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MARUY vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MARUY and AAPL is 0.09, 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.


Performance

MARUY vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marubeni Corp ADR (MARUY) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MARUY:

0.03

AAPL:

0.15

Sortino Ratio

MARUY:

0.19

AAPL:

0.32

Omega Ratio

MARUY:

1.02

AAPL:

1.04

Calmar Ratio

MARUY:

-0.04

AAPL:

0.06

Martin Ratio

MARUY:

-0.06

AAPL:

0.19

Ulcer Index

MARUY:

18.27%

AAPL:

10.57%

Daily Std Dev

MARUY:

33.47%

AAPL:

33.12%

Max Drawdown

MARUY:

-71.68%

AAPL:

-81.80%

Current Drawdown

MARUY:

-1.73%

AAPL:

-24.43%

Fundamentals

Market Cap

MARUY:

$32.21B

AAPL:

$2.92T

EPS

MARUY:

$21.04

AAPL:

$6.42

PE Ratio

MARUY:

9.26

AAPL:

30.42

PEG Ratio

MARUY:

0.00

AAPL:

1.99

PS Ratio

MARUY:

0.00

AAPL:

7.28

PB Ratio

MARUY:

1.28

AAPL:

43.66

Total Revenue (TTM)

MARUY:

$2.05T

AAPL:

$400.37B

Gross Profit (TTM)

MARUY:

$303.71B

AAPL:

$186.70B

EBITDA (TTM)

MARUY:

$143.99B

AAPL:

$138.87B

Returns By Period

In the year-to-date period, MARUY achieves a 29.62% return, which is significantly higher than AAPL's -21.83% return. Over the past 10 years, MARUY has underperformed AAPL with an annualized return of 15.75%, while AAPL has yielded a comparatively higher 21.00% annualized return.


MARUY

YTD

29.62%

1M

11.00%

6M

25.39%

1Y

-0.43%

3Y*

21.75%

5Y*

34.54%

10Y*

15.75%

AAPL

YTD

-21.83%

1M

-6.57%

6M

-14.85%

1Y

3.27%

3Y*

12.23%

5Y*

20.30%

10Y*

21.00%

*Annualized

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Marubeni Corp ADR

Apple Inc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MARUY vs. AAPL — Risk-Adjusted Performance Rank

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

MARUY
The Risk-Adjusted Performance Rank of MARUY is 4747
Overall Rank
The Sharpe Ratio Rank of MARUY is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MARUY is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MARUY is 4242
Omega Ratio Rank
The Calmar Ratio Rank of MARUY is 5050
Calmar Ratio Rank
The Martin Ratio Rank of MARUY is 5050
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 5252
Overall Rank
The Sharpe Ratio Rank of AAPL is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 4646
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 4747
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 5555
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 5454
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.

MARUY vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marubeni Corp ADR (MARUY) and Apple Inc (AAPL). 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.


The current MARUY Sharpe Ratio is 0.03, which is lower than the AAPL Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of MARUY and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MARUY vs. AAPL - Dividend Comparison

MARUY has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.52%.


TTM20242023202220212020201920182017201620152014
MARUY
Marubeni Corp ADR
0.00%0.00%0.00%0.00%4.38%3.96%4.25%4.52%3.22%3.20%3.64%3.82%
AAPL
Apple Inc
0.52%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

MARUY vs. AAPL - Drawdown Comparison

The maximum MARUY drawdown since its inception was -71.68%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for MARUY and AAPL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MARUY vs. AAPL - Volatility Comparison

The current volatility for Marubeni Corp ADR (MARUY) is 6.93%, while Apple Inc (AAPL) has a volatility of 9.28%. This indicates that MARUY experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MARUY vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Marubeni Corp ADR and Apple 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.


Quarterly
Annual

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


0.00500.00B1.00T1.50T2.00T2.50T3.00T20212022202320242025
2.05T
95.36B
(MARUY) Total Revenue
(AAPL) Total Revenue
Values in USD except per share items