MRAAY vs. TTDKY
MRAAY (Murata Manufacturing Inc) and TTDKY (TDK Corp ADR) are both stocks. Both operate in the Electronic Components industry within the Technology sector. Over the past 10 years, MRAAY returned 19.05%/yr vs 20.10%/yr for TTDKY. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
MRAAY vs. TTDKY - Performance Comparison
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Returns By Period
In the year-to-date period, MRAAY achieves a 233.30% return, which is significantly higher than TTDKY's 67.52% return. Over the past 10 years, MRAAY has underperformed TTDKY with an annualized return of 19.05%, while TTDKY has yielded a comparatively higher 20.10% annualized return.
MRAAY
- 1D
- 1.18%
- 1M
- 52.58%
- YTD
- 233.30%
- 6M
- 238.56%
- 1Y
- 380.14%
- 3Y*
- 55.50%
- 5Y*
- 23.03%
- 10Y*
- 19.05%
TTDKY
- 1D
- -1.62%
- 1M
- 11.26%
- YTD
- 67.52%
- 6M
- 66.57%
- 1Y
- 117.30%
- 3Y*
- 47.85%
- 5Y*
- 24.63%
- 10Y*
- 20.10%
MRAAY vs. TTDKY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRAAY Murata Manufacturing Inc | 233.30% | 30.64% | -23.61% | 28.72% | -38.35% | -11.42% | 47.88% | 36.50% | 0.24% | 0.69% |
TTDKY TDK Corp ADR | 67.52% | 9.92% | 37.95% | 45.42% | -16.86% | -22.54% | 34.55% | 59.89% | -11.84% | 16.59% |
Correlation
The correlation between MRAAY and TTDKY is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2009 | 0.51 |
The correlation between MRAAY and TTDKY shifts across timeframes, from 0.51 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MRAAY:
$125.41B
TTDKY:
$44.87B
MRAAY:
¥41.88
TTDKY:
¥104.42
MRAAY:
132.56
TTDKY:
36.58
MRAAY:
10.97
TTDKY:
2.86
MRAAY:
7.43
TTDKY:
3.30
MRAAY:
¥1.86T
TTDKY:
¥2.54T
MRAAY:
¥785.70B
TTDKY:
¥794.41B
MRAAY:
¥475.40B
TTDKY:
¥492.99B
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Return for Risk
MRAAY vs. TTDKY — Risk / Return Rank
MRAAY
TTDKY
MRAAY vs. TTDKY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Murata Manufacturing Inc (MRAAY) and TDK Corp ADR (TTDKY). 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 | TTDKY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.58 | ||
| Sortino ratioReturn per unit of downside risk | +3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.80 | 1.36 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 19.07 | 3.62 | +15.45 |
| Martin ratioReturn relative to average drawdown | 54.66 | 7.88 | +46.78 |
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Drawdowns
MRAAY vs. TTDKY - Drawdown Comparison
The maximum MRAAY drawdown since its inception was -80.45%, which is greater than TTDKY's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for MRAAY and TTDKY.
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Drawdown Indicators
| MRAAY | TTDKY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.45% | -54.04% | -26.41% |
Max Drawdown (1Y)Largest decline over 1 year | -20.09% | -32.56% | +12.47% |
Max Drawdown (3Y)Largest decline over 3 years | -45.14% | -39.71% | -5.43% |
Max Drawdown (5Y)Largest decline over 5 years | -58.28% | -39.71% | -18.57% |
Max Drawdown (10Y)Largest decline over 10 years | -61.92% | -51.75% | -10.17% |
Current DrawdownCurrent decline from peak | -10.30% | -8.84% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -41.30% | -23.46% | -17.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.00% | 14.93% | -7.93% |
Volatility
MRAAY vs. TTDKY - Volatility Comparison
Murata Manufacturing Inc (MRAAY) has a higher volatility of 36.60% compared to TDK Corp ADR (TTDKY) at 21.77%. This indicates that MRAAY's price experiences larger fluctuations and is considered to be riskier than TTDKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRAAY | TTDKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.60% | 21.77% | +14.83% |
Volatility (6M)Calculated over the trailing 6-month period | 48.58% | 41.23% | +7.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.65% | 51.23% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.76% | 38.98% | -2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.89% | 36.25% | -2.36% |
Dividends
MRAAY vs. TTDKY - Dividend Comparison
Neither MRAAY nor TTDKY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TTDKY TDK Corp ADR | 0.00% | 0.77% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.85% |
Financials
MRAAY vs. TTDKY - Financials Comparison
This section allows you to compare key financial metrics between Murata Manufacturing Inc and TDK Corp 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. TTDKY - Profitability Comparison
MRAAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
TTDKY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported a gross profit of 187.24B and revenue of 658.13B. Therefore, the gross margin over that period was 28.5%.
MRAAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Murata Manufacturing Inc reported an operating income of 74.29B and revenue of 469.09B, resulting in an operating margin of 15.8%.
TTDKY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported an operating income of 31.48B and revenue of 658.13B, resulting in an operating margin of 4.8%.
MRAAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Murata Manufacturing Inc reported a net income of 77.98B and revenue of 469.09B, resulting in a net margin of 16.6%.
TTDKY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported a net income of 14.72B and revenue of 658.13B, resulting in a net margin of 2.2%.
Frequently Asked Questions
MRAAY and TTDKY have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRAAY has higher volatility (36.60%) compared to TTDKY (21.77%). In terms of maximum drawdown, MRAAY dropped -80.45% vs TTDKY's -54.04%.
MRAAY currently has the higher Sharpe Ratio (6.89 vs 2.30), 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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