MARUY vs. STHH
MARUY (Marubeni Corp ADR) is a stock, while STHH (STMicroelectronics NV ADRhedged) is Technology Equities fund tracking the STMicroelectronics NV Local Shares Total Return. Over the past year, MARUY returned 46.71% vs 147.03% for STHH. At a 0.30 correlation, their price movements are largely independent.
Performance
MARUY vs. STHH - Performance Comparison
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Returns By Period
In the year-to-date period, MARUY achieves a 4.93% return, which is significantly lower than STHH's 184.91% return.
MARUY
- 1D
- -1.36%
- 1M
- -12.60%
- YTD
- 4.93%
- 6M
- 3.88%
- 1Y
- 46.71%
- 3Y*
- 19.41%
- 5Y*
- 27.30%
- 10Y*
- 21.70%
STHH
- 1D
- -0.98%
- 1M
- 9.64%
- YTD
- 184.91%
- 6M
- 183.51%
- 1Y
- 147.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MARUY vs. STHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MARUY Marubeni Corp ADR | 4.93% | 61.73% |
STHH STMicroelectronics NV ADRhedged | 184.91% | 17.60% |
Correlation
The correlation between MARUY and STHH is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | 0.30 |
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Return for Risk
MARUY vs. STHH — Risk / Return Rank
MARUY
STHH
MARUY vs. STHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marubeni Corp ADR (MARUY) and STMicroelectronics NV ADRhedged (STHH). 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.
| MARUY | STHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.45 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 4.37 | -2.76 |
| Martin ratioReturn relative to average drawdown | 4.86 | 9.88 | -5.02 |
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Drawdowns
MARUY vs. STHH - Drawdown Comparison
The maximum MARUY drawdown since its inception was -71.93%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for MARUY and STHH.
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Drawdown Indicators
| MARUY | STHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.93% | -33.89% | -38.04% |
Max Drawdown (1Y)Largest decline over 1 year | -29.19% | -33.89% | +4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -29.19% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -53.87% | — | — |
Current DrawdownCurrent decline from peak | -29.19% | -9.01% | -20.18% |
Average DrawdownAverage peak-to-trough decline | -27.48% | -10.17% | -17.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.64% | 14.94% | -5.30% |
Volatility
MARUY vs. STHH - Volatility Comparison
The current volatility for Marubeni Corp ADR (MARUY) is 10.00%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 25.53%. This indicates that MARUY experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MARUY | STHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 25.53% | -15.53% |
Volatility (6M)Calculated over the trailing 6-month period | 27.42% | 41.17% | -13.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.23% | 52.69% | -20.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.30% | 51.44% | -21.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.59% | 51.44% | -22.85% |
Dividends
MARUY vs. STHH - Dividend Comparison
MARUY has not paid dividends to shareholders, while STHH's dividend yield for the trailing twelve months is around 0.71%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MARUY Marubeni Corp ADR | 0.00% | 1.27% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.72% | 3.22% |
STHH STMicroelectronics NV ADRhedged | 0.71% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MARUY and STHH have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (25.53%) compared to MARUY (10.00%). In terms of maximum drawdown, MARUY dropped -71.93% vs STHH's -33.89%.
STHH currently has the higher Sharpe Ratio (2.81 vs 1.46), 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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