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FKURF vs. CHLSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FKURF vs. CHLSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fujikura Ltd (FKURF) and Chocoladefabriken Lindt & Sprüngli AG (CHLSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FKURF achieves a -64.14% return, which is significantly lower than CHLSY's -16.22% return.


FKURF

1D
-13.78%
1M
23.28%
YTD
-64.14%
6M
-66.40%
1Y
-17.30%
3Y*
67.40%
5Y*
10Y*

CHLSY

1D
4.09%
1M
-0.44%
YTD
-16.22%
6M
-17.71%
1Y
-27.00%
3Y*
0.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FKURF vs. CHLSY - Yearly Performance Comparison


2026 (YTD)202520242023
FKURF
Fujikura Ltd
-64.14%147.24%480.56%-8.86%
CHLSY
Chocoladefabriken Lindt & Sprüngli AG
-16.22%27.88%-7.36%1.38%

Correlation

The correlation between FKURF and CHLSY is -0.05, 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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2023

-0.01

Fundamentals

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Return for Risk

FKURF vs. CHLSY — Risk / Return Rank

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

FKURF
FKURF Risk / Return Rank: 5050
Overall Rank
FKURF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FKURF Sortino Ratio Rank: 6161
Sortino Ratio Rank
FKURF Omega Ratio Rank: 8282
Omega Ratio Rank
FKURF Calmar Ratio Rank: 3636
Calmar Ratio Rank
FKURF Martin Ratio Rank: 3535
Martin Ratio Rank

CHLSY
CHLSY Risk / Return Rank: 1313
Overall Rank
CHLSY Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CHLSY Sortino Ratio Rank: 1616
Sortino Ratio Rank
CHLSY Omega Ratio Rank: 1818
Omega Ratio Rank
CHLSY Calmar Ratio Rank: 1111
Calmar Ratio Rank
CHLSY Martin Ratio Rank: 66
Martin Ratio Rank
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. CHLSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fujikura Ltd (FKURF) and Chocoladefabriken Lindt & Sprüngli AG (CHLSY). 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.


FKURFCHLSYDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.31

0.92

+0.39

Calmar ratioReturn relative to maximum drawdown

-0.20

-0.80

+0.60

Martin ratioReturn relative to average drawdown

-0.42

-1.52

+1.10

FKURF vs. CHLSY - Sharpe Ratio Comparison

The current FKURF Sharpe Ratio is -0.13, which is higher than the CHLSY Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of FKURF and CHLSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FKURF vs. CHLSY - Drawdown Comparison

The maximum FKURF drawdown since its inception was -87.49%, roughly equal to the maximum CHLSY drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for FKURF and CHLSY.


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Drawdown Indicators


FKURFCHLSYDifference

Max Drawdown

Largest peak-to-trough decline

-87.49%

-89.62%

+2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-87.49%

-33.74%

-53.75%

Max Drawdown (3Y)

Largest decline over 3 years

-87.49%

-33.74%

-53.75%

Current Drawdown

Current decline from peak

-81.35%

-87.39%

+6.04%

Average Drawdown

Average peak-to-trough decline

-13.34%

-77.93%

+64.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.32%

17.81%

+23.51%

Volatility

FKURF vs. CHLSY - Volatility Comparison

Fujikura Ltd (FKURF) has a higher volatility of 42.93% compared to Chocoladefabriken Lindt & Sprüngli AG (CHLSY) at 9.41%. This indicates that FKURF's price experiences larger fluctuations and is considered to be riskier than CHLSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKURFCHLSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.93%

9.41%

+33.52%

Volatility (6M)

Calculated over the trailing 6-month period

200.14%

32.84%

+167.30%

Volatility (1Y)

Calculated over the trailing 1-year period

130.34%

42.13%

+88.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.14%

62.75%

+32.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.14%

62.75%

+32.39%

Dividends

FKURF vs. CHLSY - Dividend Comparison

FKURF has not paid dividends to shareholders, while CHLSY's dividend yield for the trailing twelve months is around 1.94%.


PositionTTM202520242023
CHLSY
Chocoladefabriken Lindt & Sprüngli AG
1.94%1.17%1.39%1.11%
FKURF
Fujikura Ltd
0.00%0.29%0.00%0.00%

Financials

FKURF vs. CHLSY - Financials Comparison

This section allows you to compare key financial metrics between Fujikura Ltd and Chocoladefabriken Lindt & Sprüngli AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B2.50B3.00B3.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.53B
(FKURF) Total Revenue
(CHLSY) Total Revenue
Please note, different currencies. FKURF values in USD, CHLSY values in CHF

Frequently Asked Questions


FKURF and CHLSY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FKURF has higher volatility (42.93%) compared to CHLSY (9.41%). In terms of maximum drawdown, FKURF dropped -87.49% vs CHLSY's -89.62%.

FKURF currently has the higher Sharpe Ratio (-0.13 vs -0.64), 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.

Portfolio Optimizer

Find the right allocation for FKURF and CHLSY

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