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JPSWY vs. FIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JPSWY vs. FIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Japan Steel Works Ltd ADR (JPSWY) and Comfort Systems USA, Inc. (FIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPSWY achieves a 0.58% return, which is significantly lower than FIX's 98.41% return. Over the past 10 years, JPSWY has underperformed FIX with an annualized return of 10.45%, while FIX has yielded a comparatively higher 50.88% annualized return.


JPSWY

1D
0.00%
1M
-15.74%
YTD
0.58%
6M
-11.94%
1Y
-7.06%
3Y*
33.26%
5Y*
12.15%
10Y*
10.45%

FIX

1D
-1.76%
1M
-2.18%
YTD
98.41%
6M
95.06%
1Y
273.24%
3Y*
129.39%
5Y*
85.41%
10Y*
50.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPSWY vs. FIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPSWY
Japan Steel Works Ltd ADR
0.58%28.99%118.93%-10.60%-39.55%8.69%57.88%8.19%-43.82%97.14%
FIX
Comfort Systems USA, Inc.
98.41%120.86%106.89%79.62%16.98%88.98%6.73%15.07%0.73%32.13%

Correlation

The correlation between JPSWY and FIX is -0.01, 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

-0.01

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

-0.03

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

-0.02

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2005

0.06

Fundamentals

Market Cap

JPSWY:

$3.68B

FIX:

$65.22B

EPS

JPSWY:

$132.50

FIX:

$34.64

PE Ratio

JPSWY:

0.19

FIX:

53.41

PEG Ratio

JPSWY:

0.00

FIX:

0.81

PS Ratio

JPSWY:

0.01

FIX:

6.45

PB Ratio

JPSWY:

0.02

FIX:

23.17

Total Revenue (TTM)

JPSWY:

$278.58B

FIX:

$10.14B

Gross Profit (TTM)

JPSWY:

$65.14B

FIX:

$2.55B

EBITDA (TTM)

JPSWY:

$30.68B

FIX:

$1.70B

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Return for Risk

JPSWY vs. FIX — Risk / Return Rank

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

JPSWY
JPSWY Risk / Return Rank: 4141
Overall Rank
JPSWY Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JPSWY Sortino Ratio Rank: 4444
Sortino Ratio Rank
JPSWY Omega Ratio Rank: 4444
Omega Ratio Rank
JPSWY Calmar Ratio Rank: 4242
Calmar Ratio Rank
JPSWY Martin Ratio Rank: 4141
Martin Ratio Rank

FIX
FIX Risk / Return Rank: 9898
Overall Rank
FIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FIX Omega Ratio Rank: 9797
Omega Ratio Rank
FIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FIX Martin Ratio Rank: 9999
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.

JPSWY vs. FIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Japan Steel Works Ltd ADR (JPSWY) and Comfort Systems USA, Inc. (FIX). 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.


JPSWYFIXDifference

Sharpe ratio

Return per unit of total volatility

-0.07

5.18

-5.25

Sortino ratio

Return per unit of downside risk

0.60

5.01

-4.42

Omega ratio

Gain probability vs. loss probability

1.08

1.67

-0.59

Calmar ratio

Return relative to maximum drawdown

0.08

19.99

-19.90

Martin ratio

Return relative to average drawdown

0.16

62.95

-62.79

JPSWY vs. FIX - Sharpe Ratio Comparison

The current JPSWY Sharpe Ratio is -0.07, which is lower than the FIX Sharpe Ratio of 5.18. The chart below compares the historical Sharpe Ratios of JPSWY and FIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JPSWYFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

5.18

-5.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

1.93

-1.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

1.21

-1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.40

-0.33

Drawdowns

JPSWY vs. FIX - Drawdown Comparison

The maximum JPSWY drawdown since its inception was -89.35%, roughly equal to the maximum FIX drawdown of -93.36%. Use the drawdown chart below to compare losses from any high point for JPSWY and FIX.


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Drawdown Indicators


JPSWYFIXDifference

Max Drawdown

Largest peak-to-trough decline

-89.35%

-93.36%

+4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-41.31%

-13.77%

-27.54%

Max Drawdown (3Y)

Largest decline over 3 years

-41.34%

-46.05%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-56.56%

-46.05%

-10.51%

Max Drawdown (10Y)

Largest decline over 10 years

-86.74%

-49.68%

-37.06%

Current Drawdown

Current decline from peak

-43.88%

-9.38%

-34.50%

Average Drawdown

Average peak-to-trough decline

-59.46%

-38.09%

-21.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.95%

4.36%

+17.59%

Volatility

JPSWY vs. FIX - Volatility Comparison

Japan Steel Works Ltd ADR (JPSWY) has a higher volatility of 23.11% compared to Comfort Systems USA, Inc. (FIX) at 12.90%. This indicates that JPSWY's price experiences larger fluctuations and is considered to be riskier than FIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPSWYFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.11%

12.90%

+10.21%

Volatility (6M)

Calculated over the trailing 6-month period

63.38%

37.41%

+25.97%

Volatility (1Y)

Calculated over the trailing 1-year period

97.10%

53.25%

+43.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.80%

44.43%

+22.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

102.76%

42.33%

+60.43%

Dividends

JPSWY vs. FIX - Dividend Comparison

JPSWY has not paid dividends to shareholders, while FIX's dividend yield for the trailing twelve months is around 0.14%.


PositionTTM20252024202320222021202020192018201720162015
FIX
Comfort Systems USA, Inc.
0.14%0.21%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%
JPSWY
Japan Steel Works Ltd ADR
0.00%0.66%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.35%11.31%1.06%

Financials

JPSWY vs. FIX - Financials Comparison

This section allows you to compare key financial metrics between Japan Steel Works Ltd ADR and Comfort Systems USA, 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.


Quarterly
Annual

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


0.0020.00B40.00B60.00B80.00B20222023202420252026
75.06B
2.87B
(JPSWY) Total Revenue
(FIX) Total Revenue
Values in USD except per share items

JPSWY vs. FIX - Profitability Comparison

The chart below illustrates the profitability comparison between Japan Steel Works Ltd ADR and Comfort Systems USA, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

16.0%18.0%20.0%22.0%24.0%26.0%28.0%20222023202420252026
24.4%
26.3%
Portfolio components
JPSWY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Japan Steel Works Ltd ADR reported a gross profit of 18.29B and revenue of 75.06B. Therefore, the gross margin over that period was 24.4%.

FIX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Comfort Systems USA, Inc. reported a gross profit of 754.41M and revenue of 2.87B. Therefore, the gross margin over that period was 26.3%.

JPSWY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Japan Steel Works Ltd ADR reported an operating income of 7.92B and revenue of 75.06B, resulting in an operating margin of 10.6%.

FIX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Comfort Systems USA, Inc. reported an operating income of 485.72M and revenue of 2.87B, resulting in an operating margin of 17.0%.

JPSWY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Japan Steel Works Ltd ADR reported a net income of 4.38B and revenue of 75.06B, resulting in a net margin of 5.8%.

FIX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Comfort Systems USA, Inc. reported a net income of 370.38M and revenue of 2.87B, resulting in a net margin of 12.9%.


Frequently Asked Questions


JPSWY and FIX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPSWY has higher volatility (23.11%) compared to FIX (12.90%). In terms of maximum drawdown, JPSWY dropped -89.35% vs FIX's -93.36%.

FIX currently has the higher Sharpe Ratio (5.18 vs -0.07), 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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