KWHIY vs. MRAAY
KWHIY (Kawasaki Heavy Industries Ltd ADR) and MRAAY (Murata Manufacturing Inc) are both stocks. KWHIY operates in Specialty Industrial Machinery (Industrials), while MRAAY operates in Electronic Components (Technology). Over the past 10 years, KWHIY returned 12.55%/yr vs 13.95%/yr for MRAAY. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
KWHIY vs. MRAAY - Performance Comparison
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Returns By Period
In the year-to-date period, KWHIY achieves a 30.47% return, which is significantly lower than MRAAY's 125.73% return. Over the past 10 years, KWHIY has underperformed MRAAY with an annualized return of 12.55%, while MRAAY has yielded a comparatively higher 13.95% annualized return.
KWHIY
- 1D
- 1.47%
- 1M
- -0.58%
- 6M
- 2.77%
- YTD
- 30.47%
- 1Y
- 16.35%
- 3Y*
- 50.22%
- 5Y*
- 33.17%
- 10Y*
- 12.55%
- ALL TIME*
- 8.92%
MRAAY
- 1D
- 0.52%
- 1M
- -28.84%
- 6M
- 129.97%
- YTD
- 125.73%
- 1Y
- 207.13%
- 3Y*
- 33.47%
- 5Y*
- 11.58%
- 10Y*
- 13.95%
- ALL TIME*
- 6.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.87M | $2.24M | $2.06M | |
| $17.06M | $21.27M | $24.49M |
KWHIY vs. MRAAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KWHIY Kawasaki Heavy Industries Ltd ADR | 30.47% | 44.36% | 113.86% | -5.41% | 24.97% | -17.66% | 4.24% | 1.23% | -39.85% | 14.23% |
MRAAY Murata Manufacturing Inc | 125.73% | 30.64% | -23.61% | 28.72% | -38.35% | -11.42% | 47.88% | 36.50% | 0.24% | 0.69% |
Correlation
The correlation between KWHIY and MRAAY is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.28 |
Fundamentals
KWHIY:
$14.39B
MRAAY:
$82.53B
KWHIY:
¥52.66
MRAAY:
¥42.02
KWHIY:
20.60
MRAAY:
87.13
KWHIY:
0.97
MRAAY:
7.21
KWHIY:
2.57
MRAAY:
4.90
KWHIY:
¥2.34T
MRAAY:
¥1.86T
KWHIY:
¥461.47B
MRAAY:
¥785.70B
KWHIY:
¥239.54B
MRAAY:
¥475.40B
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Return for Risk
KWHIY vs. MRAAY — Risk / Return Rank
KWHIY
MRAAY
KWHIY vs. MRAAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kawasaki Heavy Industries Ltd ADR (KWHIY) and Murata Manufacturing Inc (MRAAY). 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 | MRAAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.48 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 4.28 | -3.74 |
| Martin ratioReturn relative to average drawdown | 1.00 | 18.19 | -17.19 |
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Drawdowns
KWHIY vs. MRAAY - Drawdown Comparison
The maximum KWHIY drawdown since its inception was -71.68%, smaller than the maximum MRAAY drawdown of -80.45%. Use the drawdown chart below to compare losses from any high point for KWHIY and MRAAY.
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Drawdown Indicators
| KWHIY | MRAAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.68% | -80.45% | +8.77% |
Max Drawdown (1Y)Largest decline over 1 year | -32.04% | -50.24% | +18.20% |
Max Drawdown (3Y)Largest decline over 3 years | -38.76% | -50.24% | +11.48% |
Max Drawdown (5Y)Largest decline over 5 years | -38.76% | -58.28% | +19.52% |
Max Drawdown (10Y)Largest decline over 10 years | -71.68% | -61.92% | -9.76% |
Current DrawdownCurrent decline from peak | -28.07% | -39.25% | +11.18% |
Average DrawdownAverage peak-to-trough decline | -33.29% | -41.22% | +7.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.99% | 11.78% | +5.21% |
Volatility
KWHIY vs. MRAAY - Volatility Comparison
The current volatility for Kawasaki Heavy Industries Ltd ADR (KWHIY) is 13.41%, while Murata Manufacturing Inc (MRAAY) has a volatility of 35.05%. This indicates that KWHIY experiences smaller price fluctuations and is considered to be less risky than MRAAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KWHIY | MRAAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | 35.05% | -21.64% |
Volatility (6M)Calculated over the trailing 6-month period | 42.03% | 60.63% | -18.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.48% | 66.06% | -12.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.20% | 39.96% | +9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.19% | 35.56% | +8.63% |
Dividends
KWHIY vs. MRAAY - Dividend Comparison
Neither KWHIY nor MRAAY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MRAAY Murata Manufacturing Inc | 0.00% | 1.01% | 1.10% | 0.00% | 0.00% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 1.53% |
Financials
KWHIY vs. MRAAY - Financials Comparison
This section allows you to compare key financial metrics between Kawasaki Heavy Industries Ltd ADR and Murata Manufacturing 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. MRAAY - Profitability Comparison
KWHIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
MRAAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Murata Manufacturing Inc reported a gross profit of 202.76B and revenue of 469.09B. Therefore, the gross margin over that period was 43.2%.
KWHIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.
MRAAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Murata Manufacturing Inc reported an operating income of 74.29B and revenue of 469.09B, resulting in an operating margin of 15.8%.
KWHIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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%.
MRAAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Murata Manufacturing Inc reported a net income of 77.98B and revenue of 469.09B, resulting in a net margin of 16.6%.
Frequently Asked Questions
KWHIY and MRAAY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRAAY has higher volatility (35.05%) compared to KWHIY (13.41%). In terms of maximum drawdown, KWHIY dropped -71.68% vs MRAAY's -80.45%.
MRAAY currently has the higher Sharpe Ratio (3.25 vs 0.32), 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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