FOJCY vs. NTOIY
FOJCY (Fortum Oyj ADR) and NTOIY (Neste Oyj) are both stocks. FOJCY operates in Utilities - Renewable (Utilities), while NTOIY operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, FOJCY returned 13.43%/yr vs 15.39%/yr for NTOIY. At a 0.17 correlation, their price movements are largely independent.
Performance
FOJCY vs. NTOIY - Performance Comparison
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Returns By Period
In the year-to-date period, FOJCY achieves a 11.97% return, which is significantly lower than NTOIY's 51.27% return. Over the past 10 years, FOJCY has underperformed NTOIY with an annualized return of 13.43%, while NTOIY has yielded a comparatively higher 15.39% annualized return.
FOJCY
- 1D
- -6.20%
- 1M
- -6.01%
- YTD
- 11.97%
- 6M
- 23.88%
- 1Y
- 39.01%
- 3Y*
- 33.80%
- 5Y*
- 3.53%
- 10Y*
- 13.43%
NTOIY
- 1D
- -2.47%
- 1M
- -1.39%
- YTD
- 51.27%
- 6M
- 70.05%
- 1Y
- 214.49%
- 3Y*
- -1.67%
- 5Y*
- -10.26%
- 10Y*
- 15.39%
FOJCY vs. NTOIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FOJCY Fortum Oyj ADR | 11.97% | 79.68% | 2.92% | -5.53% | -44.41% | 40.46% | 3.42% | 29.28% | 13.34% | 56.58% |
NTOIY Neste Oyj | 51.27% | 85.52% | -62.73% | -19.68% | -4.05% | -31.76% | 116.57% | 43.36% | 22.97% | 80.15% |
Correlation
The correlation between FOJCY and NTOIY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2011 | 0.17 |
The correlation between FOJCY and NTOIY shifts across timeframes, from 0.17 (all time) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FOJCY:
$21.21B
NTOIY:
$26.12B
FOJCY:
$0.18
NTOIY:
$0.48
FOJCY:
25.55
NTOIY:
35.77
FOJCY:
3.94
NTOIY:
1.34
FOJCY:
2.59
NTOIY:
3.39
FOJCY:
$5.34B
NTOIY:
$19.15B
FOJCY:
$1.99B
NTOIY:
$2.28B
FOJCY:
$1.50B
NTOIY:
$1.97B
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Return for Risk
FOJCY vs. NTOIY — Risk / Return Rank
FOJCY
NTOIY
FOJCY vs. NTOIY - Risk-Adjusted Trends 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.
| FOJCY | NTOIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.18 | ||
| Sortino ratioReturn per unit of downside risk | -3.92 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.65 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 11.59 | -9.19 |
| Martin ratioReturn relative to average drawdown | 5.60 | 37.34 | -31.74 |
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
| FOJCY | NTOIY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 5.06 | -4.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | -0.24 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.38 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.35 | -0.14 |
Drawdowns
FOJCY vs. NTOIY - Drawdown Comparison
The maximum FOJCY drawdown since its inception was -70.67%, smaller than the maximum NTOIY drawdown of -88.43%. Use the drawdown chart below to compare losses from any high point for FOJCY and NTOIY.
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Drawdown Indicators
| FOJCY | NTOIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.67% | -88.43% | +17.76% |
Max Drawdown (1Y)Largest decline over 1 year | -16.34% | -18.63% | +2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -25.89% | -80.65% | +54.76% |
Max Drawdown (5Y)Largest decline over 5 years | -70.67% | -86.90% | +16.23% |
Max Drawdown (10Y)Largest decline over 10 years | -70.67% | -88.43% | +17.76% |
Current DrawdownCurrent decline from peak | -10.29% | -48.79% | +38.50% |
Average DrawdownAverage peak-to-trough decline | -25.02% | -27.52% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.99% | 5.77% | +1.22% |
Volatility
FOJCY vs. NTOIY - Volatility Comparison
Fortum Oyj ADR (FOJCY) has a higher volatility of 14.02% compared to Neste Oyj (NTOIY) at 11.15%. This indicates that FOJCY's price experiences larger fluctuations and is considered to be riskier than NTOIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FOJCY | NTOIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.02% | 11.15% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 35.38% | 30.71% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.78% | 42.75% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.55% | 43.28% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.20% | 41.02% | +1.18% |
Dividends
FOJCY vs. NTOIY - Dividend Comparison
FOJCY's dividend yield for the trailing twelve months is around 3.60%, more than NTOIY's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOJCY Fortum Oyj ADR | 3.60% | 6.94% | 9.39% | 6.74% | 7.57% | 4.22% | 7.37% | 4.88% | 6.47% | 11.86% | 16.86% | 9.06% |
NTOIY Neste Oyj | 0.70% | 0.93% | 10.59% | 4.56% | 1.92% | 1.93% | 1.59% | 4.86% | 2.67% | 4.39% | 6.14% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
FOJCY vs. NTOIY - Profitability Comparison
FOJCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortum Oyj ADR reported a gross profit of 802.00M and revenue of 1.99B. Therefore, the gross margin over that period was 40.3%.
NTOIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Neste Oyj reported a gross profit of 1.00B and revenue of 5.16B. Therefore, the gross margin over that period was 19.4%.
FOJCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortum Oyj ADR reported an operating income of 520.00M and revenue of 1.99B, resulting in an operating margin of 26.1%.
NTOIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Neste Oyj reported an operating income of 676.00M and revenue of 5.16B, resulting in an operating margin of 13.1%.
FOJCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortum Oyj ADR reported a net income of 421.00M and revenue of 1.99B, resulting in a net margin of 21.1%.
NTOIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Neste Oyj reported a net income of 533.00M and revenue of 5.16B, resulting in a net margin of 10.3%.
Frequently Asked Questions
FOJCY and NTOIY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOJCY has higher volatility (14.02%) compared to NTOIY (11.15%). In terms of maximum drawdown, FOJCY dropped -70.67% vs NTOIY's -88.43%.
NTOIY currently has the higher Sharpe Ratio (5.06 vs 0.88), 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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