ITOCY vs. ARCC
ITOCY (Itochu Corp ADR) and ARCC (Ares Capital Corporation) are both stocks. ITOCY operates in Conglomerates (Industrials), while ARCC operates in Asset Management (Financial Services). Over the past 10 years, ITOCY returned 18.48%/yr vs 12.83%/yr for ARCC. At a 0.25 correlation, their price movements are largely independent.
Performance
ITOCY vs. ARCC - Performance Comparison
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Returns By Period
In the year-to-date period, ITOCY achieves a -8.19% return, which is significantly lower than ARCC's -4.69% return. Over the past 10 years, ITOCY has outperformed ARCC with an annualized return of 18.48%, while ARCC has yielded a comparatively lower 12.83% annualized return.
ITOCY
- 1D
- 1.57%
- 1M
- -9.65%
- YTD
- -8.19%
- 6M
- -3.02%
- 1Y
- 10.95%
- 3Y*
- 15.64%
- 5Y*
- 14.03%
- 10Y*
- 18.48%
ARCC
- 1D
- -0.11%
- 1M
- -1.26%
- YTD
- -4.69%
- 6M
- -6.11%
- 1Y
- -7.10%
- 3Y*
- 9.21%
- 5Y*
- 8.47%
- 10Y*
- 12.83%
ITOCY vs. ARCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | -8.19% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
ARCC Ares Capital Corporation | -4.69% | 1.07% | 19.78% | 20.03% | -3.84% | 36.14% | 0.86% | 31.30% | 8.81% | 4.50% |
Correlation
The correlation between ITOCY and ARCC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2006 | 0.25 |
Fundamentals
ITOCY:
$81.15B
ARCC:
$13.48B
ITOCY:
$86.32
ARCC:
$1.63
ITOCY:
0.13
ARCC:
11.51
ITOCY:
0.00
ARCC:
1.72
ITOCY:
0.01
ARCC:
5.03
ITOCY:
0.01
ARCC:
0.96
ITOCY:
$15.03T
ARCC:
$2.63B
ITOCY:
$2.51T
ARCC:
$1.86B
ITOCY:
$1.26T
ARCC:
$2.05B
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Return for Risk
ITOCY vs. ARCC — Risk / Return Rank
ITOCY
ARCC
ITOCY vs. ARCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) and Ares Capital Corporation (ARCC). 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.
| ITOCY | ARCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.95 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | -0.37 | +0.87 |
| Martin ratioReturn relative to average drawdown | 1.37 | -0.67 | +2.04 |
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
| ITOCY | ARCC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | -0.39 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.43 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.50 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.37 | +0.02 |
Drawdowns
ITOCY vs. ARCC - Drawdown Comparison
The maximum ITOCY drawdown since its inception was -69.11%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for ITOCY and ARCC.
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Drawdown Indicators
| ITOCY | ARCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -79.36% | +10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -22.03% | -19.35% | -2.68% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -19.35% | -7.12% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -21.76% | -8.42% |
Max Drawdown (10Y)Largest decline over 10 years | -30.18% | -56.77% | +26.59% |
Current DrawdownCurrent decline from peak | -20.80% | -13.24% | -7.56% |
Average DrawdownAverage peak-to-trough decline | -14.27% | -9.10% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 10.58% | -2.55% |
Volatility
ITOCY vs. ARCC - Volatility Comparison
Itochu Corp ADR (ITOCY) has a higher volatility of 6.96% compared to Ares Capital Corporation (ARCC) at 3.82%. This indicates that ITOCY's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOCY | ARCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 3.82% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 21.14% | 14.73% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.91% | 18.45% | +8.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.23% | 19.97% | +6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.99% | 25.59% | -1.60% |
Dividends
ITOCY vs. ARCC - Dividend Comparison
ITOCY has not paid dividends to shareholders, while ARCC's dividend yield for the trailing twelve months is around 10.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 10.23% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
ITOCY Itochu Corp ADR | 0.00% | 1.07% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 1.85% | 3.93% | 2.83% | 3.68% | 3.30% |
Financials
ITOCY vs. ARCC - Financials Comparison
This section allows you to compare key financial metrics between Itochu Corp ADR and Ares Capital Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ITOCY vs. ARCC - Profitability Comparison
ITOCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.
ARCC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a gross profit of 550.00M and revenue of 763.00M. Therefore, the gross margin over that period was 72.1%.
ITOCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.
ARCC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported an operating income of 404.00M and revenue of 763.00M, resulting in an operating margin of 53.0%.
ITOCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.
ARCC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a net income of 92.00M and revenue of 763.00M, resulting in a net margin of 12.1%.
Frequently Asked Questions
ITOCY and ARCC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOCY has higher volatility (6.96%) compared to ARCC (3.82%). In terms of maximum drawdown, ITOCY dropped -69.11% vs ARCC's -79.36%.
ITOCY currently has the higher Sharpe Ratio (0.41 vs -0.39), 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.
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