HTHIY vs. TRBCX
Compare and contrast key facts about Hitachi Ltd ADR (HTHIY) and T. Rowe Price Blue Chip Growth Fund (TRBCX).
TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993.
Performance
HTHIY vs. TRBCX - Performance Comparison
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HTHIY vs. TRBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HTHIY Hitachi Ltd ADR | -4.07% | 26.95% | 71.97% | 43.04% | -6.74% | 36.49% | -5.96% | 59.42% | -32.14% | 47.89% |
TRBCX T. Rowe Price Blue Chip Growth Fund | -11.24% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Returns By Period
In the year-to-date period, HTHIY achieves a -4.07% return, which is significantly higher than TRBCX's -11.24% return. Over the past 10 years, HTHIY has outperformed TRBCX with an annualized return of 21.57%, while TRBCX has yielded a comparatively lower 15.86% annualized return.
HTHIY
- 1D
- 2.82%
- 1M
- -6.23%
- YTD
- -4.07%
- 6M
- 13.93%
- 1Y
- 30.02%
- 3Y*
- 40.16%
- 5Y*
- 27.49%
- 10Y*
- 21.57%
TRBCX
- 1D
- 3.90%
- 1M
- -5.48%
- YTD
- -11.24%
- 6M
- -10.00%
- 1Y
- 15.04%
- 3Y*
- 26.18%
- 5Y*
- 10.52%
- 10Y*
- 15.86%
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Return for Risk
HTHIY vs. TRBCX — Risk / Return Rank
HTHIY
TRBCX
HTHIY vs. TRBCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hitachi Ltd ADR (HTHIY) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.
| HTHIY | TRBCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.69 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.14 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.76 | +0.28 |
Martin ratioReturn relative to average drawdown | 2.77 | 2.68 | +0.09 |
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
| HTHIY | TRBCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.69 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.44 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.70 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.57 | -0.16 |
Correlation
The correlation between HTHIY and TRBCX is 0.41, 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.
Dividends
HTHIY vs. TRBCX - Dividend Comparison
HTHIY has not paid dividends to shareholders, while TRBCX's dividend yield for the trailing twelve months is around 5.91%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.91% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Drawdowns
HTHIY vs. TRBCX - Drawdown Comparison
The maximum HTHIY drawdown since its inception was -52.86%, roughly equal to the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for HTHIY and TRBCX.
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Drawdown Indicators
| HTHIY | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.86% | -54.56% | +1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -26.43% | -17.01% | -9.42% |
Max Drawdown (5Y)Largest decline over 5 years | -35.47% | -43.63% | +8.16% |
Max Drawdown (10Y)Largest decline over 10 years | -44.98% | -43.63% | -1.35% |
Current DrawdownCurrent decline from peak | -21.61% | -13.77% | -7.84% |
Average DrawdownAverage peak-to-trough decline | -15.81% | -11.35% | -4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.99% | 4.86% | +5.13% |
Volatility
HTHIY vs. TRBCX - Volatility Comparison
Hitachi Ltd ADR (HTHIY) has a higher volatility of 16.16% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 7.01%. This indicates that HTHIY's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HTHIY | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.16% | 7.01% | +9.15% |
Volatility (6M)Calculated over the trailing 6-month period | 31.90% | 13.72% | +18.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.76% | 23.49% | +20.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.88% | 24.05% | +9.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.44% | 22.76% | +8.68% |