FRCOY vs. UNP
FRCOY (Fast Retailing Co Ltd ADR) and UNP (Union Pacific Corporation) are both stocks. FRCOY operates in Apparel Retail (Consumer Cyclical), while UNP operates in Railroads (Industrials). Over the past 10 years, FRCOY returned 18.87%/yr vs 14.20%/yr for UNP. At a 0.23 correlation, their price movements are largely independent.
Performance
FRCOY vs. UNP - Performance Comparison
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Returns By Period
In the year-to-date period, FRCOY achieves a 38.45% return, which is significantly higher than UNP's 17.36% return. Over the past 10 years, FRCOY has outperformed UNP with an annualized return of 18.87%, while UNP has yielded a comparatively lower 14.20% annualized return.
FRCOY
- 1D
- 4.37%
- 1M
- 3.34%
- YTD
- 38.45%
- 6M
- 39.92%
- 1Y
- 48.13%
- 3Y*
- 25.92%
- 5Y*
- 14.96%
- 10Y*
- 18.87%
UNP
- 1D
- -1.34%
- 1M
- 2.05%
- YTD
- 17.36%
- 6M
- 15.31%
- 1Y
- 22.98%
- 3Y*
- 12.90%
- 5Y*
- 6.31%
- 10Y*
- 14.20%
FRCOY vs. UNP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 38.45% | 7.87% | 37.62% | 21.99% | 6.90% | -36.95% | 50.62% | 17.05% | 27.87% | 12.63% |
UNP Union Pacific Corporation | 17.36% | 3.86% | -5.10% | 21.61% | -15.93% | 23.31% | 17.64% | 33.70% | 5.26% | 32.30% |
Correlation
The correlation between FRCOY and UNP is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2008 | 0.23 |
The correlation between FRCOY and UNP shifts across timeframes, from 0.12 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FRCOY:
$154.01B
UNP:
$159.48B
FRCOY:
$157.47
UNP:
$9.29
FRCOY:
0.32
UNP:
28.93
FRCOY:
0.01
UNP:
5.79
FRCOY:
0.04
UNP:
8.63
FRCOY:
0.06
UNP:
8.21K
FRCOY:
$3.70T
UNP:
$18.49B
FRCOY:
$1.89T
UNP:
$8.47B
FRCOY:
$923.74B
UNP:
$9.89B
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Return for Risk
FRCOY vs. UNP — Risk / Return Rank
FRCOY
UNP
FRCOY vs. UNP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fast Retailing Co Ltd ADR (FRCOY) and Union Pacific Corporation (UNP). 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 | UNP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.88 | +0.87 |
| Martin ratioReturn relative to average drawdown | 7.19 | 4.56 | +2.63 |
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 | UNP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.07 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.28 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.56 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.42 | +0.08 |
Drawdowns
FRCOY vs. UNP - Drawdown Comparison
The maximum FRCOY drawdown since its inception was -57.39%, smaller than the maximum UNP drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for FRCOY and UNP.
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Drawdown Indicators
| FRCOY | UNP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.39% | -67.49% | +10.10% |
Max Drawdown (1Y)Largest decline over 1 year | -17.59% | -12.28% | -5.31% |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | -17.75% | -4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -42.91% | -31.83% | -11.08% |
Max Drawdown (10Y)Largest decline over 10 years | -57.39% | -38.72% | -18.67% |
Current DrawdownCurrent decline from peak | -3.45% | -3.34% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -19.25% | -17.08% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.71% | 5.05% | +1.66% |
Volatility
FRCOY vs. UNP - Volatility Comparison
Fast Retailing Co Ltd ADR (FRCOY) has a higher volatility of 11.87% compared to Union Pacific Corporation (UNP) at 8.03%. This indicates that FRCOY's price experiences larger fluctuations and is considered to be riskier than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRCOY | UNP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.87% | 8.03% | +3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 25.24% | 17.34% | +7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.99% | 21.55% | +13.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.16% | 22.79% | +7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.99% | 25.32% | +4.67% |
Dividends
FRCOY vs. UNP - Dividend Comparison
FRCOY has not paid dividends to shareholders, while UNP's dividend yield for the trailing twelve months is around 2.05%.
| Position | 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% |
UNP Union Pacific Corporation | 2.05% | 2.35% | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% |
Financials
FRCOY vs. UNP - Financials Comparison
This section allows you to compare key financial metrics between Fast Retailing Co Ltd ADR and Union Pacific Corporation. 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. UNP - 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%.
UNP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported a gross profit of 4.35M and revenue of 6.22M. Therefore, the gross margin over that period was 69.9%.
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%.
UNP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported an operating income of 2.46M and revenue of 6.22M, resulting in an operating margin of 39.5%.
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%.
UNP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported a net income of 1.70M and revenue of 6.22M, resulting in a net margin of 27.4%.
Frequently Asked Questions
FRCOY and UNP have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRCOY has higher volatility (11.87%) compared to UNP (8.03%). In terms of maximum drawdown, FRCOY dropped -57.39% vs UNP's -67.49%.
FRCOY currently has the higher Sharpe Ratio (1.39 vs 1.07), 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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