KTWIY vs. FLOWX
KTWIY (Kurita Water Industries Ltd) is a stock, while FLOWX (Fidelity Water Sustainability Fund) is Energy Equities fund managed by Fidelity. Over the past 5 years, KTWIY returned 2.35%/yr vs 7.54%/yr for FLOWX. At a 0.11 correlation, their price movements are largely independent.
Performance
KTWIY vs. FLOWX - Performance Comparison
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Returns By Period
In the year-to-date period, KTWIY achieves a 33.07% return, which is significantly higher than FLOWX's 3.13% return.
KTWIY
- 1D
- 0.00%
- 1M
- 10.11%
- 6M
- 22.33%
- YTD
- 33.07%
- 1Y
- 42.83%
- 3Y*
- 12.36%
- 5Y*
- 2.35%
- 10Y*
- 5.57%
FLOWX
- 1D
- 0.65%
- 1M
- 2.76%
- 6M
- -0.30%
- YTD
- 3.13%
- 1Y
- 7.53%
- 3Y*
- 12.11%
- 5Y*
- 7.54%
- 10Y*
- —
KTWIY vs. FLOWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KTWIY Kurita Water Industries Ltd | 33.07% | 18.82% | -11.74% | -3.23% | -12.65% | 19.37% | 58.16% |
FLOWX Fidelity Water Sustainability Fund | 3.13% | 18.02% | 8.78% | 18.58% | -19.94% | 28.52% | 35.89% |
Correlation
The correlation between KTWIY and FLOWX is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2020 | 0.11 |
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Return for Risk
KTWIY vs. FLOWX — Risk / Return Rank
KTWIY
FLOWX
KTWIY vs. FLOWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurita Water Industries Ltd (KTWIY) and Fidelity Water Sustainability Fund (FLOWX). 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.
| KTWIY | FLOWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.09 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 0.54 | +1.63 |
| Martin ratioReturn relative to average drawdown | 4.53 | 1.32 | +3.22 |
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Drawdowns
KTWIY vs. FLOWX - Drawdown Comparison
The maximum KTWIY drawdown since its inception was -95.16%, which is greater than FLOWX's maximum drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for KTWIY and FLOWX.
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Drawdown Indicators
| KTWIY | FLOWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.16% | -30.63% | -64.53% |
Max Drawdown (1Y)Largest decline over 1 year | -19.85% | -12.84% | -7.01% |
Max Drawdown (3Y)Largest decline over 3 years | -41.09% | -16.13% | -24.96% |
Max Drawdown (5Y)Largest decline over 5 years | -50.02% | -30.63% | -19.39% |
Max Drawdown (10Y)Largest decline over 10 years | -50.02% | — | — |
Current DrawdownCurrent decline from peak | -10.85% | -7.59% | -3.26% |
Average DrawdownAverage peak-to-trough decline | -9.50% | -7.39% | -2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.47% | 5.23% | +4.24% |
Volatility
KTWIY vs. FLOWX - Volatility Comparison
Kurita Water Industries Ltd (KTWIY) has a higher volatility of 21.48% compared to Fidelity Water Sustainability Fund (FLOWX) at 5.06%. This indicates that KTWIY's price experiences larger fluctuations and is considered to be riskier than FLOWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KTWIY | FLOWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.48% | 5.06% | +16.42% |
Volatility (6M)Calculated over the trailing 6-month period | 37.35% | 11.95% | +25.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.95% | 14.73% | +37.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.87% | 17.90% | +25.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 18.14% | +16.98% |
Dividends
KTWIY vs. FLOWX - Dividend Comparison
KTWIY has not paid dividends to shareholders, while FLOWX's dividend yield for the trailing twelve months is around 2.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
FLOWX Fidelity Water Sustainability Fund | 1.18% | 2.93% | 2.51% | 0.42% | 0.08% | 1.41% | 1.49% |
KTWIY Kurita Water Industries Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KTWIY and FLOWX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTWIY has higher volatility (21.48%) compared to FLOWX (5.06%). In terms of maximum drawdown, KTWIY dropped -95.16% vs FLOWX's -30.63%.
KTWIY currently has the higher Sharpe Ratio (0.83 vs 0.47), 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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