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KWHIY vs. HTHIY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KWHIY and HTHIY is 0.22, 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.


-0.50.00.51.00.2

Performance

KWHIY vs. HTHIY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kawasaki Heavy Industries Ltd ADR (KWHIY) and Hitachi Ltd ADR (HTHIY). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%SeptemberOctoberNovemberDecember2025February
341.13%
1,461.47%
KWHIY
HTHIY

Key characteristics

Sharpe Ratio

KWHIY:

1.79

HTHIY:

1.69

Sortino Ratio

KWHIY:

2.51

HTHIY:

2.28

Omega Ratio

KWHIY:

1.30

HTHIY:

1.30

Calmar Ratio

KWHIY:

2.00

HTHIY:

3.35

Martin Ratio

KWHIY:

8.66

HTHIY:

10.27

Ulcer Index

KWHIY:

11.14%

HTHIY:

7.25%

Daily Std Dev

KWHIY:

54.10%

HTHIY:

44.12%

Max Drawdown

KWHIY:

-74.76%

HTHIY:

-83.83%

Current Drawdown

KWHIY:

-5.32%

HTHIY:

0.00%

Fundamentals

Market Cap

KWHIY:

$8.21B

HTHIY:

$129.62B

EPS

KWHIY:

$1.25

HTHIY:

$1.70

PE Ratio

KWHIY:

15.10

HTHIY:

33.31

PEG Ratio

KWHIY:

0.00

HTHIY:

1.26

Total Revenue (TTM)

KWHIY:

$1.06T

HTHIY:

$4.72T

Gross Profit (TTM)

KWHIY:

$206.89B

HTHIY:

$1.36T

EBITDA (TTM)

KWHIY:

$94.26B

HTHIY:

$621.01B

Returns By Period

In the year-to-date period, KWHIY achieves a 2.28% return, which is significantly lower than HTHIY's 13.47% return. Over the past 10 years, KWHIY has underperformed HTHIY with an annualized return of 1.72%, while HTHIY has yielded a comparatively higher 25.53% annualized return.


KWHIY

YTD

2.28%

1M

6.75%

6M

39.44%

1Y

84.56%

5Y*

18.43%

10Y*

1.72%

HTHIY

YTD

13.47%

1M

19.28%

6M

14.94%

1Y

77.07%

5Y*

37.40%

10Y*

25.53%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

KWHIY vs. HTHIY — Risk-Adjusted Performance Rank

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

KWHIY
The Risk-Adjusted Performance Rank of KWHIY is 8787
Overall Rank
The Sharpe Ratio Rank of KWHIY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of KWHIY is 8686
Sortino Ratio Rank
The Omega Ratio Rank of KWHIY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of KWHIY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of KWHIY is 8989
Martin Ratio Rank

HTHIY
The Risk-Adjusted Performance Rank of HTHIY is 8888
Overall Rank
The Sharpe Ratio Rank of HTHIY is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of HTHIY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HTHIY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of HTHIY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of HTHIY is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KWHIY vs. HTHIY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kawasaki Heavy Industries Ltd ADR (KWHIY) and Hitachi Ltd ADR (HTHIY). 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.


Sharpe ratio
The chart of Sharpe ratio for KWHIY, currently valued at 1.79, compared to the broader market-2.000.002.004.001.791.69
The chart of Sortino ratio for KWHIY, currently valued at 2.51, compared to the broader market-6.00-4.00-2.000.002.004.006.002.512.28
The chart of Omega ratio for KWHIY, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.30
The chart of Calmar ratio for KWHIY, currently valued at 2.00, compared to the broader market0.002.004.006.002.003.35
The chart of Martin ratio for KWHIY, currently valued at 8.66, compared to the broader market-10.000.0010.0020.0030.008.6610.27
KWHIY
HTHIY

The current KWHIY Sharpe Ratio is 1.79, which is comparable to the HTHIY Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of KWHIY and HTHIY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.79
1.69
KWHIY
HTHIY

Dividends

KWHIY vs. HTHIY - Dividend Comparison

KWHIY has not paid dividends to shareholders, while HTHIY's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
KWHIY
Kawasaki Heavy Industries Ltd ADR
0.00%0.00%2.51%1.59%0.95%0.00%2.99%2.73%1.25%3.33%2.60%1.84%
HTHIY
Hitachi Ltd ADR
0.45%0.52%1.49%1.98%5.60%11.92%10.22%13.45%8.07%9.93%8.43%6.96%

Drawdowns

KWHIY vs. HTHIY - Drawdown Comparison

The maximum KWHIY drawdown since its inception was -74.76%, smaller than the maximum HTHIY drawdown of -83.83%. Use the drawdown chart below to compare losses from any high point for KWHIY and HTHIY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.32%
0
KWHIY
HTHIY

Volatility

KWHIY vs. HTHIY - Volatility Comparison

The current volatility for Kawasaki Heavy Industries Ltd ADR (KWHIY) is 10.35%, while Hitachi Ltd ADR (HTHIY) has a volatility of 12.81%. This indicates that KWHIY experiences smaller price fluctuations and is considered to be less risky than HTHIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
10.35%
12.81%
KWHIY
HTHIY

Financials

KWHIY vs. HTHIY - Financials Comparison

This section allows you to compare key financial metrics between Kawasaki Heavy Industries Ltd ADR and Hitachi Ltd 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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