HVRRY vs. FJTSY

Last updated Jun 9, 2026

HVRRY (Hannover Re) and FJTSY (Fujitsu Ltd ADR) are both stocks. HVRRY operates in Insurance - Reinsurance (Financial Services), while FJTSY operates in Information Technology Services (Technology). Over the past 10 years, HVRRY returned 12.58%/yr vs 19.10%/yr for FJTSY. At a 0.21 correlation, their price movements are largely independent.

Performance

HVRRY vs. FJTSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hannover Re (HVRRY) and Fujitsu Ltd ADR (FJTSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HVRRY achieves a -12.88% return, which is significantly higher than FJTSY's -19.33% return. Over the past 10 years, HVRRY has underperformed FJTSY with an annualized return of 12.58%, while FJTSY has yielded a comparatively higher 19.10% annualized return.

HVRRY

• 1D: -0.32%
• 1M: -9.40%
• YTD: -12.88%
• 6M: -6.28%
• 1Y: -15.96%
• 3Y*: 12.41%
• 5Y*: 12.50%
• 10Y*: 12.58%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HVRRY vs. FJTSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HVRRY Hannover Re	-12.88%	29.30%	7.59%	24.53%	11.05%	20.35%	-16.15%	48.63%	10.97%	21.66%
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 HVRRY and FJTSY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007	0.21

Fundamentals

Market Cap HVRRY : $31.24B FJTSY : $38.24B
EPS HVRRY : $4.06 FJTSY : $257.52
PE Ratio HVRRY : 10.63 FJTSY : 0.09
PEG Ratio HVRRY : 0.32 FJTSY : 0.00
PS Ratio HVRRY : 1.20 FJTSY : 0.01
PB Ratio HVRRY : 2.25 FJTSY : 0.02
Total Revenue (TTM) HVRRY : $25.44B FJTSY : $3.55T
Gross Profit (TTM) HVRRY : $23.95B FJTSY : $1.32T
EBITDA (TTM) HVRRY : $9.81B FJTSY : $439.05B

Return for Risk

HVRRY vs. FJTSY — Risk / Return Rank

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

HVRRY

HVRRY Risk / Return Rank: 9
HVRRY Sharpe Ratio Rank: 11
HVRRY Sortino Ratio Rank: 12
HVRRY Omega Ratio Rank: 14
HVRRY Calmar Ratio Rank: 6
HVRRY Martin Ratio Rank: 1

FJTSY

FJTSY Risk / Return Rank: 35
FJTSY Sharpe Ratio Rank: 36
FJTSY Sortino Ratio Rank: 33
FJTSY Omega Ratio Rank: 33
FJTSY Calmar Ratio Rank: 37
FJTSY Martin Ratio Rank: 35

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HVRRY vs. FJTSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hannover Re (HVRRY) 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.

	HVRRY	FJTSY	Difference
Sharpe ratio: Return per unit of total volatility	-0.74	-0.15	-0.59
Sortino ratio: Return per unit of downside risk	-0.98	0.09	-1.07
Omega ratio: Gain probability vs. loss probability	0.89	1.01	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.91	-0.19	-0.72
Martin ratio: Return relative to average drawdown	-1.87	-0.42	-1.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HVRRY vs. FJTSY - Sharpe Ratio Comparison

The current HVRRY Sharpe Ratio is -0.74, which is lower than the FJTSY Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of HVRRY and FJTSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HVRRY	FJTSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.74	-0.15	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.16	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.60	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.21	+0.17

Drawdowns

HVRRY vs. FJTSY - Drawdown Comparison

The maximum HVRRY drawdown since its inception was -62.80%, roughly equal to the maximum FJTSY drawdown of -62.04%. Use the drawdown chart below to compare losses from any high point for HVRRY and FJTSY.

Drawdown Indicators

	HVRRY	FJTSY	Difference
Max Drawdown Largest peak-to-trough decline	-62.80%	-62.04%	-0.76%
Max Drawdown (1Y) Largest decline over 1 year	-17.62%	-33.59%	+15.97%
Max Drawdown (3Y) Largest decline over 3 years	-17.62%	-33.59%	+15.97%
Max Drawdown (5Y) Largest decline over 5 years	-31.66%	-47.55%	+15.89%
Max Drawdown (10Y) Largest decline over 10 years	-44.24%	-47.55%	+3.31%
Current Drawdown Current decline from peak	-17.62%	-24.33%	+6.71%
Average Drawdown Average peak-to-trough decline	-8.46%	-22.75%	+14.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.56%	15.04%	-6.48%

Volatility

HVRRY vs. FJTSY - Volatility Comparison

The current volatility for Hannover Re (HVRRY) is 5.23%, while Fujitsu Ltd ADR (FJTSY) has a volatility of 13.74%. This indicates that HVRRY experiences smaller price fluctuations and is considered to be less risky than FJTSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HVRRY	FJTSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	13.74%	-8.51%
Volatility (6M) Calculated over the trailing 6-month period	16.58%	34.57%	-17.99%
Volatility (1Y) Calculated over the trailing 1-year period	21.72%	43.06%	-21.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.13%	33.78%	-8.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.28%	31.81%	-5.53%

Dividends

HVRRY vs. FJTSY - Dividend Comparison

HVRRY's dividend yield for the trailing twelve months is around 5.64%, 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%
HVRRY Hannover Re	5.64%	3.19%	3.10%	2.75%	3.15%	2.92%	2.75%	2.19%	3.27%	4.55%	8.64%	1.19%

Financials

HVRRY vs. FJTSY - Profitability Comparison

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

HVRRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hannover Re reported a gross profit of 7.31B and revenue of 7.31B. Therefore, the gross margin over that period was 100.0%.

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%.

HVRRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hannover Re reported an operating income of 965.32M and revenue of 7.31B, resulting in an operating margin of 13.2%.

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%.

HVRRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hannover Re reported a net income of 722.29M and revenue of 7.31B, resulting in a net margin of 9.9%.

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

Can I hold both HVRRY and FJTSY in my portfolio?

HVRRY and FJTSY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HVRRY or FJTSY?

FJTSY has higher volatility (13.74%) compared to HVRRY (5.23%). In terms of maximum drawdown, HVRRY dropped -62.80% vs FJTSY's -62.04%.

Which has better risk-adjusted returns?

FJTSY currently has the higher Sharpe Ratio (-0.15 vs -0.74), 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.