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HTHIY vs. KWHIY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HTHIY vs. KWHIY - Performance Comparison

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

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Returns By Period

In the year-to-date period, HTHIY achieves a 4.81% return, which is significantly lower than KWHIY's 30.47% return. Over the past 10 years, HTHIY has outperformed KWHIY with an annualized return of 22.69%, while KWHIY has yielded a comparatively lower 12.55% annualized return.


HTHIY

1D
-1.80%
1M
13.48%
6M
-5.90%
YTD
4.81%
1Y
15.35%
3Y*
35.63%
5Y*
24.19%
10Y*
22.69%
ALL TIME*
12.65%

KWHIY

1D
1.47%
1M
-0.58%
6M
2.77%
YTD
30.47%
1Y
16.35%
3Y*
50.22%
5Y*
33.17%
10Y*
12.55%
ALL TIME*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$19.38M$25.73M$19.25M
$1.87M$2.24M$2.06M

HTHIY vs. KWHIY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTHIY
Hitachi Ltd ADR
4.81%26.95%71.97%43.04%-6.74%36.49%-5.96%59.42%-32.14%47.89%
KWHIY
Kawasaki Heavy Industries Ltd ADR
30.47%44.36%113.86%-5.41%24.97%-17.66%4.24%1.23%-39.85%14.23%

Correlation

The correlation between HTHIY and KWHIY is 0.40, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.40

Correlation (3Y)
Balances recent behavior with more history.

0.38

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.35

Correlation (10Y)
Provides a long-term view across more market conditions.

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.37

Fundamentals

Market Cap

HTHIY:

$147.18B

KWHIY:

$14.39B

EPS

HTHIY:

¥180.02

KWHIY:

¥52.66

PE Ratio

HTHIY:

28.60

KWHIY:

20.60

PEG Ratio

HTHIY:

2.23

KWHIY:

0.22

PS Ratio

HTHIY:

2.07

KWHIY:

0.97

PB Ratio

HTHIY:

3.54

KWHIY:

2.57

Total Revenue (TTM)

HTHIY:

¥11.22T

KWHIY:

¥2.34T

Gross Profit (TTM)

HTHIY:

¥3.38T

KWHIY:

¥461.47B

EBITDA (TTM)

HTHIY:

¥1.93T

KWHIY:

¥239.54B

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Return for Risk

HTHIY vs. KWHIY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HTHIY
HTHIY Risk / Return Rank: 5151
Overall Rank
HTHIY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HTHIY Sortino Ratio Rank: 4949
Sortino Ratio Rank
HTHIY Omega Ratio Rank: 4848
Omega Ratio Rank
HTHIY Calmar Ratio Rank: 5353
Calmar Ratio Rank
HTHIY Martin Ratio Rank: 5252
Martin Ratio Rank

KWHIY
KWHIY Risk / Return Rank: 5656
Overall Rank
KWHIY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
KWHIY Sortino Ratio Rank: 5656
Sortino Ratio Rank
KWHIY Omega Ratio Rank: 5353
Omega Ratio Rank
KWHIY Calmar Ratio Rank: 5858
Calmar Ratio Rank
KWHIY Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HTHIY vs. KWHIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hitachi Ltd ADR (HTHIY) and Kawasaki Heavy Industries Ltd ADR (KWHIY). 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.


HTHIYKWHIYDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.07

1.10

-0.03

Calmar ratioReturn relative to maximum drawdown

0.30

0.53

-0.24

Martin ratioReturn relative to average drawdown

0.59

1.00

-0.41

HTHIY vs. KWHIY - Sharpe Ratio Comparison

The current HTHIY Sharpe Ratio is 0.20, which is lower than the KWHIY Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of HTHIY and KWHIY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HTHIY vs. KWHIY - Drawdown Comparison

The maximum HTHIY drawdown since its inception was -52.86%, smaller than the maximum KWHIY drawdown of -71.68%. Use the drawdown chart below to compare losses from any high point for HTHIY and KWHIY.


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Drawdown Indicators


HTHIYKWHIYDifference

Max Drawdown

Largest peak-to-trough decline

-52.86%

-71.68%

+18.82%

Max Drawdown (1Y)

Largest decline over 1 year

-28.37%

-32.04%

+3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-34.05%

-38.76%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-35.47%

-38.76%

+3.29%

Max Drawdown (10Y)

Largest decline over 10 years

-44.98%

-71.68%

+26.70%

Current Drawdown

Current decline from peak

-14.35%

-28.07%

+13.72%

Average Drawdown

Average peak-to-trough decline

-15.89%

-33.29%

+17.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.45%

16.99%

-2.54%

Volatility

HTHIY vs. KWHIY - Volatility Comparison

The current volatility for Hitachi Ltd ADR (HTHIY) is 11.86%, while Kawasaki Heavy Industries Ltd ADR (KWHIY) has a volatility of 13.41%. This indicates that HTHIY experiences smaller price fluctuations and is considered to be less risky than KWHIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTHIYKWHIYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.86%

13.41%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

33.18%

42.03%

-8.85%

Volatility (1Y)

Calculated over the trailing 1-year period

41.14%

53.48%

-12.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.63%

49.20%

-14.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.50%

44.19%

-12.69%

Dividends

HTHIY vs. KWHIY - Dividend Comparison

Neither HTHIY nor KWHIY has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
HTHIY
Hitachi Ltd ADR
0.00%0.49%0.56%0.00%0.00%0.00%0.00%0.00%0.00%1.70%1.99%
KWHIY
Kawasaki Heavy Industries Ltd ADR
0.00%0.84%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.50%3.33%

Financials

HTHIY vs. KWHIY - Financials Comparison

This section allows you to compare key financial metrics between Hitachi Ltd ADR and Kawasaki Heavy Industries 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.


Quarterly
Annual

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


Values in USD except per share items

HTHIY vs. KWHIY - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

HTHIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Hitachi Ltd ADR reported a gross profit of 820.33B and revenue of 2.75T. Therefore, the gross margin over that period was 29.9%.

KWHIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Kawasaki Heavy Industries Ltd ADR reported a gross profit of 156.76B and revenue of 763.64B. Therefore, the gross margin over that period was 20.5%.

HTHIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Hitachi Ltd ADR reported an operating income of 298.16B and revenue of 2.75T, resulting in an operating margin of 10.9%.

KWHIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Kawasaki Heavy Industries Ltd ADR reported an operating income of 59.74B and revenue of 763.64B, resulting in an operating margin of 7.8%.

HTHIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Hitachi Ltd ADR reported a net income of 191.94B and revenue of 2.75T, resulting in a net margin of 7.0%.

KWHIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Kawasaki Heavy Industries Ltd ADR reported a net income of 43.08B and revenue of 763.64B, resulting in a net margin of 5.6%.


Frequently Asked Questions


HTHIY and KWHIY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KWHIY has higher volatility (13.41%) compared to HTHIY (11.86%). In terms of maximum drawdown, HTHIY dropped -52.86% vs KWHIY's -71.68%.

KWHIY currently has the higher Sharpe Ratio (0.32 vs 0.20), 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.

Portfolio Optimizer

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