FRCOY vs. CAT
FRCOY (Fast Retailing Co Ltd ADR) and CAT (Caterpillar Inc.) are both stocks. FRCOY operates in Apparel Retail (Consumer Cyclical), while CAT operates in Farm & Heavy Construction Machinery (Industrials). Over the past 10 years, FRCOY returned 19.37%/yr vs 31.33%/yr for CAT. At a 0.27 correlation, their price movements are largely independent.
Performance
FRCOY vs. CAT - Performance Comparison
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Returns By Period
In the year-to-date period, FRCOY achieves a 40.23% return, which is significantly lower than CAT's 59.62% return. Over the past 10 years, FRCOY has underperformed CAT with an annualized return of 19.37%, while CAT has yielded a comparatively higher 31.33% annualized return.
FRCOY
- 1D
- 1.28%
- 1M
- 9.71%
- YTD
- 40.23%
- 6M
- 41.13%
- 1Y
- 54.91%
- 3Y*
- 25.64%
- 5Y*
- 15.35%
- 10Y*
- 19.37%
CAT
- 1D
- 1.44%
- 1M
- 0.92%
- YTD
- 59.62%
- 6M
- 52.94%
- 1Y
- 154.99%
- 3Y*
- 57.16%
- 5Y*
- 35.17%
- 10Y*
- 31.33%
FRCOY vs. CAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 40.23% | 7.87% | 37.62% | 21.99% | 6.90% | -36.95% | 50.62% | 17.05% | 27.87% | 12.63% |
CAT Caterpillar Inc. | 59.62% | 60.30% | 24.66% | 25.95% | 18.60% | 15.95% | 26.97% | 19.51% | -17.56% | 75.03% |
Correlation
The correlation between FRCOY and CAT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2008 | 0.27 |
Fundamentals
FRCOY:
$155.99B
CAT:
$424.14B
FRCOY:
¥157.47
CAT:
$20.07
FRCOY:
51.64
CAT:
45.37
FRCOY:
1.86
CAT:
3.00
FRCOY:
6.75
CAT:
6.04
FRCOY:
9.47
CAT:
22.73
FRCOY:
¥3.70T
CAT:
$70.76B
FRCOY:
¥1.89T
CAT:
$23.01B
FRCOY:
¥923.74B
CAT:
$15.31B
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Return for Risk
FRCOY vs. CAT — Risk / Return Rank
FRCOY
CAT
FRCOY vs. CAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fast Retailing Co Ltd ADR (FRCOY) and Caterpillar Inc. (CAT). 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.
| FRCOY | CAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.65 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 11.24 | -8.10 |
| Martin ratioReturn relative to average drawdown | 8.25 | 36.80 | -28.54 |
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Drawdowns
FRCOY vs. CAT - Drawdown Comparison
The maximum FRCOY drawdown since its inception was -57.39%, smaller than the maximum CAT drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for FRCOY and CAT.
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Drawdown Indicators
| FRCOY | CAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.39% | -73.43% | +16.04% |
Max Drawdown (1Y)Largest decline over 1 year | -17.59% | -13.88% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | -34.05% | +11.33% |
Max Drawdown (5Y)Largest decline over 5 years | -42.91% | -34.05% | -8.86% |
Max Drawdown (10Y)Largest decline over 10 years | -57.39% | -43.36% | -14.03% |
Current DrawdownCurrent decline from peak | -2.21% | -3.18% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -19.23% | -19.73% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 4.23% | +2.45% |
Volatility
FRCOY vs. CAT - Volatility Comparison
The current volatility for Fast Retailing Co Ltd ADR (FRCOY) is 11.60%, while Caterpillar Inc. (CAT) has a volatility of 13.16%. This indicates that FRCOY experiences smaller price fluctuations and is considered to be less risky than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCOY | CAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 13.16% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 28.37% | -2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.15% | 35.19% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.20% | 30.79% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.00% | 30.98% | -0.98% |
Dividends
FRCOY vs. CAT - Dividend Comparison
FRCOY has not paid dividends to shareholders, while CAT's dividend yield for the trailing twelve months is around 0.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAT Caterpillar Inc. | 0.66% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
FRCOY Fast Retailing Co Ltd ADR | 0.00% | 0.45% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.81% | 0.90% | 0.83% |
Financials
FRCOY vs. CAT - Financials Comparison
This section allows you to compare key financial metrics between Fast Retailing Co Ltd ADR and Caterpillar 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
FRCOY vs. CAT - Profitability Comparison
FRCOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a gross profit of 487.02B and revenue of 1.03T. Therefore, the gross margin over that period was 47.2%.
CAT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported a gross profit of 6.11B and revenue of 17.42B. Therefore, the gross margin over that period was 35.1%.
FRCOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported an operating income of 182.06B and revenue of 1.03T, resulting in an operating margin of 17.7%.
CAT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported an operating income of 3.09B and revenue of 17.42B, resulting in an operating margin of 17.7%.
FRCOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a net income of 132.38B and revenue of 1.03T, resulting in a net margin of 12.8%.
CAT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caterpillar Inc. reported a net income of 2.55B and revenue of 17.42B, resulting in a net margin of 14.6%.
Frequently Asked Questions
FRCOY and CAT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAT has higher volatility (13.16%) compared to FRCOY (11.60%). In terms of maximum drawdown, FRCOY dropped -57.39% vs CAT's -73.43%.
CAT currently has the higher Sharpe Ratio (4.43 vs 1.57), 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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