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HTHIY vs. PRCOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HTHIY and PRCOX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

HTHIY vs. PRCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hitachi Ltd ADR (HTHIY) and T. Rowe Price U.S. Equity Research Fund (PRCOX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-40.83%
9.93%
HTHIY
PRCOX

Key characteristics

Sharpe Ratio

HTHIY:

-0.08

PRCOX:

1.86

Sortino Ratio

HTHIY:

0.85

PRCOX:

2.50

Omega Ratio

HTHIY:

1.22

PRCOX:

1.34

Calmar Ratio

HTHIY:

-0.21

PRCOX:

2.75

Martin Ratio

HTHIY:

-1.28

PRCOX:

11.62

Ulcer Index

HTHIY:

8.45%

PRCOX:

2.10%

Daily Std Dev

HTHIY:

127.87%

PRCOX:

13.19%

Max Drawdown

HTHIY:

-83.90%

PRCOX:

-58.69%

Current Drawdown

HTHIY:

-49.32%

PRCOX:

0.00%

Returns By Period

In the year-to-date period, HTHIY achieves a -41.97% return, which is significantly lower than PRCOX's 4.38% return. Over the past 10 years, HTHIY has outperformed PRCOX with an annualized return of 12.42%, while PRCOX has yielded a comparatively lower 10.92% annualized return.


HTHIY

YTD

-41.97%

1M

-40.00%

6M

-39.32%

1Y

-10.22%

5Y*

16.28%

10Y*

12.42%

PRCOX

YTD

4.38%

1M

2.28%

6M

10.43%

1Y

24.28%

5Y*

14.42%

10Y*

10.92%

*Annualized

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Risk-Adjusted Performance

HTHIY vs. PRCOX — 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 4242
Overall Rank
The Sharpe Ratio Rank of HTHIY is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of HTHIY is 5454
Sortino Ratio Rank
The Omega Ratio Rank of HTHIY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of HTHIY is 3333
Calmar Ratio Rank
The Martin Ratio Rank of HTHIY is 1111
Martin Ratio Rank

PRCOX
The Risk-Adjusted Performance Rank of PRCOX is 8585
Overall Rank
The Sharpe Ratio Rank of PRCOX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of PRCOX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of PRCOX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of PRCOX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of PRCOX is 9090
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. PRCOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hitachi Ltd ADR (HTHIY) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.


Sharpe ratio
The chart of Sharpe ratio for HTHIY, currently valued at -0.08, compared to the broader market-2.000.002.004.00-0.081.80
The chart of Sortino ratio for HTHIY, currently valued at 0.85, compared to the broader market-6.00-4.00-2.000.002.004.006.000.852.43
The chart of Omega ratio for HTHIY, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.33
The chart of Calmar ratio for HTHIY, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.212.67
The chart of Martin ratio for HTHIY, currently valued at -1.28, compared to the broader market0.0010.0020.0030.00-1.2811.30
HTHIY
PRCOX

The current HTHIY Sharpe Ratio is -0.08, which is lower than the PRCOX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of HTHIY and PRCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.08
1.80
HTHIY
PRCOX

Dividends

HTHIY vs. PRCOX - Dividend Comparison

HTHIY's dividend yield for the trailing twelve months is around 1.87%, more than PRCOX's 0.61% yield.


TTM20242023202220212020201920182017201620152014
HTHIY
Hitachi Ltd ADR
1.87%1.08%1.49%1.99%1.90%2.36%2.06%2.72%5.65%11.96%9.40%7.69%
PRCOX
T. Rowe Price U.S. Equity Research Fund
0.61%0.64%1.17%0.88%0.69%0.87%0.55%1.23%1.07%1.24%1.64%1.12%

Drawdowns

HTHIY vs. PRCOX - Drawdown Comparison

The maximum HTHIY drawdown since its inception was -83.90%, which is greater than PRCOX's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for HTHIY and PRCOX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-49.32%
0
HTHIY
PRCOX

Volatility

HTHIY vs. PRCOX - Volatility Comparison

Hitachi Ltd ADR (HTHIY) has a higher volatility of 120.21% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 3.31%. This indicates that HTHIY's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
120.21%
3.31%
HTHIY
PRCOX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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