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HTHIY vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HTHIY and AAPL is 0.30, 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.


Performance

HTHIY vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hitachi Ltd ADR (HTHIY) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HTHIY:

0.35

AAPL:

0.36

Sortino Ratio

HTHIY:

1.72

AAPL:

0.80

Omega Ratio

HTHIY:

1.34

AAPL:

1.11

Calmar Ratio

HTHIY:

0.65

AAPL:

0.40

Martin Ratio

HTHIY:

1.51

AAPL:

1.31

Ulcer Index

HTHIY:

28.93%

AAPL:

10.13%

Daily Std Dev

HTHIY:

130.31%

AAPL:

32.87%

Max Drawdown

HTHIY:

-82.30%

AAPL:

-81.80%

Current Drawdown

HTHIY:

-53.78%

AAPL:

-18.24%

Fundamentals

Market Cap

HTHIY:

$121.45B

AAPL:

$3.16T

EPS

HTHIY:

$0.91

AAPL:

$6.42

PE Ratio

HTHIY:

29.15

AAPL:

32.91

PEG Ratio

HTHIY:

1.26

AAPL:

2.14

PS Ratio

HTHIY:

0.01

AAPL:

7.89

PB Ratio

HTHIY:

3.05

AAPL:

47.28

Total Revenue (TTM)

HTHIY:

$7.01T

AAPL:

$400.37B

Gross Profit (TTM)

HTHIY:

$2.01T

AAPL:

$186.70B

EBITDA (TTM)

HTHIY:

$996.46B

AAPL:

$138.87B

Returns By Period

In the year-to-date period, HTHIY achieves a 5.90% return, which is significantly higher than AAPL's -15.43% return. Both investments have delivered pretty close results over the past 10 years, with HTHIY having a 22.87% annualized return and AAPL not far behind at 21.98%.


HTHIY

YTD

5.90%

1M

11.05%

6M

4.04%

1Y

43.43%

5Y*

39.09%

10Y*

22.87%

AAPL

YTD

-15.43%

1M

7.39%

6M

-5.88%

1Y

11.79%

5Y*

22.59%

10Y*

21.98%

*Annualized

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Risk-Adjusted Performance

HTHIY vs. AAPL — Risk-Adjusted Performance Rank

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

HTHIY
The Risk-Adjusted Performance Rank of HTHIY is 7676
Overall Rank
The Sharpe Ratio Rank of HTHIY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of HTHIY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of HTHIY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of HTHIY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of HTHIY is 6969
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 6464
Overall Rank
The Sharpe Ratio Rank of AAPL is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 6060
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 6060
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 6868
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HTHIY vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hitachi Ltd ADR (HTHIY) and Apple Inc (AAPL). 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.


The current HTHIY Sharpe Ratio is 0.35, which is comparable to the AAPL Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of HTHIY and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

HTHIY vs. AAPL - Dividend Comparison

HTHIY's dividend yield for the trailing twelve months is around 0.52%, more than AAPL's 0.48% yield.


TTM20242023202220212020201920182017201620152014
HTHIY
Hitachi Ltd ADR
0.52%1.07%2.98%1.98%3.80%2.38%3.01%2.69%10.51%21.85%17.70%15.27%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

HTHIY vs. AAPL - Drawdown Comparison

The maximum HTHIY drawdown since its inception was -82.30%, roughly equal to the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for HTHIY and AAPL. For additional features, visit the drawdowns tool.


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Volatility

HTHIY vs. AAPL - Volatility Comparison

Hitachi Ltd ADR (HTHIY) has a higher volatility of 14.71% compared to Apple Inc (AAPL) at 9.68%. This indicates that HTHIY's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

HTHIY vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Hitachi Ltd ADR and Apple 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00B1.00T1.50T2.00T2.50T3.00T20212022202320242025
2.47T
95.36B
(HTHIY) Total Revenue
(AAPL) Total Revenue
Values in USD except per share items

HTHIY vs. AAPL - Profitability Comparison

The chart below illustrates the profitability comparison between Hitachi Ltd ADR and Apple Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%20212022202320242025
28.9%
47.1%
(HTHIY) Gross Margin
(AAPL) Gross Margin
HTHIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Hitachi Ltd ADR reported a gross profit of 712.22B and revenue of 2.47T. Therefore, the gross margin over that period was 28.9%.

AAPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Apple Inc reported a gross profit of 44.87B and revenue of 95.36B. Therefore, the gross margin over that period was 47.1%.

HTHIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Hitachi Ltd ADR reported an operating income of 250.17B and revenue of 2.47T, resulting in an operating margin of 10.2%.

AAPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Apple Inc reported an operating income of 29.59B and revenue of 95.36B, resulting in an operating margin of 31.0%.

HTHIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Hitachi Ltd ADR reported a net income of 138.51B and revenue of 2.47T, resulting in a net margin of 5.6%.

AAPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Apple Inc reported a net income of 24.78B and revenue of 95.36B, resulting in a net margin of 26.0%.