JBH.AX vs. ITOCY
JBH.AX (JB Hi-Fi Limited) and ITOCY (Itochu Corp ADR) are both stocks. JBH.AX operates in Specialty Retail (Consumer Cyclical), while ITOCY operates in Conglomerates (Industrials). Over the past 10 years, JBH.AX returned 17.83%/yr vs 18.85%/yr for ITOCY. At a 0.03 correlation, their price movements are largely independent.
Performance
JBH.AX vs. ITOCY - Performance Comparison
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Different Trading Currencies
JBH.AX is traded in AUD, while ITOCY is traded in USD. To make them comparable, the ITOCY values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JBH.AX achieves a -26.57% return, which is significantly lower than ITOCY's -14.80% return. Over the past 10 years, JBH.AX has underperformed ITOCY with an annualized return of 17.83%, while ITOCY has yielded a comparatively higher 18.85% annualized return.
JBH.AX
- 1D
- -3.04%
- 1M
- -12.35%
- YTD
- -26.57%
- 6M
- -27.98%
- 1Y
- -34.65%
- 3Y*
- 22.94%
- 5Y*
- 13.21%
- 10Y*
- 17.83%
ITOCY
- 1D
- -0.95%
- 1M
- -7.05%
- YTD
- -14.80%
- 6M
- -9.57%
- 1Y
- -0.76%
- 3Y*
- 15.10%
- 5Y*
- 16.16%
- 10Y*
- 18.85%
JBH.AX vs. ITOCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JBH.AX JB Hi-Fi Limited | -26.57% | 7.51% | 83.49% | 35.49% | -7.18% | 5.66% | 34.53% | 79.82% | -6.73% | -6.96% |
ITOCY Itochu Corp ADR | -14.80% | 20.71% | 34.90% | 30.40% | 8.25% | 12.85% | 13.98% | 39.42% | 4.59% | 35.54% |
Correlation
The correlation between JBH.AX and ITOCY is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007 | 0.03 |
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Return for Risk
JBH.AX vs. ITOCY — Risk / Return Rank
JBH.AX
ITOCY
JBH.AX vs. ITOCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JB Hi-Fi Limited (JBH.AX) and Itochu Corp ADR (ITOCY). 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.
| JBH.AX | ITOCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.02 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.03 | -0.80 |
| Martin ratioReturn relative to average drawdown | -1.48 | -0.10 | -1.39 |
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
| JBH.AX | ITOCY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.19 | -0.03 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.66 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.83 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.42 | +0.24 |
Drawdowns
JBH.AX vs. ITOCY - Drawdown Comparison
The maximum JBH.AX drawdown since its inception was -62.19%, which is greater than ITOCY's maximum drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for JBH.AX and ITOCY.
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Drawdown Indicators
| JBH.AX | ITOCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.19% | -57.68% | -4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -41.12% | -22.10% | -19.02% |
Max Drawdown (3Y)Largest decline over 3 years | -41.12% | -22.10% | -19.02% |
Max Drawdown (5Y)Largest decline over 5 years | -41.12% | -22.10% | -19.02% |
Max Drawdown (10Y)Largest decline over 10 years | -46.16% | -22.10% | -24.06% |
Current DrawdownCurrent decline from peak | -41.12% | -22.10% | -19.02% |
Average DrawdownAverage peak-to-trough decline | -14.79% | -14.55% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.29% | 8.04% | +15.25% |
Volatility
JBH.AX vs. ITOCY - Volatility Comparison
JB Hi-Fi Limited (JBH.AX) has a higher volatility of 11.09% compared to Itochu Corp ADR (ITOCY) at 8.29%. This indicates that JBH.AX's price experiences larger fluctuations and is considered to be riskier than ITOCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JBH.AX | ITOCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.09% | 8.29% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 22.88% | 20.16% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.98% | 25.37% | +3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.48% | 24.46% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.07% | 22.66% | +6.41% |
Dividends
JBH.AX vs. ITOCY - Dividend Comparison
JBH.AX's dividend yield for the trailing twelve months is around 6.02%, while ITOCY has not paid dividends to shareholders.
| 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% |
JBH.AX JB Hi-Fi Limited | 6.02% | 3.90% | 3.68% | 5.88% | 7.53% | 5.94% | 3.89% | 3.77% | 5.96% | 4.73% | 3.52% | 4.61% |
Financials
JBH.AX vs. ITOCY - Financials Comparison
This section allows you to compare key financial metrics between JB Hi-Fi Limited and Itochu Corp ADR. 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
Frequently Asked Questions
JBH.AX and ITOCY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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