G vs. FJTSY
G (Genpact Limited) and FJTSY (Fujitsu Ltd ADR) are both stocks. Both operate in the Information Technology Services industry within the Technology sector. Over the past 10 years, G returned 2.67%/yr vs 19.10%/yr for FJTSY. At a 0.22 correlation, their price movements are largely independent.
Performance
G vs. FJTSY - Performance Comparison
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Returns By Period
In the year-to-date period, G achieves a -29.90% return, which is significantly lower than FJTSY's -19.33% return. Over the past 10 years, G has underperformed FJTSY with an annualized return of 2.67%, while FJTSY has yielded a comparatively higher 19.10% annualized return.
G
- 1D
- 0.71%
- 1M
- 0.21%
- YTD
- -29.90%
- 6M
- -28.34%
- 1Y
- -23.21%
- 3Y*
- -3.22%
- 5Y*
- -5.10%
- 10Y*
- 2.67%
FJTSY
- 1D
- -0.05%
- 1M
- 2.47%
- YTD
- -19.33%
- 6M
- -15.00%
- 1Y
- -6.35%
- 3Y*
- 17.66%
- 5Y*
- 5.49%
- 10Y*
- 19.10%
G vs. FJTSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
G Genpact Limited | -29.90% | 10.56% | 25.78% | -23.98% | -11.74% | 29.51% | -0.93% | 57.66% | -14.12% | 31.54% |
FJTSY Fujitsu Ltd ADR | -19.33% | 55.98% | 17.49% | 12.77% | -22.86% | 19.18% | 54.48% | 49.76% | -12.38% | 29.23% |
Correlation
The correlation between G and FJTSY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2007 | 0.22 |
Fundamentals
G:
$5.64B
FJTSY:
$38.24B
G:
$3.25
FJTSY:
$257.52
G:
10.04
FJTSY:
0.09
G:
0.56
FJTSY:
0.00
G:
1.11
FJTSY:
0.01
G:
2.28
FJTSY:
0.02
G:
$5.16B
FJTSY:
$3.55T
G:
$1.87B
FJTSY:
$1.32T
G:
$844.98M
FJTSY:
$439.05B
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Return for Risk
G vs. FJTSY — Risk / Return Rank
G
FJTSY
G vs. FJTSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) and Fujitsu Ltd ADR (FJTSY). 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.
| G | FJTSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.01 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | -0.19 | -0.39 |
| Martin ratioReturn relative to average drawdown | -1.41 | -0.42 | -0.98 |
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
| G | FJTSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.67 | -0.15 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.16 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.60 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.21 | -0.03 |
Drawdowns
G vs. FJTSY - Drawdown Comparison
The maximum G drawdown since its inception was -64.14%, roughly equal to the maximum FJTSY drawdown of -62.04%. Use the drawdown chart below to compare losses from any high point for G and FJTSY.
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Drawdown Indicators
| G | FJTSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.14% | -62.04% | -2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -40.04% | -33.59% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -46.85% | -33.59% | -13.26% |
Max Drawdown (5Y)Largest decline over 5 years | -46.85% | -47.55% | +0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -49.47% | -47.55% | -1.92% |
Current DrawdownCurrent decline from peak | -40.07% | -24.33% | -15.74% |
Average DrawdownAverage peak-to-trough decline | -15.52% | -22.75% | +7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.54% | 15.04% | +1.50% |
Volatility
G vs. FJTSY - Volatility Comparison
Genpact Limited (G) and Fujitsu Ltd ADR (FJTSY) have volatilities of 13.70% and 13.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| G | FJTSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.70% | 13.74% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 27.09% | 34.57% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.96% | 43.06% | -8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.66% | 33.78% | -5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.14% | 31.81% | -3.67% |
Dividends
G vs. FJTSY - Dividend Comparison
G's dividend yield for the trailing twelve months is around 2.14%, while FJTSY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FJTSY Fujitsu Ltd ADR | 0.00% | 0.36% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.30% | 1.30% |
G Genpact Limited | 2.14% | 1.45% | 1.42% | 1.58% | 1.08% | 0.81% | 0.94% | 0.81% | 1.11% | 0.76% | 0.00% | 0.00% |
Financials
G vs. FJTSY - Financials Comparison
This section allows you to compare key financial metrics between Genpact Limited and Fujitsu Ltd ADR. 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
G vs. FJTSY - Profitability Comparison
G - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Genpact Limited reported a gross profit of 471.67M and revenue of 1.30B. Therefore, the gross margin over that period was 36.4%.
FJTSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported a gross profit of 458.88B and revenue of 1.07T. Therefore, the gross margin over that period was 42.8%.
G - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Genpact Limited reported an operating income of 198.58M and revenue of 1.30B, resulting in an operating margin of 15.3%.
FJTSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported an operating income of 154.67B and revenue of 1.07T, resulting in an operating margin of 14.4%.
G - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Genpact Limited reported a net income of 147.99M and revenue of 1.30B, resulting in a net margin of 11.4%.
FJTSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported a net income of 107.66B and revenue of 1.07T, resulting in a net margin of 10.1%.
Frequently Asked Questions
G and FJTSY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FJTSY has higher volatility (13.74%) compared to G (13.70%). In terms of maximum drawdown, G dropped -64.14% vs FJTSY's -62.04%.
FJTSY currently has the higher Sharpe Ratio (-0.15 vs -0.67), 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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