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 42.81%/yr vs 2.05%/yr for CHD. Their -0.02 correlation means they have often moved in opposite directions in the past.
Performance
FKURF vs. CHD - Performance Comparison
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Returns By Period
In the year-to-date period, FKURF achieves a -76.93% return, which is significantly lower than CHD's 18.59% return.
FKURF
- 1D
- 2.92%
- 1M
- -29.19%
- 6M
- -81.00%
- YTD
- -76.93%
- 1Y
- -65.98%
- 3Y*
- 42.81%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 42.08%
CHD
- 1D
- 1.16%
- 1M
- 0.21%
- 6M
- 3.31%
- YTD
- 18.59%
- 1Y
- 6.48%
- 3Y*
- 2.05%
- 5Y*
- 3.91%
- 10Y*
- 8.65%
- ALL TIME*
- 13.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $191.62M | $175.25M | $190.70M | |
FKURF Fujikura Ltd | $1.31M | $920.83K | $912.25K |
FKURF vs. CHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FKURF Fujikura Ltd | -76.93% | 147.24% | 480.56% | -8.86% |
CHD Church & Dwight Co., Inc. | 18.59% | -18.91% | 11.96% | 2.82% |
Correlation
The correlation between FKURF and CHD is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | -0.02 |
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 | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.07 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 0.46 | -1.21 |
| Martin ratioReturn relative to average drawdown | -1.33 | 0.82 | -2.14 |
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Drawdowns
FKURF vs. CHD - Drawdown Comparison
The maximum FKURF drawdown since its inception was -89.20%, 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 | -89.20% | -51.52% | -37.68% |
Max Drawdown (1Y)Largest decline over 1 year | -89.20% | -14.61% | -74.59% |
Max Drawdown (3Y)Largest decline over 3 years | -89.20% | -27.28% | -61.92% |
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 | -88.00% | -11.29% | -76.71% |
Average DrawdownAverage peak-to-trough decline | -15.79% | -12.01% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.76% | 8.29% | +41.47% |
Volatility
FKURF vs. CHD - Volatility Comparison
Fujikura Ltd (FKURF) has a higher volatility of 26.15% compared to Church & Dwight Co., Inc. (CHD) at 6.92%. 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 | 26.15% | 6.92% | +19.23% |
Volatility (6M)Calculated over the trailing 6-month period | 202.27% | 16.78% | +185.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 133.83% | 22.97% | +110.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.42% | 20.89% | +74.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.42% | 21.93% | +73.49% |
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 1.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.22% | 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 -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FKURF has higher volatility (26.15%) compared to CHD (6.92%). In terms of maximum drawdown, FKURF dropped -89.20% vs CHD's -51.52%.
CHD currently has the higher Sharpe Ratio (0.30 vs -0.50), 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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