KTWIY vs. FLOWX

Last updated Apr 2, 2026

Compare and contrast key facts about Kurita Water Industries Ltd (KTWIY) and Fidelity Water Sustainability Fund (FLOWX).

FLOWX is managed by Fidelity. It was launched on Apr 21, 2020.

Performance

KTWIY vs. FLOWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurita Water Industries Ltd (KTWIY) and Fidelity Water Sustainability Fund (FLOWX). The values are adjusted to include any dividend payments, if applicable.

KTWIY vs. FLOWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
KTWIY Kurita Water Industries Ltd	17.35%	18.82%	-11.74%	-3.23%	-12.65%	19.37%	58.16%
FLOWX Fidelity Water Sustainability Fund	1.85%	18.02%	8.78%	18.58%	-19.94%	28.52%	35.89%

Returns By Period

In the year-to-date period, KTWIY achieves a 17.35% return, which is significantly higher than FLOWX's 1.85% return.

KTWIY

• 1D: 4.59%
• 1M: -11.71%
• YTD: 17.35%
• 6M: 46.77%
• 1Y: 55.23%
• 3Y*: 1.94%
• 5Y*: 1.69%
• 10Y*: 4.25%

FLOWX

• 1D: 2.22%
• 1M: -7.81%
• YTD: 1.85%
• 6M: 3.08%
• 1Y: 19.64%
• 3Y*: 13.71%
• 5Y*: 8.66%
• 10Y*: —

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

Return for Risk

KTWIY vs. FLOWX — Risk / Return Rank

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

KTWIY

KTWIY Risk / Return Rank: 76
KTWIY Sharpe Ratio Rank: 74
KTWIY Sortino Ratio Rank: 71
KTWIY Omega Ratio Rank: 74
KTWIY Calmar Ratio Rank: 80
KTWIY Martin Ratio Rank: 78

FLOWX

FLOWX Risk / Return Rank: 68
FLOWX Sharpe Ratio Rank: 69
FLOWX Sortino Ratio Rank: 72
FLOWX Omega Ratio Rank: 61
FLOWX Calmar Ratio Rank: 73
FLOWX Martin Ratio Rank: 67

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.

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.

	KTWIY	FLOWX	Difference
Sharpe ratio Return per unit of total volatility	1.06	1.27	-0.21
Sortino ratio Return per unit of downside risk	1.70	1.86	-0.16
Omega ratio Gain probability vs. loss probability	1.25	1.25	+0.01
Calmar ratio Return relative to maximum drawdown	2.51	1.80	+0.71
Martin ratio Return relative to average drawdown	5.98	6.69	-0.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KTWIY vs. FLOWX - Sharpe Ratio Comparison

The current KTWIY Sharpe Ratio is 1.06, which is comparable to the FLOWX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of KTWIY and FLOWX, 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

	KTWIY	FLOWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	1.27	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.49	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.77	-0.76

Correlation

The correlation between KTWIY and FLOWX is 0.12, 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

KTWIY vs. FLOWX - Dividend Comparison

KTWIY has not paid dividends to shareholders, while FLOWX's dividend yield for the trailing twelve months is around 2.88%.

	TTM	2025	2024	2023	2022	2021	2020
KTWIY Kurita Water Industries Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLOWX Fidelity Water Sustainability Fund	2.88%	2.93%	2.51%	0.42%	0.08%	1.41%	1.49%

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.

Drawdown Indicators

	KTWIY	FLOWX	Difference
Max Drawdown Largest peak-to-trough decline	-95.16%	-30.63%	-64.53%
Max Drawdown (1Y) Largest decline over 1 year	-19.85%	-11.27%	-8.58%
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 Drawdown Current decline from peak	-15.32%	-8.74%	-6.58%
Average Drawdown Average peak-to-trough decline	-9.53%	-7.36%	-2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.35%	3.03%	+5.32%

Volatility

KTWIY vs. FLOWX - Volatility Comparison

Kurita Water Industries Ltd (KTWIY) has a higher volatility of 16.50% compared to Fidelity Water Sustainability Fund (FLOWX) at 5.86%. 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.

Volatility by Period

	KTWIY	FLOWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.50%	5.86%	+10.64%
Volatility (6M) Calculated over the trailing 6-month period	35.11%	9.69%	+25.42%
Volatility (1Y) Calculated over the trailing 1-year period	52.50%	16.15%	+36.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.27%	17.76%	+24.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.88%	18.16%	+15.72%