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FOJCY vs. CNP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FOJCY vs. CNP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortum Oyj ADR (FOJCY) and CenterPoint Energy, Inc. (CNP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FOJCY achieves a 3.51% return, which is significantly lower than CNP's 10.86% return. Over the past 10 years, FOJCY has outperformed CNP with an annualized return of 11.94%, while CNP has yielded a comparatively lower 9.40% annualized return.


FOJCY

1D
-1.58%
1M
-2.89%
6M
-7.31%
YTD
3.51%
1Y
19.66%
3Y*
30.66%
5Y*
2.71%
10Y*
11.94%
ALL TIME*
8.33%

CNP

1D
-0.26%
1M
-5.76%
6M
7.09%
YTD
10.86%
1Y
10.76%
3Y*
15.48%
5Y*
13.38%
10Y*
9.40%
ALL TIME*
4.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$272.22M$285.72M$265.49M
$34.03K$32.87K$39.10K

FOJCY vs. CNP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOJCY
Fortum Oyj ADR
3.51%79.68%2.92%-5.53%-44.41%40.46%3.42%29.28%13.34%56.58%
CNP
CenterPoint Energy, Inc.
10.86%23.74%14.28%-2.12%10.00%32.41%-17.98%0.61%3.70%19.58%

Correlation

The correlation between FOJCY and CNP is 0.10, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.10

Correlation (3Y)
Balances recent behavior with more history.

0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (10Y)
Provides a long-term view across more market conditions.

0.12

Correlation (All Time)
Calculated using the full available price history since May 5, 2009

0.12

Fundamentals

Market Cap

FOJCY:

$98.03B

CNP:

$27.69B

EPS

FOJCY:

€0.18

CNP:

$1.69

PE Ratio

FOJCY:

20.54

CNP:

24.81

PS Ratio

FOJCY:

3.10

CNP:

2.88

PB Ratio

FOJCY:

2.09

CNP:

2.39

Total Revenue (TTM)

FOJCY:

€5.49B

CNP:

$9.62B

Gross Profit (TTM)

FOJCY:

€1.99B

CNP:

$5.20B

EBITDA (TTM)

FOJCY:

€1.49B

CNP:

$3.99B

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Return for Risk

FOJCY vs. CNP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FOJCY
FOJCY Risk / Return Rank: 6565
Overall Rank
FOJCY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FOJCY Sortino Ratio Rank: 6060
Sortino Ratio Rank
FOJCY Omega Ratio Rank: 5858
Omega Ratio Rank
FOJCY Calmar Ratio Rank: 7171
Calmar Ratio Rank
FOJCY Martin Ratio Rank: 7171
Martin Ratio Rank

CNP
CNP Risk / Return Rank: 6666
Overall Rank
CNP Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CNP Sortino Ratio Rank: 5959
Sortino Ratio Rank
CNP Omega Ratio Rank: 5656
Omega Ratio Rank
CNP Calmar Ratio Rank: 7575
Calmar Ratio Rank
CNP Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FOJCY vs. CNP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortum Oyj ADR (FOJCY) and CenterPoint Energy, Inc. (CNP). 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.


FOJCYCNPDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.12

1.12

+0.01

Calmar ratioReturn relative to maximum drawdown

1.32

1.62

-0.29

Martin ratioReturn relative to average drawdown

3.04

3.65

-0.61

FOJCY vs. CNP - Sharpe Ratio Comparison

The current FOJCY Sharpe Ratio is 0.54, which is comparable to the CNP Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FOJCY and CNP, 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

FOJCY vs. CNP - Drawdown Comparison

The maximum FOJCY drawdown since its inception was -70.67%, smaller than the maximum CNP drawdown of -89.94%. Use the drawdown chart below to compare losses from any high point for FOJCY and CNP.


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Drawdown Indicators


FOJCYCNPDifference

Max Drawdown

Largest peak-to-trough decline

-70.67%

-89.94%

+19.27%

Max Drawdown (1Y)

Largest decline over 1 year

-18.79%

-6.67%

-12.12%

Max Drawdown (3Y)

Largest decline over 3 years

-25.89%

-18.14%

-7.75%

Max Drawdown (5Y)

Largest decline over 5 years

-70.67%

-22.81%

-47.86%

Max Drawdown (10Y)

Largest decline over 10 years

-70.67%

-59.80%

-10.87%

Current Drawdown

Current decline from peak

-17.08%

-6.66%

-10.42%

Average Drawdown

Average peak-to-trough decline

-24.91%

-32.26%

+7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

2.95%

+5.23%

Volatility

FOJCY vs. CNP - Volatility Comparison

Fortum Oyj ADR (FOJCY) has a higher volatility of 10.80% compared to CenterPoint Energy, Inc. (CNP) at 6.54%. This indicates that FOJCY's price experiences larger fluctuations and is considered to be riskier than CNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOJCYCNPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.80%

6.54%

+4.26%

Volatility (6M)

Calculated over the trailing 6-month period

34.06%

13.38%

+20.68%

Volatility (1Y)

Calculated over the trailing 1-year period

45.85%

16.60%

+29.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.77%

19.76%

+29.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.28%

25.92%

+16.36%

Dividends

FOJCY vs. CNP - Dividend Comparison

FOJCY's dividend yield for the trailing twelve months is around 3.90%, more than CNP's 2.14% yield.


PositionTTM20252024202320222021202020192018201720162015
CNP
CenterPoint Energy, Inc.
2.14%2.30%2.55%2.70%2.33%2.33%3.42%4.22%3.93%3.77%4.18%5.39%
FOJCY
Fortum Oyj ADR
3.90%6.94%9.39%6.74%7.57%4.22%7.37%4.88%6.47%11.86%16.86%9.06%

Financials

FOJCY vs. CNP - Financials Comparison

This section allows you to compare key financial metrics between Fortum Oyj ADR and CenterPoint Energy, 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.


Quarterly
Annual

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


Values in USD except per share items

FOJCY vs. CNP - Profitability Comparison

The chart below illustrates the profitability comparison between Fortum Oyj ADR and CenterPoint Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

FOJCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fortum Oyj ADR reported a gross profit of 400.00M and revenue of 1.12B. Therefore, the gross margin over that period was 35.6%.

CNP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, CenterPoint Energy, Inc. reported a gross profit of 1.87B and revenue of 2.15B. Therefore, the gross margin over that period was 86.9%.

FOJCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fortum Oyj ADR reported an operating income of 107.00M and revenue of 1.12B, resulting in an operating margin of 9.5%.

CNP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, CenterPoint Energy, Inc. reported an operating income of 534.00M and revenue of 2.15B, resulting in an operating margin of 24.8%.

FOJCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Fortum Oyj ADR reported a net income of 109.00M and revenue of 1.12B, resulting in a net margin of 9.7%.

CNP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, CenterPoint Energy, Inc. reported a net income of 244.00M and revenue of 2.15B, resulting in a net margin of 11.3%.


Frequently Asked Questions


FOJCY and CNP have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FOJCY has higher volatility (10.80%) compared to CNP (6.54%). In terms of maximum drawdown, FOJCY dropped -70.67% vs CNP's -89.94%.

CNP currently has the higher Sharpe Ratio (0.65 vs 0.54), 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

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