FKURF vs. CODX
FKURF (Fujikura Ltd) and CODX (Co-Diagnostics, Inc.) are both stocks. FKURF operates in Conglomerates (Industrials), while CODX operates in Diagnostics & Research (Healthcare). Over the past year, FKURF returned -32.61% vs -39.26% for CODX. At a 0.07 correlation, their price movements are largely independent.
Performance
FKURF vs. CODX - Performance Comparison
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Returns By Period
In the year-to-date period, FKURF achieves a -71.03% return, which is significantly lower than CODX's 2.21% return.
FKURF
- 1D
- 1.87%
- 1M
- -18.74%
- YTD
- -71.03%
- 6M
- -70.48%
- 1Y
- -32.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CODX
- 1D
- -16.88%
- 1M
- 229.30%
- YTD
- 2.21%
- 6M
- -51.67%
- 1Y
- -39.26%
- 3Y*
- -45.93%
- 5Y*
- -54.03%
- 10Y*
- —
FKURF vs. CODX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FKURF Fujikura Ltd | -71.03% | 147.24% | 480.56% | -8.86% |
CODX Co-Diagnostics, Inc. | 2.21% | -77.52% | -43.61% | 24.30% |
Correlation
The correlation between FKURF and CODX is 0.09, 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 | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2023 | 0.07 |
Fundamentals
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Return for Risk
FKURF vs. CODX — Risk / Return Rank
FKURF
CODX
FKURF vs. CODX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujikura Ltd (FKURF) and Co-Diagnostics, Inc. (CODX). 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 | CODX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.41 | +0.03 |
| Martin ratioReturn 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. | |||
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Sharpe Ratios by Period
| FKURF | CODX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | -0.11 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | -0.19 | +0.80 |
Drawdowns
FKURF vs. CODX - Drawdown Comparison
The maximum FKURF drawdown since its inception was -87.49%, smaller than the maximum CODX drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for FKURF and CODX.
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Drawdown Indicators
| FKURF | CODX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.49% | -99.86% | +12.37% |
Max Drawdown (1Y)Largest decline over 1 year | -87.49% | -96.60% | +9.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -97.68% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.62% | — |
Current DrawdownCurrent decline from peak | -84.93% | -99.44% | +14.51% |
Average DrawdownAverage peak-to-trough decline | -12.11% | -76.54% | +64.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.53% | 68.94% | -32.41% |
Volatility
FKURF vs. CODX - Volatility Comparison
The current volatility for Fujikura Ltd (FKURF) is 46.71%, while Co-Diagnostics, Inc. (CODX) has a volatility of 122.80%. This indicates that FKURF experiences smaller price fluctuations and is considered to be less risky than CODX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FKURF | CODX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 46.71% | 122.80% | -76.09% |
Volatility (6M)Calculated over the trailing 6-month period | 197.15% | 188.76% | +8.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 124.82% | 349.97% | -225.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.45% | 172.26% | -78.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.45% | 171.74% | -78.29% |
Dividends
FKURF vs. CODX - Dividend Comparison
Neither FKURF nor CODX has paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
CODX Co-Diagnostics, Inc. | 0.00% | 0.00% |
FKURF Fujikura Ltd | 0.00% | 0.29% |
Financials
FKURF vs. CODX - Financials Comparison
This section allows you to compare key financial metrics between Fujikura Ltd and Co-Diagnostics, 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 CODX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CODX has higher volatility (122.80%) compared to FKURF (46.71%). In terms of maximum drawdown, FKURF dropped -87.49% vs CODX's -99.86%.
CODX currently has the higher Sharpe Ratio (-0.11 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.
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