ITOCY vs. STLD
ITOCY (Itochu Corp ADR) and STLD (Steel Dynamics, Inc.) are both stocks. ITOCY operates in Conglomerates (Industrials), while STLD operates in Steel (Basic Materials). Over the past 10 years, ITOCY returned 18.89%/yr vs 29.92%/yr for STLD. At a 0.25 correlation, their price movements are largely independent.
Performance
ITOCY vs. STLD - Performance Comparison
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Returns By Period
In the year-to-date period, ITOCY achieves a -6.92% return, which is significantly lower than STLD's 67.39% return. Over the past 10 years, ITOCY has underperformed STLD with an annualized return of 18.89%, while STLD has yielded a comparatively higher 29.92% annualized return.
ITOCY
- 1D
- 1.24%
- 1M
- -10.77%
- YTD
- -6.92%
- 6M
- -5.53%
- 1Y
- 14.04%
- 3Y*
- 15.09%
- 5Y*
- 14.72%
- 10Y*
- 18.89%
STLD
- 1D
- 1.15%
- 1M
- 19.27%
- YTD
- 67.39%
- 6M
- 65.42%
- 1Y
- 117.36%
- 3Y*
- 40.23%
- 5Y*
- 36.27%
- 10Y*
- 29.92%
ITOCY vs. STLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | -6.92% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
STLD Steel Dynamics, Inc. | 67.39% | 50.70% | -1.99% | 22.75% | 60.14% | 71.42% | 12.46% | 16.78% | -29.02% | 23.34% |
Correlation
The correlation between ITOCY and STLD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2006 | 0.25 |
Fundamentals
ITOCY:
$82.27B
STLD:
$40.94B
ITOCY:
¥86.32
STLD:
$9.33
ITOCY:
21.84
STLD:
30.30
ITOCY:
1.32
STLD:
2.19
ITOCY:
1.99
STLD:
4.47
ITOCY:
¥15.03T
STLD:
$19.01B
ITOCY:
¥2.51T
STLD:
$2.66B
ITOCY:
¥1.26T
STLD:
$2.23B
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Return for Risk
ITOCY vs. STLD — Risk / Return Rank
ITOCY
STLD
ITOCY vs. STLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) and Steel Dynamics, Inc. (STLD). 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.
| ITOCY | STLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.50 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 5.81 | -5.17 |
| Martin ratioReturn relative to average drawdown | 1.66 | 19.49 | -17.83 |
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Drawdowns
ITOCY vs. STLD - Drawdown Comparison
The maximum ITOCY drawdown since its inception was -69.11%, smaller than the maximum STLD drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for ITOCY and STLD.
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Drawdown Indicators
| ITOCY | STLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -87.05% | +17.94% |
Max Drawdown (1Y)Largest decline over 1 year | -22.31% | -20.33% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -28.66% | +2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -32.20% | +2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -30.18% | -68.46% | +38.28% |
Current DrawdownCurrent decline from peak | -19.71% | 0.00% | -19.71% |
Average DrawdownAverage peak-to-trough decline | -14.27% | -33.27% | +19.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.46% | 6.04% | +2.42% |
Volatility
ITOCY vs. STLD - Volatility Comparison
The current volatility for Itochu Corp ADR (ITOCY) is 6.29%, while Steel Dynamics, Inc. (STLD) has a volatility of 9.70%. This indicates that ITOCY experiences smaller price fluctuations and is considered to be less risky than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOCY | STLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 9.70% | -3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 21.20% | 24.96% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.99% | 33.38% | -6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.24% | 38.03% | -11.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.98% | 39.31% | -15.33% |
Dividends
ITOCY vs. STLD - Dividend Comparison
ITOCY has not paid dividends to shareholders, while STLD's dividend yield for the trailing twelve months is around 0.72%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STLD Steel Dynamics, Inc. | 0.72% | 1.18% | 1.61% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.08% |
Financials
ITOCY vs. STLD - Financials Comparison
This section allows you to compare key financial metrics between Itochu Corp ADR and Steel Dynamics, Inc.. 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. STLD - 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%.
STLD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a gross profit of 763.22M and revenue of 5.20B. Therefore, the gross margin over that period was 14.7%.
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%.
STLD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported an operating income of 538.00M and revenue of 5.20B, resulting in an operating margin of 10.3%.
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%.
STLD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a net income of 403.44M and revenue of 5.20B, resulting in a net margin of 7.8%.
Frequently Asked Questions
ITOCY and STLD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLD has higher volatility (9.70%) compared to ITOCY (6.29%). In terms of maximum drawdown, ITOCY dropped -69.11% vs STLD's -87.05%.
STLD currently has the higher Sharpe Ratio (3.54 vs 0.52), 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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