PortfoliosLab logoPortfoliosLab logo
IX vs. TEVA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IX vs. TEVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ORIX Corporation (IX) and Teva Pharmaceutical Industries Limited (TEVA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IX achieves a 32.34% return, which is significantly higher than TEVA's 10.96% return. Over the past 10 years, IX has outperformed TEVA with an annualized return of 13.56%, while TEVA has yielded a comparatively lower -3.83% annualized return.


IX

1D
-0.10%
1M
1.87%
YTD
32.34%
6M
34.13%
1Y
80.82%
3Y*
33.19%
5Y*
19.80%
10Y*
13.56%

TEVA

1D
0.20%
1M
-4.47%
YTD
10.96%
6M
16.25%
1Y
95.54%
3Y*
66.30%
5Y*
25.53%
10Y*
-3.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IX vs. TEVA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IX
ORIX Corporation
32.34%43.44%17.66%19.98%-19.17%31.62%-4.86%16.58%-15.61%10.64%
TEVA
Teva Pharmaceutical Industries Limited
10.96%41.61%111.11%14.47%13.86%-16.99%-1.53%-36.45%-18.63%-46.18%

Correlation

The correlation between IX and TEVA is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Sep 16, 1998

0.19

The correlation between IX and TEVA shifts across timeframes, from 0.19 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IX:

$42.01B

TEVA:

$40.83B

EPS

IX:

¥401.75

TEVA:

$1.34

PE Ratio

IX:

15.42

TEVA:

25.89

PEG Ratio

IX:

1.04

TEVA:

0.20

PS Ratio

IX:

2.07

TEVA:

2.33

PB Ratio

IX:

1.49

TEVA:

4.96

Total Revenue (TTM)

IX:

¥3.34T

TEVA:

$17.35B

Gross Profit (TTM)

IX:

¥1.17T

TEVA:

$9.03B

EBITDA (TTM)

IX:

¥1.27T

TEVA:

$3.05B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IX vs. TEVA — Risk / Return Rank

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

IX
IX Risk / Return Rank: 9393
Overall Rank
IX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IX Sortino Ratio Rank: 9595
Sortino Ratio Rank
IX Omega Ratio Rank: 9494
Omega Ratio Rank
IX Calmar Ratio Rank: 8989
Calmar Ratio Rank
IX Martin Ratio Rank: 9090
Martin Ratio Rank

TEVA
TEVA Risk / Return Rank: 9393
Overall Rank
TEVA Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TEVA Sortino Ratio Rank: 9494
Sortino Ratio Rank
TEVA Omega Ratio Rank: 9393
Omega Ratio Rank
TEVA Calmar Ratio Rank: 9191
Calmar Ratio Rank
TEVA Martin Ratio Rank: 9292
Martin Ratio Rank
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.

IX vs. TEVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ORIX Corporation (IX) and Teva Pharmaceutical Industries Limited (TEVA). 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.


IXTEVADifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.51

1.47

+0.04

Calmar ratioReturn relative to maximum drawdown

4.00

4.41

-0.41

Martin ratioReturn relative to average drawdown

11.49

12.66

-1.17

IX vs. TEVA - Sharpe Ratio Comparison

The current IX Sharpe Ratio is 3.04, which is comparable to the TEVA Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of IX and TEVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IX vs. TEVA - Drawdown Comparison

The maximum IX drawdown since its inception was -93.82%, roughly equal to the maximum TEVA drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for IX and TEVA.


Loading charts...

Drawdown Indicators


IXTEVADifference

Max Drawdown

Largest peak-to-trough decline

-93.82%

-90.89%

-2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-20.33%

-21.79%

+1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-24.34%

-43.70%

+19.36%

Max Drawdown (5Y)

Largest decline over 5 years

-37.67%

-43.70%

+6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-47.23%

-88.41%

+41.18%

Current Drawdown

Current decline from peak

-3.13%

-48.81%

+45.68%

Average Drawdown

Average peak-to-trough decline

-44.93%

-32.00%

-12.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.07%

7.72%

-0.65%

Volatility

IX vs. TEVA - Volatility Comparison

The current volatility for ORIX Corporation (IX) is 9.27%, while Teva Pharmaceutical Industries Limited (TEVA) has a volatility of 10.61%. This indicates that IX experiences smaller price fluctuations and is considered to be less risky than TEVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IXTEVADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

10.61%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

22.55%

23.72%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

26.73%

39.04%

-12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.07%

42.82%

-17.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.70%

47.35%

-21.65%

Dividends

IX vs. TEVA - Dividend Comparison

IX's dividend yield for the trailing twelve months is around 1.55%, while TEVA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IX
ORIX Corporation
1.55%3.43%3.63%3.22%1.94%0.00%2.17%0.00%0.00%1.41%2.40%0.00%
TEVA
Teva Pharmaceutical Industries Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.88%3.19%1.77%

Financials

IX vs. TEVA - Financials Comparison

This section allows you to compare key financial metrics between ORIX Corporation and Teva Pharmaceutical Industries Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00B400.00B600.00B800.00B1.00T20222023202420252026
938.86B
3.98B
(IX) Total Revenue
(TEVA) Total Revenue
Please note, different currencies. IX values in JPY, TEVA values in USD

IX vs. TEVA - Profitability Comparison

The chart below illustrates the profitability comparison between ORIX Corporation and Teva Pharmaceutical Industries Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%55.0%20222023202420252026
34.8%
49.5%
Portfolio components
IX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ORIX Corporation reported a gross profit of 326.61B and revenue of 938.86B. Therefore, the gross margin over that period was 34.8%.

TEVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a gross profit of 1.97B and revenue of 3.98B. Therefore, the gross margin over that period was 49.5%.

IX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ORIX Corporation reported an operating income of 415.02B and revenue of 938.86B, resulting in an operating margin of 44.2%.

TEVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported an operating income of 652.00M and revenue of 3.98B, resulting in an operating margin of 16.4%.

IX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ORIX Corporation reported a net income of 58.65B and revenue of 938.86B, resulting in a net margin of 6.3%.

TEVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a net income of 369.00M and revenue of 3.98B, resulting in a net margin of 9.3%.


Frequently Asked Questions


IX and TEVA have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEVA has higher volatility (10.61%) compared to IX (9.27%). In terms of maximum drawdown, IX dropped -93.82% vs TEVA's -90.89%.

IX currently has the higher Sharpe Ratio (3.04 vs 2.46), 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.

Portfolio Optimizer

Find the right allocation for IX and TEVA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer