MRAAY vs. KWHIY
MRAAY (Murata Manufacturing Inc) and KWHIY (Kawasaki Heavy Industries Ltd ADR) are both stocks. MRAAY operates in Electronic Components (Technology), while KWHIY operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, MRAAY returned 13.95%/yr vs 12.55%/yr for KWHIY. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
MRAAY vs. KWHIY - Performance Comparison
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Returns By Period
In the year-to-date period, MRAAY achieves a 125.73% return, which is significantly higher than KWHIY's 30.47% return. Over the past 10 years, MRAAY has outperformed KWHIY with an annualized return of 13.95%, while KWHIY has yielded a comparatively lower 12.55% 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%
KWHIY
- 1D
- 1.47%
- 1M
- -0.58%
- 6M
- 2.77%
- YTD
- 30.47%
- 1Y
- 16.35%
- 3Y*
- 50.22%
- 5Y*
- 33.17%
- 10Y*
- 12.55%
- ALL TIME*
- 8.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.87M | $2.24M | $2.06M | |
| $17.06M | $21.27M | $24.49M |
MRAAY vs. KWHIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRAAY Murata Manufacturing Inc | 125.73% | 30.64% | -23.61% | 28.72% | -38.35% | -11.42% | 47.88% | 36.50% | 0.24% | 0.69% |
KWHIY Kawasaki Heavy Industries Ltd ADR | 30.47% | 44.36% | 113.86% | -5.41% | 24.97% | -17.66% | 4.24% | 1.23% | -39.85% | 14.23% |
Correlation
The correlation between MRAAY and KWHIY is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.28 |
Fundamentals
MRAAY:
$82.53B
KWHIY:
$14.39B
MRAAY:
¥42.02
KWHIY:
¥52.66
MRAAY:
87.13
KWHIY:
20.60
MRAAY:
7.21
KWHIY:
0.97
MRAAY:
4.90
KWHIY:
2.57
MRAAY:
¥1.86T
KWHIY:
¥2.34T
MRAAY:
¥785.70B
KWHIY:
¥461.47B
MRAAY:
¥475.40B
KWHIY:
¥239.54B
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Return for Risk
MRAAY vs. KWHIY — Risk / Return Rank
MRAAY
KWHIY
MRAAY vs. KWHIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Murata Manufacturing Inc (MRAAY) and Kawasaki Heavy Industries Ltd ADR (KWHIY). 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.
| MRAAY | KWHIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.10 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 0.53 | +3.74 |
| Martin ratioReturn relative to average drawdown | 18.19 | 1.00 | +17.19 |
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Drawdowns
MRAAY vs. KWHIY - Drawdown Comparison
The maximum MRAAY drawdown since its inception was -80.45%, which is greater than KWHIY's maximum drawdown of -71.68%. Use the drawdown chart below to compare losses from any high point for MRAAY and KWHIY.
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Drawdown Indicators
| MRAAY | KWHIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.45% | -71.68% | -8.77% |
Max Drawdown (1Y)Largest decline over 1 year | -50.24% | -32.04% | -18.20% |
Max Drawdown (3Y)Largest decline over 3 years | -50.24% | -38.76% | -11.48% |
Max Drawdown (5Y)Largest decline over 5 years | -58.28% | -38.76% | -19.52% |
Max Drawdown (10Y)Largest decline over 10 years | -61.92% | -71.68% | +9.76% |
Current DrawdownCurrent decline from peak | -39.25% | -28.07% | -11.18% |
Average DrawdownAverage peak-to-trough decline | -41.22% | -33.29% | -7.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.78% | 16.99% | -5.21% |
Volatility
MRAAY vs. KWHIY - Volatility Comparison
Murata Manufacturing Inc (MRAAY) has a higher volatility of 35.05% compared to Kawasaki Heavy Industries Ltd ADR (KWHIY) at 13.41%. This indicates that MRAAY's price experiences larger fluctuations and is considered to be riskier than KWHIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRAAY | KWHIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 35.05% | 13.41% | +21.64% |
Volatility (6M)Calculated over the trailing 6-month period | 60.63% | 42.03% | +18.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.06% | 53.48% | +12.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.96% | 49.20% | -9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.56% | 44.19% | -8.63% |
Dividends
MRAAY vs. KWHIY - Dividend Comparison
Neither MRAAY nor KWHIY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
KWHIY Kawasaki Heavy Industries Ltd ADR | 0.00% | 0.84% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.50% | 3.33% |
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% |
Financials
MRAAY vs. KWHIY - Financials Comparison
This section allows you to compare key financial metrics between Murata Manufacturing Inc and Kawasaki Heavy Industries 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
MRAAY vs. KWHIY - Profitability Comparison
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%.
KWHIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Kawasaki Heavy Industries Ltd ADR reported a gross profit of 156.76B and revenue of 763.64B. Therefore, the gross margin over that period was 20.5%.
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%.
KWHIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Kawasaki Heavy Industries Ltd ADR reported an operating income of 59.74B and revenue of 763.64B, resulting in an operating margin of 7.8%.
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%.
KWHIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Kawasaki Heavy Industries Ltd ADR reported a net income of 43.08B and revenue of 763.64B, resulting in a net margin of 5.6%.
Frequently Asked Questions
MRAAY and KWHIY have a correlation of 0.28, 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 KWHIY (13.41%). In terms of maximum drawdown, MRAAY dropped -80.45% vs KWHIY's -71.68%.
MRAAY currently has the higher Sharpe Ratio (3.25 vs 0.32), 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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