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FOJCY vs. NTOIY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FOJCY and NTOIY is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FOJCY vs. NTOIY - Performance Comparison

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

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
0.67%
-56.09%
FOJCY
NTOIY

Key characteristics

Sharpe Ratio

FOJCY:

1.28

NTOIY:

-1.47

Sortino Ratio

FOJCY:

1.82

NTOIY:

-2.56

Omega Ratio

FOJCY:

1.24

NTOIY:

0.68

Calmar Ratio

FOJCY:

0.79

NTOIY:

-0.77

Martin Ratio

FOJCY:

6.74

NTOIY:

-1.70

Ulcer Index

FOJCY:

6.76%

NTOIY:

38.92%

Daily Std Dev

FOJCY:

35.63%

NTOIY:

44.92%

Max Drawdown

FOJCY:

-69.62%

NTOIY:

-86.33%

Current Drawdown

FOJCY:

-38.27%

NTOIY:

-86.33%

Fundamentals

Market Cap

FOJCY:

$13.91B

NTOIY:

$10.56B

EPS

FOJCY:

$0.27

NTOIY:

$0.30

PE Ratio

FOJCY:

11.48

NTOIY:

22.67

PEG Ratio

FOJCY:

0.00

NTOIY:

0.00

Total Revenue (TTM)

FOJCY:

$5.80B

NTOIY:

$20.64B

Gross Profit (TTM)

FOJCY:

$2.09B

NTOIY:

$957.00M

EBITDA (TTM)

FOJCY:

$1.99B

NTOIY:

$770.00M

Returns By Period

In the year-to-date period, FOJCY achieves a 16.73% return, which is significantly higher than NTOIY's -25.00% return. Over the past 10 years, FOJCY has outperformed NTOIY with an annualized return of 6.64%, while NTOIY has yielded a comparatively lower 5.42% annualized return.


FOJCY

YTD

16.73%

1M

11.43%

6M

0.67%

1Y

43.43%

5Y*

0.51%

10Y*

6.64%

NTOIY

YTD

-25.00%

1M

-29.52%

6M

-56.09%

1Y

-66.50%

5Y*

-23.24%

10Y*

5.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FOJCY vs. NTOIY — Risk-Adjusted Performance Rank

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

FOJCY
The Risk-Adjusted Performance Rank of FOJCY is 7979
Overall Rank
The Sharpe Ratio Rank of FOJCY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FOJCY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FOJCY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FOJCY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FOJCY is 8686
Martin Ratio Rank

NTOIY
The Risk-Adjusted Performance Rank of NTOIY is 22
Overall Rank
The Sharpe Ratio Rank of NTOIY is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of NTOIY is 11
Sortino Ratio Rank
The Omega Ratio Rank of NTOIY is 11
Omega Ratio Rank
The Calmar Ratio Rank of NTOIY is 66
Calmar Ratio Rank
The Martin Ratio Rank of NTOIY is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FOJCY vs. NTOIY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortum Oyj ADR (FOJCY) and Neste Oyj (NTOIY). 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.


Sharpe ratio
The chart of Sharpe ratio for FOJCY, currently valued at 1.23, compared to the broader market-2.000.002.001.23-1.47
The chart of Sortino ratio for FOJCY, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.006.001.76-2.56
The chart of Omega ratio for FOJCY, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.68
The chart of Calmar ratio for FOJCY, currently valued at 0.76, compared to the broader market0.002.004.006.000.76-0.77
The chart of Martin ratio for FOJCY, currently valued at 6.43, compared to the broader market-10.000.0010.0020.0030.006.43-1.70
FOJCY
NTOIY

The current FOJCY Sharpe Ratio is 1.28, which is higher than the NTOIY Sharpe Ratio of -1.47. The chart below compares the historical Sharpe Ratios of FOJCY and NTOIY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
1.23
-1.47
FOJCY
NTOIY

Dividends

FOJCY vs. NTOIY - Dividend Comparison

FOJCY's dividend yield for the trailing twelve months is around 8.04%, less than NTOIY's 14.12% yield.


TTM20242023202220212020201920182017201620152014
FOJCY
Fortum Oyj ADR
8.04%9.38%6.69%7.48%4.33%10.02%5.00%6.18%6.01%15.90%9.89%6.83%
NTOIY
Neste Oyj
14.12%10.59%4.56%1.93%1.92%2.46%4.83%2.65%2.17%2.92%2.44%3.47%

Drawdowns

FOJCY vs. NTOIY - Drawdown Comparison

The maximum FOJCY drawdown since its inception was -69.62%, smaller than the maximum NTOIY drawdown of -86.33%. Use the drawdown chart below to compare losses from any high point for FOJCY and NTOIY. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025February
-38.27%
-86.33%
FOJCY
NTOIY

Volatility

FOJCY vs. NTOIY - Volatility Comparison

The current volatility for Fortum Oyj ADR (FOJCY) is 10.09%, while Neste Oyj (NTOIY) has a volatility of 17.45%. This indicates that FOJCY experiences smaller price fluctuations and is considered to be less risky than NTOIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.09%
17.45%
FOJCY
NTOIY

Financials

FOJCY vs. NTOIY - Financials Comparison

This section allows you to compare key financial metrics between Fortum Oyj ADR and Neste Oyj. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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