JAPAY vs. DANOY

Last updated Apr 1, 2026

Compare and contrast key facts about Japan Tobacco ADR (JAPAY) and Danone PK (DANOY).

Performance

JAPAY vs. DANOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Japan Tobacco ADR (JAPAY) and Danone PK (DANOY). The values are adjusted to include any dividend payments, if applicable.

JAPAY vs. DANOY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JAPAY Japan Tobacco ADR	6.80%	43.51%	1.93%	28.32%	-0.69%	-0.88%	-8.36%	-5.36%	-26.88%	-1.62%
DANOY Danone PK	-11.25%	38.50%	7.31%	27.31%	-12.04%	-2.22%	-17.69%	21.25%	-14.17%	40.92%

Fundamentals

Market Cap JAPAY : $67.50B DANOY : $51.73B
EPS JAPAY : $144.99 DANOY : $1.17
PE Ratio JAPAY : 0.13 DANOY : 13.69
PEG Ratio JAPAY : 0.00 DANOY : 0.91
PS Ratio JAPAY : 0.02 DANOY : 0.96
PB Ratio JAPAY : 0.02 DANOY : 3.06
Total Revenue (TTM) JAPAY : $3.50T DANOY : $53.58B
Gross Profit (TTM) JAPAY : $1.97T DANOY : $20.60B
EBITDA (TTM) JAPAY : $1.01T DANOY : -$2.39B

Returns By Period

In the year-to-date period, JAPAY achieves a 6.80% return, which is significantly higher than DANOY's -11.25% return. Over the past 10 years, JAPAY has underperformed DANOY with an annualized return of 0.14%, while DANOY has yielded a comparatively higher 5.18% annualized return.

JAPAY

• 1D: 1.32%
• 1M: 0.42%
• YTD: 6.80%
• 6M: 17.19%
• 1Y: 42.89%
• 3Y*: 23.85%
• 5Y*: 16.15%
• 10Y*: 0.14%

DANOY

• 1D: 1.52%
• 1M: -6.65%
• YTD: -11.25%
• 6M: -8.57%
• 1Y: 7.50%
• 3Y*: 12.29%
• 5Y*: 6.55%
• 10Y*: 5.18%

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

Return for Risk

JAPAY vs. DANOY — Risk / Return Rank

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

JAPAY

JAPAY Risk / Return Rank: 90
JAPAY Sharpe Ratio Rank: 91
JAPAY Sortino Ratio Rank: 91
JAPAY Omega Ratio Rank: 88
JAPAY Calmar Ratio Rank: 89
JAPAY Martin Ratio Rank: 89

DANOY

DANOY Risk / Return Rank: 50
DANOY Sharpe Ratio Rank: 53
DANOY Sortino Ratio Rank: 45
DANOY Omega Ratio Rank: 45
DANOY Calmar Ratio Rank: 52
DANOY Martin Ratio Rank: 54

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.

JAPAY vs. DANOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Japan Tobacco ADR (JAPAY) and Danone PK (DANOY). 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.

	JAPAY	DANOY	Difference
Sharpe ratio Return per unit of total volatility	2.12	0.33	+1.79
Sortino ratio Return per unit of downside risk	3.02	0.62	+2.40
Omega ratio Gain probability vs. loss probability	1.36	1.08	+0.28
Calmar ratio Return relative to maximum drawdown	3.60	0.45	+3.16
Martin ratio Return relative to average drawdown	9.82	1.17	+8.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JAPAY vs. DANOY - Sharpe Ratio Comparison

The current JAPAY Sharpe Ratio is 2.12, which is higher than the DANOY Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of JAPAY and DANOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JAPAY	DANOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	0.33	+1.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.32	+0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	0.24	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.12	+0.06

Correlation

The correlation between JAPAY and DANOY is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JAPAY vs. DANOY - Dividend Comparison

JAPAY's dividend yield for the trailing twelve months is around 1.82%, less than DANOY's 2.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JAPAY Japan Tobacco ADR	1.82%	1.95%	2.51%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	7.63%	0.00%
DANOY Danone PK	2.94%	2.61%	3.40%	3.36%	3.98%	3.77%	3.61%	2.62%	3.32%	4.78%	5.83%	2.42%

Drawdowns

JAPAY vs. DANOY - Drawdown Comparison

The maximum JAPAY drawdown since its inception was -61.83%, which is greater than DANOY's maximum drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for JAPAY and DANOY.

Drawdown Indicators

	JAPAY	DANOY	Difference
Max Drawdown Largest peak-to-trough decline	-61.83%	-53.64%	-8.19%
Max Drawdown (1Y) Largest decline over 1 year	-11.51%	-17.07%	+5.56%
Max Drawdown (5Y) Largest decline over 5 years	-23.93%	-37.81%	+13.88%
Max Drawdown (10Y) Largest decline over 10 years	-61.83%	-43.32%	-18.51%
Current Drawdown Current decline from peak	-4.19%	-13.79%	+9.60%
Average Drawdown Average peak-to-trough decline	-26.83%	-18.44%	-8.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.22%	6.49%	-2.27%

Volatility

JAPAY vs. DANOY - Volatility Comparison

Japan Tobacco ADR (JAPAY) and Danone PK (DANOY) have volatilities of 7.77% and 7.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JAPAY	DANOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.77%	7.58%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	14.94%	17.10%	-2.16%
Volatility (1Y) Calculated over the trailing 1-year period	20.38%	23.10%	-2.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.84%	20.52%	-1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.38%	21.47%	-2.09%

Financials

JAPAY vs. DANOY - Profitability Comparison

The chart below illustrates the profitability comparison between Japan Tobacco ADR and Danone PK over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

JAPAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Japan Tobacco ADR reported a gross profit of 448.54B and revenue of 848.70B. Therefore, the gross margin over that period was 52.9%.

DANOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Danone PK reported a gross profit of 0.00 and revenue of 12.47B. Therefore, the gross margin over that period was 0.0%.

JAPAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Japan Tobacco ADR reported an operating income of 32.20B and revenue of 848.70B, resulting in an operating margin of 3.8%.

DANOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Danone PK reported an operating income of -9.61B and revenue of 12.47B, resulting in an operating margin of -77.0%.

JAPAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Japan Tobacco ADR reported a net income of -1.60B and revenue of 848.70B, resulting in a net margin of -0.2%.

DANOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Danone PK reported a net income of 712.01M and revenue of 12.47B, resulting in a net margin of 5.7%.