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FRCOY vs. CJPRY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

FRCOY vs. CJPRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fast Retailing Co Ltd ADR (FRCOY) and Central Japan Railway Co (CJPRY). The values are adjusted to include any dividend payments, if applicable.

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FRCOY vs. CJPRY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRCOY
Fast Retailing Co Ltd ADR
9.59%7.87%37.62%21.99%6.90%-36.95%50.62%17.05%27.87%12.63%
CJPRY
Central Japan Railway Co
-5.38%47.89%-25.84%3.96%-8.21%-6.15%-29.44%-5.23%18.00%9.48%

Fundamentals

Market Cap

FRCOY:

$121.89B

CJPRY:

$25.08B

EPS

FRCOY:

$98.30

CJPRY:

$280.82

PE Ratio

FRCOY:

0.40

CJPRY:

0.05

PEG Ratio

FRCOY:

0.01

CJPRY:

0.00

PS Ratio

FRCOY:

0.05

CJPRY:

0.01

PB Ratio

FRCOY:

7.60

CJPRY:

0.01

Total Revenue (TTM)

FRCOY:

$2.51T

CJPRY:

$2.00T

Gross Profit (TTM)

FRCOY:

$1.34T

CJPRY:

$1.04T

EBITDA (TTM)

FRCOY:

$589.29B

CJPRY:

$1.05T

Returns By Period

In the year-to-date period, FRCOY achieves a 9.59% return, which is significantly higher than CJPRY's -5.38% return. Over the past 10 years, FRCOY has outperformed CJPRY with an annualized return of 14.82%, while CJPRY has yielded a comparatively lower -2.56% annualized return.


FRCOY

1D
4.04%
1M
-10.15%
YTD
9.59%
6M
31.05%
1Y
33.61%
3Y*
22.50%
5Y*
8.52%
10Y*
14.82%

CJPRY

1D
2.12%
1M
-11.56%
YTD
-5.38%
6M
-8.83%
1Y
36.77%
3Y*
3.27%
5Y*
-2.53%
10Y*
-2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FRCOY vs. CJPRY — Risk / Return Rank

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

FRCOY
FRCOY Risk / Return Rank: 7373
Overall Rank
FRCOY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FRCOY Sortino Ratio Rank: 7171
Sortino Ratio Rank
FRCOY Omega Ratio Rank: 6666
Omega Ratio Rank
FRCOY Calmar Ratio Rank: 7676
Calmar Ratio Rank
FRCOY Martin Ratio Rank: 7777
Martin Ratio Rank

CJPRY
CJPRY Risk / Return Rank: 7676
Overall Rank
CJPRY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CJPRY Sortino Ratio Rank: 7373
Sortino Ratio Rank
CJPRY Omega Ratio Rank: 7575
Omega Ratio Rank
CJPRY Calmar Ratio Rank: 7575
Calmar Ratio Rank
CJPRY Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FRCOY vs. CJPRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fast Retailing Co Ltd ADR (FRCOY) and Central Japan Railway Co (CJPRY). 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.


FRCOYCJPRYDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.32

-0.33

Sortino ratio

Return per unit of downside risk

1.63

1.78

-0.15

Omega ratio

Gain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

1.88

1.84

+0.04

Martin ratio

Return relative to average drawdown

5.12

5.18

-0.06

FRCOY vs. CJPRY - Sharpe Ratio Comparison

The current FRCOY Sharpe Ratio is 0.99, which is comparable to the CJPRY Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FRCOY and CJPRY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FRCOYCJPRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.32

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

-0.10

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

-0.10

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.05

+0.41

Correlation

The correlation between FRCOY and CJPRY is 0.22, 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.


Dividends

FRCOY vs. CJPRY - Dividend Comparison

Neither FRCOY nor CJPRY has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
CJPRY
Central Japan Railway Co
0.00%0.40%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.73%0.55%

Drawdowns

FRCOY vs. CJPRY - Drawdown Comparison

The maximum FRCOY drawdown since its inception was -57.39%, smaller than the maximum CJPRY drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for FRCOY and CJPRY.


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Drawdown Indicators


FRCOYCJPRYDifference

Max Drawdown

Largest peak-to-trough decline

-57.39%

-62.98%

+5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-17.59%

-18.15%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-48.44%

-46.86%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-57.39%

-62.98%

+5.59%

Current Drawdown

Current decline from peak

-12.95%

-45.09%

+32.14%

Average Drawdown

Average peak-to-trough decline

-19.41%

-26.50%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.45%

6.45%

0.00%

Volatility

FRCOY vs. CJPRY - Volatility Comparison

Fast Retailing Co Ltd ADR (FRCOY) has a higher volatility of 10.20% compared to Central Japan Railway Co (CJPRY) at 9.01%. This indicates that FRCOY's price experiences larger fluctuations and is considered to be riskier than CJPRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRCOYCJPRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

9.01%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

23.69%

22.34%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

34.09%

28.19%

+5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.94%

24.47%

+5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.14%

25.01%

+5.13%

Financials

FRCOY vs. CJPRY - Financials Comparison

This section allows you to compare key financial metrics between Fast Retailing Co Ltd ADR and Central Japan Railway Co. 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


0.00200.00B400.00B600.00B800.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
6.80B
541.55B
(FRCOY) Total Revenue
(CJPRY) Total Revenue
Values in USD except per share items

FRCOY vs. CJPRY - Profitability Comparison

The chart below illustrates the profitability comparison between Fast Retailing Co Ltd ADR and Central Japan Railway Co over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
49.7%
55.5%
Portfolio components
FRCOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fast Retailing Co Ltd ADR reported a gross profit of 3.38B and revenue of 6.80B. Therefore, the gross margin over that period was 49.7%.

CJPRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Central Japan Railway Co reported a gross profit of 300.55B and revenue of 541.55B. Therefore, the gross margin over that period was 55.5%.

FRCOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fast Retailing Co Ltd ADR reported an operating income of 1.36B and revenue of 6.80B, resulting in an operating margin of 20.0%.

CJPRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Central Japan Railway Co reported an operating income of 247.09B and revenue of 541.55B, resulting in an operating margin of 45.6%.

FRCOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fast Retailing Co Ltd ADR reported a net income of 975.06M and revenue of 6.80B, resulting in a net margin of 14.4%.

CJPRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Central Japan Railway Co reported a net income of 164.02B and revenue of 541.55B, resulting in a net margin of 30.3%.