FRCOY vs. CNDX.L
Compare and contrast key facts about Fast Retailing Co Ltd ADR (FRCOY) and iShares NASDAQ 100 UCITS ETF (CNDX.L).
CNDX.L is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010.
Performance
FRCOY vs. CNDX.L - Performance Comparison
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FRCOY vs. CNDX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 11.19% | 7.87% | 37.62% | 21.99% | 6.90% | -36.95% | 50.62% | 17.05% | 27.87% | 12.63% |
CNDX.L iShares NASDAQ 100 UCITS ETF | -5.13% | 19.75% | 26.45% | 56.31% | -33.45% | 27.96% | 48.33% | 38.07% | -1.03% | 32.36% |
Returns By Period
In the year-to-date period, FRCOY achieves a 11.19% return, which is significantly higher than CNDX.L's -5.13% return. Over the past 10 years, FRCOY has underperformed CNDX.L with an annualized return of 14.99%, while CNDX.L has yielded a comparatively higher 18.90% annualized return.
FRCOY
- 1D
- 1.46%
- 1M
- -5.78%
- YTD
- 11.19%
- 6M
- 30.68%
- 1Y
- 35.34%
- 3Y*
- 23.10%
- 5Y*
- 8.83%
- 10Y*
- 14.99%
CNDX.L
- 1D
- 3.32%
- 1M
- -2.99%
- YTD
- -5.13%
- 6M
- -2.25%
- 1Y
- 24.64%
- 3Y*
- 23.05%
- 5Y*
- 13.06%
- 10Y*
- 18.90%
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Return for Risk
FRCOY vs. CNDX.L — Risk / Return Rank
FRCOY
CNDX.L
FRCOY vs. CNDX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fast Retailing Co Ltd ADR (FRCOY) and iShares NASDAQ 100 UCITS ETF (CNDX.L). 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.
| FRCOY | CNDX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.24 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.83 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.26 | -1.24 |
Martin ratioReturn relative to average drawdown | 5.48 | 12.14 | -6.66 |
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
| FRCOY | CNDX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.24 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.62 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.94 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.03 | -0.57 |
Correlation
The correlation between FRCOY and CNDX.L is 0.24, 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. CNDX.L - Dividend Comparison
Neither FRCOY nor CNDX.L has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CNDX.L iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.02% | 0.05% | 0.06% | 0.03% | 0.04% | 0.07% | 0.06% | 0.30% | 0.16% | 0.16% |
Drawdowns
FRCOY vs. CNDX.L - Drawdown Comparison
The maximum FRCOY drawdown since its inception was -57.39%, which is greater than CNDX.L's maximum drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for FRCOY and CNDX.L.
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Drawdown Indicators
| FRCOY | CNDX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.39% | -35.17% | -22.22% |
Max Drawdown (1Y)Largest decline over 1 year | -17.59% | -12.06% | -5.53% |
Max Drawdown (5Y)Largest decline over 5 years | -48.44% | -35.17% | -13.27% |
Max Drawdown (10Y)Largest decline over 10 years | -57.39% | -35.17% | -22.22% |
Current DrawdownCurrent decline from peak | -11.67% | -7.55% | -4.12% |
Average DrawdownAverage peak-to-trough decline | -19.41% | -5.35% | -14.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.49% | 2.95% | +3.54% |
Volatility
FRCOY vs. CNDX.L - Volatility Comparison
Fast Retailing Co Ltd ADR (FRCOY) has a higher volatility of 10.18% compared to iShares NASDAQ 100 UCITS ETF (CNDX.L) at 6.11%. This indicates that FRCOY's price experiences larger fluctuations and is considered to be riskier than CNDX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCOY | CNDX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.18% | 6.11% | +4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 23.70% | 11.94% | +11.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.11% | 19.67% | +14.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.95% | 20.86% | +9.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.14% | 20.01% | +10.13% |