MPNGY vs. FRCOY
MPNGY (Meituan ADR) and FRCOY (Fast Retailing Co Ltd ADR) are both stocks. Both are in the Consumer Cyclical sector — MPNGY in Internet Retail, FRCOY in Apparel Retail. Over the past 5 years, MPNGY returned -23.83%/yr vs 13.66%/yr for FRCOY. At a 0.25 correlation, their price movements are largely independent.
Performance
MPNGY vs. FRCOY - Performance Comparison
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Returns By Period
In the year-to-date period, MPNGY achieves a -23.46% return, which is significantly lower than FRCOY's 35.47% return.
MPNGY
- 1D
- -5.92%
- 1M
- -5.47%
- YTD
- -23.46%
- 6M
- -18.22%
- 1Y
- -41.50%
- 3Y*
- -13.47%
- 5Y*
- -23.83%
- 10Y*
- —
FRCOY
- 1D
- -2.95%
- 1M
- 5.19%
- YTD
- 35.47%
- 6M
- 34.73%
- 1Y
- 46.11%
- 3Y*
- 27.39%
- 5Y*
- 13.66%
- 10Y*
- 18.49%
MPNGY vs. FRCOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MPNGY Meituan ADR | -23.46% | -32.00% | 84.72% | -52.51% | -23.47% | -22.79% | 189.35% | 2.52% |
FRCOY Fast Retailing Co Ltd ADR | 35.47% | 7.87% | 37.62% | 21.99% | 6.90% | -36.95% | 50.62% | -4.77% |
Correlation
The correlation between MPNGY and FRCOY is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2019 | 0.25 |
Fundamentals
MPNGY:
$61.73B
FRCOY:
$150.69B
MPNGY:
-$13.06
FRCOY:
$157.47
MPNGY:
0.17
FRCOY:
0.04
MPNGY:
0.41
FRCOY:
0.06
MPNGY:
$367.03B
FRCOY:
$3.70T
MPNGY:
$103.96B
FRCOY:
$1.89T
MPNGY:
-$36.06B
FRCOY:
$923.74B
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Return for Risk
MPNGY vs. FRCOY — Risk / Return Rank
MPNGY
FRCOY
MPNGY vs. FRCOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meituan ADR (MPNGY) and Fast Retailing Co Ltd ADR (FRCOY). 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.
| MPNGY | FRCOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.59 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.23 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.63 | -3.46 |
| Martin ratioReturn relative to average drawdown | -1.24 | 6.91 | -8.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MPNGY | FRCOY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.00 | 1.34 | -2.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | 0.46 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.50 | -0.55 |
Drawdowns
MPNGY vs. FRCOY - Drawdown Comparison
The maximum MPNGY drawdown since its inception was -86.40%, which is greater than FRCOY's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for MPNGY and FRCOY.
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Drawdown Indicators
| MPNGY | FRCOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.40% | -57.39% | -29.01% |
Max Drawdown (1Y)Largest decline over 1 year | -50.12% | -17.59% | -32.53% |
Max Drawdown (3Y)Largest decline over 3 years | -66.89% | -22.72% | -44.17% |
Max Drawdown (5Y)Largest decline over 5 years | -81.43% | -44.19% | -37.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.39% | — |
Current DrawdownCurrent decline from peak | -82.65% | -5.53% | -77.12% |
Average DrawdownAverage peak-to-trough decline | -54.15% | -19.26% | -34.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.48% | 6.70% | +26.78% |
Volatility
MPNGY vs. FRCOY - Volatility Comparison
Meituan ADR (MPNGY) has a higher volatility of 18.67% compared to Fast Retailing Co Ltd ADR (FRCOY) at 10.73%. This indicates that MPNGY's price experiences larger fluctuations and is considered to be riskier than FRCOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPNGY | FRCOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.67% | 10.73% | +7.94% |
Volatility (6M)Calculated over the trailing 6-month period | 32.16% | 24.84% | +7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.79% | 34.51% | +7.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.68% | 30.08% | +31.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.10% | 29.94% | +31.16% |
Dividends
MPNGY vs. FRCOY - Dividend Comparison
Neither MPNGY nor FRCOY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 0.00% | 0.45% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.81% | 0.90% | 0.83% |
MPNGY Meituan ADR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MPNGY vs. FRCOY - Financials Comparison
This section allows you to compare key financial metrics between Meituan ADR and Fast Retailing Co Ltd 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.
Total Revenue: Total amount of money received from sales and other business activities
MPNGY vs. FRCOY - Profitability Comparison
MPNGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meituan ADR reported a gross profit of 25.81B and revenue of 90.49B. Therefore, the gross margin over that period was 28.5%.
FRCOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a gross profit of 487.02B and revenue of 1.03T. Therefore, the gross margin over that period was 47.2%.
MPNGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meituan ADR reported an operating income of -7.42B and revenue of 90.49B, resulting in an operating margin of -8.2%.
FRCOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported an operating income of 182.06B and revenue of 1.03T, resulting in an operating margin of 17.7%.
MPNGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meituan ADR reported a net income of -6.79B and revenue of 90.49B, resulting in a net margin of -7.5%.
FRCOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a net income of 132.38B and revenue of 1.03T, resulting in a net margin of 12.8%.
Frequently Asked Questions
MPNGY and FRCOY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPNGY has higher volatility (18.67%) compared to FRCOY (10.73%). In terms of maximum drawdown, MPNGY dropped -86.40% vs FRCOY's -57.39%.
FRCOY currently has the higher Sharpe Ratio (1.34 vs -1.00), 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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