KWHIY vs. EL
KWHIY (Kawasaki Heavy Industries Ltd ADR) and EL (The Estee Lauder Companies Inc.) are both stocks. KWHIY operates in Specialty Industrial Machinery (Industrials), while EL operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, KWHIY returned 13.44%/yr vs 0.69%/yr for EL. At a 0.17 correlation, their price movements are largely independent.
Performance
KWHIY vs. EL - Performance Comparison
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Returns By Period
In the year-to-date period, KWHIY achieves a 52.43% return, which is significantly higher than EL's -18.71% return. Over the past 10 years, KWHIY has outperformed EL with an annualized return of 13.44%, while EL has yielded a comparatively lower 0.69% annualized return.
KWHIY
- 1D
- 1.26%
- 1M
- 6.48%
- YTD
- 52.43%
- 6M
- 40.24%
- 1Y
- 42.73%
- 3Y*
- 60.62%
- 5Y*
- 36.74%
- 10Y*
- 13.44%
EL
- 1D
- -0.33%
- 1M
- -3.92%
- YTD
- -18.71%
- 6M
- -21.65%
- 1Y
- 14.07%
- 3Y*
- -22.49%
- 5Y*
- -21.33%
- 10Y*
- 0.69%
KWHIY vs. EL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KWHIY Kawasaki Heavy Industries Ltd ADR | 52.43% | 44.36% | 113.86% | -5.41% | 24.97% | -17.66% | 4.24% | 1.23% | -39.85% | 14.23% |
EL The Estee Lauder Companies Inc. | -18.71% | 42.13% | -47.59% | -40.13% | -32.31% | 40.03% | 29.77% | 60.34% | 3.38% | 68.68% |
Correlation
The correlation between KWHIY and EL is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.17 |
Fundamentals
KWHIY:
$16.83B
EL:
$30.89B
KWHIY:
¥52.66
EL:
-$0.68
KWHIY:
1.16
EL:
2.07
KWHIY:
3.08
EL:
7.74
KWHIY:
¥2.34T
EL:
$14.84B
KWHIY:
¥461.47B
EL:
$11.09B
KWHIY:
¥239.54B
EL:
$1.30B
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Return for Risk
KWHIY vs. EL — Risk / Return Rank
KWHIY
EL
KWHIY vs. EL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kawasaki Heavy Industries Ltd ADR (KWHIY) and The Estee Lauder Companies Inc. (EL). 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.
| KWHIY | EL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.32 | +1.22 |
| Martin ratioReturn relative to average drawdown | 2.87 | 0.76 | +2.11 |
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Drawdowns
KWHIY vs. EL - Drawdown Comparison
The maximum KWHIY drawdown since its inception was -71.68%, smaller than the maximum EL drawdown of -85.82%. Use the drawdown chart below to compare losses from any high point for KWHIY and EL.
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Drawdown Indicators
| KWHIY | EL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.68% | -85.82% | +14.14% |
Max Drawdown (1Y)Largest decline over 1 year | -27.86% | -43.62% | +15.76% |
Max Drawdown (3Y)Largest decline over 3 years | -38.76% | -73.79% | +35.03% |
Max Drawdown (5Y)Largest decline over 5 years | -38.76% | -85.82% | +47.06% |
Max Drawdown (10Y)Largest decline over 10 years | -71.68% | -85.82% | +14.14% |
Current DrawdownCurrent decline from peak | -15.96% | -75.57% | +59.61% |
Average DrawdownAverage peak-to-trough decline | -33.35% | -20.78% | -12.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.94% | 18.54% | -3.60% |
Volatility
KWHIY vs. EL - Volatility Comparison
Kawasaki Heavy Industries Ltd ADR (KWHIY) has a higher volatility of 20.51% compared to The Estee Lauder Companies Inc. (EL) at 16.44%. This indicates that KWHIY's price experiences larger fluctuations and is considered to be riskier than EL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KWHIY | EL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.51% | 16.44% | +4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 41.54% | 39.20% | +2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.52% | 47.58% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.99% | 43.48% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.12% | 36.68% | +7.44% |
Dividends
KWHIY vs. EL - Dividend Comparison
KWHIY has not paid dividends to shareholders, while EL's dividend yield for the trailing twelve months is around 1.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | 1.66% | 1.34% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% |
KWHIY Kawasaki Heavy Industries Ltd ADR | 0.00% | 0.84% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.50% | 3.33% | 0.00% |
Financials
KWHIY vs. EL - Financials Comparison
This section allows you to compare key financial metrics between Kawasaki Heavy Industries Ltd ADR and The Estee Lauder Companies 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.
Total Revenue: Total amount of money received from sales and other business activities
KWHIY vs. EL - Profitability Comparison
KWHIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kawasaki Heavy Industries Ltd ADR reported a gross profit of 156.76B and revenue of 763.64B. Therefore, the gross margin over that period was 20.5%.
EL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a gross profit of 2.84B and revenue of 3.71B. Therefore, the gross margin over that period was 76.4%.
KWHIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kawasaki Heavy Industries Ltd ADR reported an operating income of 59.74B and revenue of 763.64B, resulting in an operating margin of 7.8%.
EL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported an operating income of 249.00M and revenue of 3.71B, resulting in an operating margin of 6.7%.
KWHIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kawasaki Heavy Industries Ltd ADR reported a net income of 43.08B and revenue of 763.64B, resulting in a net margin of 5.6%.
EL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Estee Lauder Companies Inc. reported a net income of 89.00M and revenue of 3.71B, resulting in a net margin of 2.4%.
Frequently Asked Questions
KWHIY and EL have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KWHIY has higher volatility (20.51%) compared to EL (16.44%). In terms of maximum drawdown, KWHIY dropped -71.68% vs EL's -85.82%.
KWHIY currently has the higher Sharpe Ratio (0.82 vs 0.30), 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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