FUJHY vs. F

Last updated Apr 1, 2026

Compare and contrast key facts about Subaru Corp ADR (FUJHY) and Ford Motor Company (F).

Performance

FUJHY vs. F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Subaru Corp ADR (FUJHY) and Ford Motor Company (F). The values are adjusted to include any dividend payments, if applicable.

FUJHY vs. F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FUJHY Subaru Corp ADR	-25.63%	22.52%	0.98%	19.95%	-15.15%	-10.45%	-19.43%	13.41%	-31.42%	-20.40%
F Ford Motor Company	-11.09%	42.35%	-13.10%	10.18%	-42.18%	137.48%	-3.88%	29.64%	-34.35%	8.73%

Fundamentals

Market Cap FUJHY : $11.42B F : $45.92B
EPS FUJHY : $71.91 F : -$2.04
PS Ratio FUJHY : 0.00 F : 0.25
PB Ratio FUJHY : 0.00 F : 1.28
Total Revenue (TTM) FUJHY : $4.71T F : $187.27B
Gross Profit (TTM) FUJHY : $738.51B F : $11.97B
EBITDA (TTM) FUJHY : $406.86B F : $8.99B

Returns By Period

In the year-to-date period, FUJHY achieves a -25.63% return, which is significantly lower than F's -11.09% return. Over the past 10 years, FUJHY has underperformed F with an annualized return of -6.16%, while F has yielded a comparatively higher 3.56% annualized return.

FUJHY

• 1D: 2.83%
• 1M: -14.93%
• YTD: -25.63%
• 6M: -21.07%
• 1Y: -10.44%
• 3Y*: 1.62%
• 5Y*: -3.35%
• 10Y*: -6.16%

F

• 1D: 2.94%
• 1M: -18.10%
• YTD: -11.09%
• 6M: -1.34%
• 1Y: 20.97%
• 3Y*: 3.41%
• 5Y*: 3.74%
• 10Y*: 3.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FUJHY vs. F — Risk / Return Rank

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

FUJHY

FUJHY Risk / Return Rank: 28
FUJHY Sharpe Ratio Rank: 29
FUJHY Sortino Ratio Rank: 26
FUJHY Omega Ratio Rank: 27
FUJHY Calmar Ratio Rank: 33
FUJHY Martin Ratio Rank: 27

F

F Risk / Return Rank: 64
F Sharpe Ratio Rank: 65
F Sortino Ratio Rank: 61
F Omega Ratio Rank: 58
F Calmar Ratio Rank: 66
F Martin Ratio Rank: 72

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.

FUJHY vs. F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Subaru Corp ADR (FUJHY) and Ford Motor Company (F). 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.

	FUJHY	F	Difference
Sharpe ratio Return per unit of total volatility	-0.27	0.64	-0.91
Sortino ratio Return per unit of downside risk	-0.14	1.17	-1.31
Omega ratio Gain probability vs. loss probability	0.98	1.14	-0.16
Calmar ratio Return relative to maximum drawdown	-0.27	1.11	-1.38
Martin ratio Return relative to average drawdown	-0.83	3.78	-4.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FUJHY vs. F - Sharpe Ratio Comparison

The current FUJHY Sharpe Ratio is -0.27, which is lower than the F Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FUJHY and F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FUJHY	F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	0.64	-0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	0.10	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.21	0.10	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.14	+0.08

Correlation

The correlation between FUJHY and F is 0.29, 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

FUJHY vs. F - Dividend Comparison

FUJHY has not paid dividends to shareholders, while F's dividend yield for the trailing twelve months is around 5.20%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FUJHY Subaru Corp ADR	0.00%	2.16%	1.78%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.03%	22.98%	2.14%
F Ford Motor Company	5.20%	5.72%	7.88%	4.92%	4.30%	0.48%	1.71%	6.45%	9.54%	5.20%	7.01%	4.26%

Drawdowns

FUJHY vs. F - Drawdown Comparison

The maximum FUJHY drawdown since its inception was -66.29%, smaller than the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for FUJHY and F.

Drawdown Indicators

	FUJHY	F	Difference
Max Drawdown Largest peak-to-trough decline	-66.29%	-97.07%	+30.78%
Max Drawdown (1Y) Largest decline over 1 year	-32.46%	-22.31%	-10.15%
Max Drawdown (5Y) Largest decline over 5 years	-32.46%	-58.62%	+26.16%
Max Drawdown (10Y) Largest decline over 10 years	-66.29%	-64.77%	-1.52%
Current Drawdown Current decline from peak	-60.33%	-49.71%	-10.62%
Average Drawdown Average peak-to-trough decline	-29.61%	-44.71%	+15.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.57%	6.56%	+4.01%

Volatility

FUJHY vs. F - Volatility Comparison

Subaru Corp ADR (FUJHY) has a higher volatility of 9.99% compared to Ford Motor Company (F) at 8.93%. This indicates that FUJHY's price experiences larger fluctuations and is considered to be riskier than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FUJHY	F	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.99%	8.93%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	24.08%	24.05%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	38.78%	32.87%	+5.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.86%	38.99%	-8.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.96%	36.76%	-6.80%

Financials

FUJHY vs. F - Profitability Comparison

The chart below illustrates the profitability comparison between Subaru Corp ADR and Ford Motor Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FUJHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Subaru Corp ADR reported a gross profit of 136.19B and revenue of 1.15T. Therefore, the gross margin over that period was 11.8%.

F - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported a gross profit of 1.71B and revenue of 45.89B. Therefore, the gross margin over that period was 3.7%.

FUJHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Subaru Corp ADR reported an operating income of 19.50B and revenue of 1.15T, resulting in an operating margin of 1.7%.

F - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported an operating income of -907.00M and revenue of 45.89B, resulting in an operating margin of -2.0%.

FUJHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Subaru Corp ADR reported a net income of -7.46B and revenue of 1.15T, resulting in a net margin of -0.7%.

F - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported a net income of -11.06B and revenue of 45.89B, resulting in a net margin of -24.1%.