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MRAAY vs. FUWAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MRAAY vs. FUWAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murata Manufacturing Inc (MRAAY) and Furukawa Electric Co Ltd ADR (FUWAY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MRAAY achieves a 125.73% return, which is significantly lower than FUWAY's 225.15% return. Over the past 10 years, MRAAY has underperformed FUWAY with an annualized return of 13.95%, while FUWAY has yielded a comparatively higher 23.05% annualized return.


MRAAY

1D
0.52%
1M
-28.84%
6M
129.97%
YTD
125.73%
1Y
207.13%
3Y*
33.47%
5Y*
11.58%
10Y*
13.95%
ALL TIME*
6.37%

FUWAY

1D
2.24%
1M
-23.20%
6M
113.33%
YTD
225.15%
1Y
250.24%
3Y*
116.76%
5Y*
50.89%
10Y*
23.05%
ALL TIME*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.20M$2.01M$1.51M
$17.06M$21.27M$24.49M

MRAAY vs. FUWAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRAAY
Murata Manufacturing Inc
125.73%30.64%-23.61%28.72%-38.35%-11.42%47.88%36.50%0.24%0.69%
FUWAY
Furukawa Electric Co Ltd ADR
225.15%40.83%180.00%-16.76%-10.55%-24.71%5.34%12.07%-54.09%63.85%

Correlation

The correlation between MRAAY and FUWAY is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

Correlation (3Y)
Balances recent behavior with more history.

0.21

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.15

Correlation (10Y)
Provides a long-term view across more market conditions.

0.09

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2009

0.08

Over the past year, MRAAY and FUWAY have become more correlated (0.39) than their long-term average of 0.08, meaning their price movements have been converging.

Fundamentals

Market Cap

MRAAY:

$82.53B

FUWAY:

$13.53B

EPS

MRAAY:

¥42.02

FUWAY:

¥508.64

PE Ratio

MRAAY:

87.13

FUWAY:

2.97

PS Ratio

MRAAY:

7.21

FUWAY:

0.15

PB Ratio

MRAAY:

4.90

FUWAY:

0.51

Total Revenue (TTM)

MRAAY:

¥1.86T

FUWAY:

¥1.39T

Gross Profit (TTM)

MRAAY:

¥785.70B

FUWAY:

¥233.06B

EBITDA (TTM)

MRAAY:

¥475.40B

FUWAY:

¥119.61B

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Return for Risk

MRAAY vs. FUWAY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MRAAY
MRAAY Risk / Return Rank: 9696
Overall Rank
MRAAY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MRAAY Sortino Ratio Rank: 9595
Sortino Ratio Rank
MRAAY Omega Ratio Rank: 9595
Omega Ratio Rank
MRAAY Calmar Ratio Rank: 9393
Calmar Ratio Rank
MRAAY Martin Ratio Rank: 9797
Martin Ratio Rank

FUWAY
FUWAY Risk / Return Rank: 9595
Overall Rank
FUWAY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FUWAY Sortino Ratio Rank: 9595
Sortino Ratio Rank
FUWAY Omega Ratio Rank: 9696
Omega Ratio Rank
FUWAY Calmar Ratio Rank: 9494
Calmar Ratio Rank
FUWAY Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MRAAY vs. FUWAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Murata Manufacturing Inc (MRAAY) and Furukawa Electric Co Ltd ADR (FUWAY). 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.


MRAAYFUWAYDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.48

1.50

-0.02

Calmar ratioReturn relative to maximum drawdown

4.28

4.57

-0.30

Martin ratioReturn relative to average drawdown

18.19

15.21

+2.99

MRAAY vs. FUWAY - Sharpe Ratio Comparison

The current MRAAY Sharpe Ratio is 3.25, which is comparable to the FUWAY Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of MRAAY and FUWAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MRAAY vs. FUWAY - Drawdown Comparison

The maximum MRAAY drawdown since its inception was -80.45%, which is greater than FUWAY's maximum drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for MRAAY and FUWAY.


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Drawdown Indicators


MRAAYFUWAYDifference

Max Drawdown

Largest peak-to-trough decline

-80.45%

-76.41%

-4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-50.24%

-55.12%

+4.88%

Max Drawdown (3Y)

Largest decline over 3 years

-50.24%

-55.12%

+4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-58.28%

-55.12%

-3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-61.92%

-76.41%

+14.49%

Current Drawdown

Current decline from peak

-39.25%

-49.55%

+10.30%

Average Drawdown

Average peak-to-trough decline

-41.22%

-46.17%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.78%

16.54%

-4.76%

Volatility

MRAAY vs. FUWAY - Volatility Comparison

Murata Manufacturing Inc (MRAAY) has a higher volatility of 35.05% compared to Furukawa Electric Co Ltd ADR (FUWAY) at 19.41%. This indicates that MRAAY's price experiences larger fluctuations and is considered to be riskier than FUWAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRAAYFUWAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.05%

19.41%

+15.64%

Volatility (6M)

Calculated over the trailing 6-month period

60.63%

74.10%

-13.47%

Volatility (1Y)

Calculated over the trailing 1-year period

66.06%

92.46%

-26.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.96%

57.87%

-17.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.56%

47.88%

-12.32%

Dividends

MRAAY vs. FUWAY - Dividend Comparison

Neither MRAAY nor FUWAY has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FUWAY
Furukawa Electric Co Ltd ADR
0.00%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.98%14.14%1.14%
MRAAY
Murata Manufacturing Inc
0.00%1.01%1.10%0.00%0.00%0.66%0.00%0.00%0.00%0.00%1.53%0.00%

Financials

MRAAY vs. FUWAY - Financials Comparison

This section allows you to compare key financial metrics between Murata Manufacturing Inc and Furukawa Electric 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.


Quarterly
Annual

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


Values in USD except per share items

MRAAY vs. FUWAY - Profitability Comparison

The chart below illustrates the profitability comparison between Murata Manufacturing Inc and Furukawa Electric Co Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

MRAAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Murata Manufacturing Inc reported a gross profit of 202.76B and revenue of 469.09B. Therefore, the gross margin over that period was 43.2%.

FUWAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Furukawa Electric Co Ltd ADR reported a gross profit of 69.53B and revenue of 425.90B. Therefore, the gross margin over that period was 16.3%.

MRAAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Murata Manufacturing Inc reported an operating income of 74.29B and revenue of 469.09B, resulting in an operating margin of 15.8%.

FUWAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Furukawa Electric Co Ltd ADR reported an operating income of 29.25B and revenue of 425.90B, resulting in an operating margin of 6.9%.

MRAAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Murata Manufacturing Inc reported a net income of 77.98B and revenue of 469.09B, resulting in a net margin of 16.6%.

FUWAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Furukawa Electric Co Ltd ADR reported a net income of 35.55B and revenue of 425.90B, resulting in a net margin of 8.4%.


Frequently Asked Questions


MRAAY and FUWAY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRAAY has higher volatility (35.05%) compared to FUWAY (19.41%). In terms of maximum drawdown, MRAAY dropped -80.45% vs FUWAY's -76.41%.

MRAAY currently has the higher Sharpe Ratio (3.25 vs 2.73), 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.

Portfolio Optimizer

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