FUWAY vs. MRAAY
FUWAY (Furukawa Electric Co Ltd ADR) and MRAAY (Murata Manufacturing Inc) are both stocks. FUWAY operates in Electrical Equipment & Parts (Industrials), while MRAAY operates in Electronic Components (Technology). Over the past 10 years, FUWAY returned 0.37%/yr vs 17.54%/yr for MRAAY. At a 0.07 correlation, their price movements are largely independent.
Performance
FUWAY vs. MRAAY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FUWAY achieves a -60.61% return, which is significantly lower than MRAAY's 200.00% return. Over the past 10 years, FUWAY has underperformed MRAAY with an annualized return of 0.37%, while MRAAY has yielded a comparatively higher 17.54% annualized return.
FUWAY
- 1D
- -89.93%
- 1M
- -91.39%
- 6M
- -60.85%
- YTD
- -60.61%
- 1Y
- -50.03%
- 3Y*
- 11.04%
- 5Y*
- -0.51%
- 10Y*
- 0.37%
MRAAY
- 1D
- 3.38%
- 1M
- 13.06%
- 6M
- 198.55%
- YTD
- 200.00%
- 1Y
- 325.03%
- 3Y*
- 49.59%
- 5Y*
- 18.37%
- 10Y*
- 17.54%
FUWAY vs. MRAAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUWAY Furukawa Electric Co Ltd ADR | -60.61% | 40.83% | 180.00% | -16.76% | -10.55% | -24.71% | 5.34% | 12.07% | -54.09% | 63.85% |
MRAAY Murata Manufacturing Inc | 200.00% | 30.64% | -23.61% | 28.72% | -38.35% | -11.42% | 47.88% | 36.50% | 0.24% | 0.69% |
Correlation
The correlation between FUWAY and MRAAY 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 | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2009 | 0.07 |
Over the past year, FUWAY and MRAAY have become more correlated (0.34) than their long-term average of 0.07, meaning their price movements have been converging.
Fundamentals
FUWAY:
$16.14B
MRAAY:
$112.49B
FUWAY:
¥508.64
MRAAY:
¥42.02
FUWAY:
3.70
MRAAY:
118.88
FUWAY:
0.19
MRAAY:
9.84
FUWAY:
0.63
MRAAY:
6.68
FUWAY:
¥1.39T
MRAAY:
¥1.86T
FUWAY:
¥233.06B
MRAAY:
¥785.70B
FUWAY:
¥119.61B
MRAAY:
¥475.40B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FUWAY vs. MRAAY — Risk / Return Rank
FUWAY
MRAAY
FUWAY vs. MRAAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Furukawa Electric Co Ltd ADR (FUWAY) and Murata Manufacturing Inc (MRAAY). 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.
| FUWAY | MRAAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.05 | ||
| Sortino ratioReturn per unit of downside risk | -3.89 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.70 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 12.46 | -13.00 |
| Martin ratioReturn relative to average drawdown | -3.83 | 42.37 | -46.20 |
Loading charts...
Drawdowns
FUWAY vs. MRAAY - Drawdown Comparison
The maximum FUWAY drawdown since its inception was -93.89%, which is greater than MRAAY's maximum drawdown of -80.45%. Use the drawdown chart below to compare losses from any high point for FUWAY and MRAAY.
Loading charts...
Drawdown Indicators
| FUWAY | MRAAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.89% | -80.45% | -13.44% |
Max Drawdown (1Y)Largest decline over 1 year | -93.89% | -26.47% | -67.42% |
Max Drawdown (3Y)Largest decline over 3 years | -93.89% | -45.14% | -48.75% |
Max Drawdown (5Y)Largest decline over 5 years | -93.89% | -58.28% | -35.61% |
Max Drawdown (10Y)Largest decline over 10 years | -93.89% | -61.92% | -31.97% |
Current DrawdownCurrent decline from peak | -93.89% | -19.26% | -74.63% |
Average DrawdownAverage peak-to-trough decline | -46.18% | -41.24% | -4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.07% | 7.77% | +5.30% |
Volatility
FUWAY vs. MRAAY - Volatility Comparison
Furukawa Electric Co Ltd ADR (FUWAY) has a higher volatility of 231.45% compared to Murata Manufacturing Inc (MRAAY) at 33.13%. This indicates that FUWAY's price experiences larger fluctuations and is considered to be riskier than MRAAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FUWAY | MRAAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 231.45% | 33.13% | +198.32% |
Volatility (6M)Calculated over the trailing 6-month period | 243.35% | 52.37% | +190.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 129.26% | 58.25% | +71.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.10% | 37.62% | +32.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.48% | 34.26% | +21.22% |
Dividends
FUWAY vs. MRAAY - Dividend Comparison
Neither FUWAY nor MRAAY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUWAY Furukawa Electric Co Ltd ADR | 0.00% | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.98% | 14.14% | 1.14% |
MRAAY Murata Manufacturing Inc | 0.00% | 1.01% | 1.10% | 0.00% | 0.00% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 1.53% | 0.00% |
Financials
FUWAY vs. MRAAY - Financials Comparison
This section allows you to compare key financial metrics between Furukawa Electric Co Ltd ADR and Murata Manufacturing 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
FUWAY vs. MRAAY - Profitability Comparison
FUWAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Furukawa Electric Co Ltd ADR reported a gross profit of 69.53B and revenue of 425.90B. Therefore, the gross margin over that period was 16.3%.
MRAAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Murata Manufacturing Inc reported a gross profit of 202.76B and revenue of 469.09B. Therefore, the gross margin over that period was 43.2%.
FUWAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Furukawa Electric Co Ltd ADR reported an operating income of 29.25B and revenue of 425.90B, resulting in an operating margin of 6.9%.
MRAAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Murata Manufacturing Inc reported an operating income of 74.29B and revenue of 469.09B, resulting in an operating margin of 15.8%.
FUWAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Furukawa Electric Co Ltd ADR reported a net income of 35.55B and revenue of 425.90B, resulting in a net margin of 8.4%.
MRAAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Murata Manufacturing Inc reported a net income of 77.98B and revenue of 469.09B, resulting in a net margin of 16.6%.
Frequently Asked Questions
FUWAY and MRAAY 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.
FUWAY has higher volatility (231.45%) compared to MRAAY (33.13%). In terms of maximum drawdown, FUWAY dropped -93.89% vs MRAAY's -80.45%.
MRAAY currently has the higher Sharpe Ratio (5.67 vs -0.39), 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.
Find the right allocation for FUWAY and MRAAY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer