JAPAY vs. DANOY
JAPAY (Japan Tobacco ADR) and DANOY (Danone PK) are both stocks. Both are in the Consumer Defensive sector — JAPAY in Tobacco, DANOY in Packaged Foods. Over the past 10 years, JAPAY returned -0.02%/yr vs 5.42%/yr for DANOY. At a 0.20 correlation, their price movements are largely independent.
Performance
JAPAY vs. DANOY - Performance Comparison
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Returns By Period
In the year-to-date period, JAPAY achieves a 2.12% return, which is significantly higher than DANOY's -7.95% return. Over the past 10 years, JAPAY has underperformed DANOY with an annualized return of -0.02%, while DANOY has yielded a comparatively higher 5.42% annualized return.
JAPAY
- 1D
- -0.49%
- 1M
- -4.43%
- YTD
- 2.12%
- 6M
- -1.45%
- 1Y
- 26.83%
- 3Y*
- 19.66%
- 5Y*
- 14.14%
- 10Y*
- -0.02%
DANOY
- 1D
- 1.01%
- 1M
- 12.39%
- YTD
- -7.95%
- 6M
- -8.25%
- 1Y
- 2.70%
- 3Y*
- 13.28%
- 5Y*
- 6.52%
- 10Y*
- 5.42%
JAPAY vs. DANOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAPAY Japan Tobacco ADR | 2.12% | 43.51% | 1.93% | 28.32% | -0.69% | -0.88% | -8.36% | -5.36% | -26.88% | -1.62% |
DANOY Danone PK | -7.95% | 38.50% | 7.31% | 27.31% | -12.04% | -2.22% | -17.69% | 21.25% | -14.17% | 40.92% |
Correlation
The correlation between JAPAY and DANOY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2009 | 0.20 |
Fundamentals
JAPAY:
$65.06B
DANOY:
$51.85B
JAPAY:
¥157.07
DANOY:
€1.17
JAPAY:
18.88
DANOY:
12.07
JAPAY:
0.43
DANOY:
0.81
JAPAY:
2.91
DANOY:
0.85
JAPAY:
2.57
DANOY:
2.70
JAPAY:
¥3.61T
DANOY:
€53.58B
JAPAY:
¥2.04T
DANOY:
€20.60B
JAPAY:
¥1.06T
DANOY:
-€2.39B
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Return for Risk
JAPAY vs. DANOY — Risk / Return Rank
JAPAY
DANOY
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.
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.
| JAPAY | DANOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.04 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 0.13 | +2.21 |
| Martin ratioReturn relative to average drawdown | 5.90 | 0.27 | +5.62 |
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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.
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Drawdown Indicators
| JAPAY | DANOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -53.64% | -8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -20.88% | +9.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.13% | -20.88% | +5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.93% | -37.81% | +13.88% |
Max Drawdown (10Y)Largest decline over 10 years | -61.53% | -43.32% | -18.21% |
Current DrawdownCurrent decline from peak | -9.17% | -10.57% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -26.53% | -18.41% | -8.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 9.84% | -5.28% |
Volatility
JAPAY vs. DANOY - Volatility Comparison
Japan Tobacco ADR (JAPAY) has a higher volatility of 7.96% compared to Danone PK (DANOY) at 7.10%. This indicates that JAPAY's price experiences larger fluctuations and is considered to be riskier than DANOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAPAY | DANOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 7.10% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 16.57% | 18.76% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.27% | 22.99% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.38% | 20.81% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 21.33% | -2.10% |
Dividends
JAPAY vs. DANOY - Dividend Comparison
JAPAY's dividend yield for the trailing twelve months is around 1.91%, less than DANOY's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DANOY Danone PK | 3.26% | 2.61% | 3.40% | 3.36% | 3.98% | 3.77% | 3.61% | 2.62% | 3.32% | 4.78% | 5.83% | 2.42% |
JAPAY Japan Tobacco ADR | 1.91% | 1.95% | 2.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 7.63% | 0.00% |
Financials
JAPAY vs. DANOY - Financials Comparison
This section allows you to compare key financial metrics between Japan Tobacco ADR and Danone PK. 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
JAPAY vs. DANOY - Profitability Comparison
JAPAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Japan Tobacco ADR reported a gross profit of 554.97B and revenue of 940.94B. Therefore, the gross margin over that period was 59.0%.
DANOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 Jun 2026, Japan Tobacco ADR reported an operating income of 303.45B and revenue of 940.94B, resulting in an operating margin of 32.3%.
DANOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 Jun 2026, Japan Tobacco ADR reported a net income of 200.66B and revenue of 940.94B, resulting in a net margin of 21.3%.
DANOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Danone PK reported a net income of 712.01M and revenue of 12.47B, resulting in a net margin of 5.7%.
Frequently Asked Questions
JAPAY and DANOY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JAPAY has higher volatility (7.96%) compared to DANOY (7.10%). In terms of maximum drawdown, JAPAY dropped -61.83% vs DANOY's -53.64%.
JAPAY currently has the higher Sharpe Ratio (1.27 vs 0.12), 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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