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

Correlation

The correlation between MARUY and RKLB is 0.18, 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

MARUY vs. RKLB - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%AugustSeptemberOctoberNovemberDecember
-21.17%
469.70%
MARUY
RKLB

Key characteristics

Sharpe Ratio

MARUY:

-0.13

RKLB:

4.73

Sortino Ratio

MARUY:

0.03

RKLB:

4.36

Omega Ratio

MARUY:

1.00

RKLB:

1.54

Calmar Ratio

MARUY:

-0.13

RKLB:

4.27

Martin Ratio

MARUY:

-0.27

RKLB:

20.87

Ulcer Index

MARUY:

13.75%

RKLB:

16.99%

Daily Std Dev

MARUY:

29.49%

RKLB:

74.94%

Max Drawdown

MARUY:

-71.68%

RKLB:

-82.96%

Current Drawdown

MARUY:

-23.86%

RKLB:

-7.45%

Fundamentals

Market Cap

MARUY:

$25.09B

RKLB:

$13.61B

EPS

MARUY:

$17.44

RKLB:

-$0.38

Total Revenue (TTM)

MARUY:

$5.55T

RKLB:

$363.82M

Gross Profit (TTM)

MARUY:

$846.47B

RKLB:

$88.55M

EBITDA (TTM)

MARUY:

$466.37B

RKLB:

-$151.73M

Returns By Period


MARUY

YTD

0.00%

1M

0.51%

6M

-21.40%

1Y

-3.69%

5Y*

16.51%

10Y*

13.39%

RKLB

YTD

375.95%

1M

-3.52%

6M

479.74%

1Y

375.95%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MARUY vs. RKLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marubeni Corp ADR (MARUY) and Rocket Lab USA, Inc. (RKLB). 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 MARUY, currently valued at -0.13, compared to the broader market-4.00-2.000.002.00-0.135.03
The chart of Sortino ratio for MARUY, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.034.49
The chart of Omega ratio for MARUY, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.56
The chart of Calmar ratio for MARUY, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.134.53
The chart of Martin ratio for MARUY, currently valued at -0.27, compared to the broader market0.005.0010.0015.0020.0025.00-0.2722.13
MARUY
RKLB

The current MARUY Sharpe Ratio is -0.13, which is lower than the RKLB Sharpe Ratio of 4.73. The chart below compares the historical Sharpe Ratios of MARUY and RKLB, 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 Ratio0.002.004.006.00AugustSeptemberOctoberNovemberDecember
-0.13
5.03
MARUY
RKLB

Dividends

MARUY vs. RKLB - Dividend Comparison

Neither MARUY nor RKLB has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
MARUY
Marubeni Corp ADR
0.00%0.00%0.00%4.38%3.96%4.25%4.52%3.22%3.20%3.64%3.82%
RKLB
Rocket Lab USA, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MARUY vs. RKLB - Drawdown Comparison

The maximum MARUY drawdown since its inception was -71.68%, smaller than the maximum RKLB drawdown of -82.96%. Use the drawdown chart below to compare losses from any high point for MARUY and RKLB. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember
-23.86%
-7.45%
MARUY
RKLB

Volatility

MARUY vs. RKLB - Volatility Comparison

The current volatility for Marubeni Corp ADR (MARUY) is 5.83%, while Rocket Lab USA, Inc. (RKLB) has a volatility of 26.93%. This indicates that MARUY experiences smaller price fluctuations and is considered to be less risky than RKLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember
5.83%
26.93%
MARUY
RKLB

Financials

MARUY vs. RKLB - Financials Comparison

This section allows you to compare key financial metrics between Marubeni Corp ADR and Rocket Lab USA, 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


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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