FKURF) and Church & Dwight Co., Inc. (CHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FKURF achieves a -71.03% return, which is significantly lower than CHD's 11.49% return.

FKURF

• 1D: 1.87%
• 1M: -18.74%
• YTD: -71.03%
• 6M: -70.48%
• 1Y: -32.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CHD

• 1D: -3.38%
• 1M: 0.33%
• YTD: 11.49%
• 6M: 11.41%
• 1Y: -5.46%
• 3Y*: 0.87%
• 5Y*: 2.66%
• 10Y*: 7.90%

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

FKURF vs. CHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FKURF Fujikura Ltd	-71.03%	147.24%	480.56%	-8.86%
CHD Church & Dwight Co., Inc.	11.49%	-18.91%	11.96%	1.35%

Correlation

The correlation between FKURF and CHD is 0.01, 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	0.01
Correlation (All Time) Calculated using the full available price history since Jun 9, 2023	0.00

Return for Risk

FKURF vs. CHD — Risk / Return Rank

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

FKURF

FKURF Risk / Return Rank: 42
FKURF Sharpe Ratio Rank: 30
FKURF Sortino Ratio Rank: 54
FKURF Omega Ratio Rank: 75
FKURF Calmar Ratio Rank: 29
FKURF Martin Ratio Rank: 23

CHD

CHD Risk / Return Rank: 28
CHD Sharpe Ratio Rank: 30
CHD Sortino Ratio Rank: 25
CHD Omega Ratio Rank: 25
CHD Calmar Ratio Rank: 30
CHD Martin Ratio Rank: 30

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.

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.

	FKURF	CHD	Difference
Sharpe ratio Return per unit of total volatility	-0.26	-0.25	-0.01
Sortino ratio Return per unit of downside risk	0.99	-0.22	+1.21
Omega ratio Gain probability vs. loss probability	1.26	0.97	+0.29
Calmar ratio Return relative to maximum drawdown	-0.37	-0.31	-0.06
Martin ratio Return relative to average drawdown	-0.89	-0.57	-0.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FKURF vs. CHD - Sharpe Ratio Comparison

The current FKURF Sharpe Ratio is -0.26, which is comparable to the CHD Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of FKURF and CHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FKURF	CHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.26	-0.25	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.13	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.51	+0.10

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.

Drawdown Indicators

	FKURF	CHD	Difference
Max Drawdown Largest peak-to-trough decline	-87.49%	-51.52%	-35.97%
Max Drawdown (1Y) Largest decline over 1 year	-87.49%	-17.63%	-69.86%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.72%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.72%	—
Current Drawdown Current decline from peak	-84.93%	-16.60%	-68.33%
Average Drawdown Average peak-to-trough decline	-12.11%	-12.01%	-0.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.53%	9.61%	+26.92%

Volatility

FKURF vs. CHD - Volatility Comparison

Fujikura Ltd (FKURF) has a higher volatility of 46.71% compared to Church & Dwight Co., Inc. (CHD) at 7.58%. 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.

Volatility by Period

	FKURF	CHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	46.71%	7.58%	+39.13%
Volatility (6M) Calculated over the trailing 6-month period	197.15%	15.93%	+181.22%
Volatility (1Y) Calculated over the trailing 1-year period	124.82%	21.61%	+103.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	93.45%	20.59%	+72.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	93.45%	21.82%	+71.63%

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 1.30%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHD Church & Dwight Co., Inc.	1.30%	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

Frequently Asked Questions

Can I hold both FKURF and CHD in my portfolio?

FKURF and CHD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FKURF or CHD?

FKURF has higher volatility (46.71%) compared to CHD (7.58%). In terms of maximum drawdown, FKURF dropped -87.49% vs CHD's -51.52%.

Which has better risk-adjusted returns?

CHD currently has the higher Sharpe Ratio (-0.25 vs -0.26), 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.