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

Correlation

The correlation between MARUY and NTTYY is 0.20, 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. NTTYY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MARUY:

0.03

NTTYY:

0.46

Sortino Ratio

MARUY:

0.19

NTTYY:

0.72

Omega Ratio

MARUY:

1.02

NTTYY:

1.08

Calmar Ratio

MARUY:

-0.04

NTTYY:

0.26

Martin Ratio

MARUY:

-0.06

NTTYY:

0.99

Ulcer Index

MARUY:

18.27%

NTTYY:

7.57%

Daily Std Dev

MARUY:

33.47%

NTTYY:

18.74%

Max Drawdown

MARUY:

-71.68%

NTTYY:

-84.64%

Current Drawdown

MARUY:

-1.73%

NTTYY:

-18.34%

Fundamentals

Market Cap

MARUY:

$32.21B

NTTYY:

$87.37B

EPS

MARUY:

$21.04

NTTYY:

$2.08

PE Ratio

MARUY:

9.26

NTTYY:

12.69

PEG Ratio

MARUY:

0.00

NTTYY:

2.03

PS Ratio

MARUY:

0.00

NTTYY:

0.01

PB Ratio

MARUY:

1.28

NTTYY:

1.23

Total Revenue (TTM)

MARUY:

$2.05T

NTTYY:

$3.24T

Gross Profit (TTM)

MARUY:

$303.71B

NTTYY:

$917.09B

EBITDA (TTM)

MARUY:

$143.99B

NTTYY:

$878.26B

Returns By Period

In the year-to-date period, MARUY achieves a 29.62% return, which is significantly higher than NTTYY's 5.04% return. Over the past 10 years, MARUY has outperformed NTTYY with an annualized return of 15.75%, while NTTYY has yielded a comparatively lower 6.95% annualized return.


MARUY

YTD

29.62%

1M

11.00%

6M

25.40%

1Y

-0.43%

3Y*

21.75%

5Y*

34.54%

10Y*

15.75%

NTTYY

YTD

5.04%

1M

2.17%

6M

5.31%

1Y

8.63%

3Y*

-3.78%

5Y*

5.70%

10Y*

6.95%

*Annualized

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Marubeni Corp ADR

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Risk-Adjusted Performance

MARUY vs. NTTYY — 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 4848
Overall Rank
The Sharpe Ratio Rank of MARUY is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of MARUY is 4343
Sortino Ratio Rank
The Omega Ratio Rank of MARUY is 4242
Omega Ratio Rank
The Calmar Ratio Rank of MARUY is 4949
Calmar Ratio Rank
The Martin Ratio Rank of MARUY is 5050
Martin Ratio Rank

NTTYY
The Risk-Adjusted Performance Rank of NTTYY is 6363
Overall Rank
The Sharpe Ratio Rank of NTTYY is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of NTTYY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of NTTYY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of NTTYY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of NTTYY is 6565
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. NTTYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marubeni Corp ADR (MARUY) and Nippon Telegraph and Telephone Corp ADR (NTTYY). 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 NTTYY Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of MARUY and NTTYY, 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. NTTYY - Dividend Comparison

Neither MARUY nor NTTYY has paid dividends to shareholders.


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%
NTTYY
Nippon Telegraph and Telephone Corp ADR
0.00%0.00%2.80%3.10%3.60%3.61%3.45%3.50%2.54%2.63%3.78%9.55%

Drawdowns

MARUY vs. NTTYY - Drawdown Comparison

The maximum MARUY drawdown since its inception was -71.68%, smaller than the maximum NTTYY drawdown of -84.64%. Use the drawdown chart below to compare losses from any high point for MARUY and NTTYY.


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

Volatility

MARUY vs. NTTYY - Volatility Comparison

Marubeni Corp ADR (MARUY) has a higher volatility of 6.93% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 5.88%. This indicates that MARUY's price experiences larger fluctuations and is considered to be riskier than NTTYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MARUY vs. NTTYY - Financials Comparison

This section allows you to compare key financial metrics between Marubeni Corp ADR and Nippon Telegraph and Telephone Corp 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


0.001.00T2.00T3.00T4.00TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024April
2.05T
3.24T
(MARUY) Total Revenue
(NTTYY) Total Revenue
Values in USD except per share items