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

Performance

MRAAY vs. TXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murata Manufacturing Inc (MRAAY) and Texas Instruments Incorporated (TXN). 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 139.90% return, which is significantly higher than TXN's 69.81% return. Over the past 10 years, MRAAY has underperformed TXN with an annualized return of 14.26%, while TXN has yielded a comparatively higher 19.37% annualized return.


MRAAY

1D
-9.98%
1M
-24.94%
6M
132.46%
YTD
139.90%
1Y
245.11%
3Y*
37.55%
5Y*
13.39%
10Y*
14.26%

TXN

1D
-3.31%
1M
-4.74%
6M
55.78%
YTD
69.81%
1Y
38.20%
3Y*
20.13%
5Y*
12.52%
10Y*
19.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRAAY vs. TXN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRAAY
Murata Manufacturing Inc
139.90%30.64%-23.61%28.72%-38.35%-11.42%47.88%36.50%0.24%0.69%
TXN
Texas Instruments Incorporated
69.81%-4.47%13.14%6.41%-9.86%17.53%31.70%39.56%-7.17%46.75%

Correlation

The correlation between MRAAY and TXN is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

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

0.31

The correlation between MRAAY and TXN shifts across timeframes, from 0.27 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MRAAY:

$90.18B

TXN:

$265.04B

EPS

MRAAY:

¥42.02

TXN:

$5.87

PE Ratio

MRAAY:

95.52

TXN:

49.58

PS Ratio

MRAAY:

7.91

TXN:

14.43

PB Ratio

MRAAY:

5.37

TXN:

15.86

Total Revenue (TTM)

MRAAY:

¥1.86T

TXN:

$18.44B

Gross Profit (TTM)

MRAAY:

¥785.70B

TXN:

$10.57B

EBITDA (TTM)

MRAAY:

¥475.40B

TXN:

$8.21B

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Return for Risk

MRAAY vs. TXN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MRAAY
MRAAY Risk / Return Rank: 9797
Overall Rank
MRAAY Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MRAAY Sortino Ratio Rank: 9797
Sortino Ratio Rank
MRAAY Omega Ratio Rank: 9797
Omega Ratio Rank
MRAAY Calmar Ratio Rank: 9797
Calmar Ratio Rank
MRAAY Martin Ratio Rank: 9898
Martin Ratio Rank

TXN
TXN Risk / Return Rank: 7171
Overall Rank
TXN Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TXN Sortino Ratio Rank: 7070
Sortino Ratio Rank
TXN Omega Ratio Rank: 7171
Omega Ratio Rank
TXN Calmar Ratio Rank: 7171
Calmar Ratio Rank
TXN Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRAAY vs. TXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Murata Manufacturing Inc (MRAAY) and Texas Instruments Incorporated (TXN). 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.


MRAAYTXNDifference
Sharpe ratioReturn per unit of total volatility

+3.22

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.56

1.21

+0.35

Calmar ratioReturn relative to maximum drawdown

6.97

1.37

+5.60

Martin ratioReturn relative to average drawdown

28.59

2.87

+25.72

MRAAY vs. TXN - Sharpe Ratio Comparison

The current MRAAY Sharpe Ratio is 4.10, which is higher than the TXN Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of MRAAY and TXN, 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. TXN - Drawdown Comparison

The maximum MRAAY drawdown since its inception was -80.45%, smaller than the maximum TXN drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for MRAAY and TXN.


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Drawdown Indicators


MRAAYTXNDifference

Max Drawdown

Largest peak-to-trough decline

-80.45%

-85.81%

+5.36%

Max Drawdown (1Y)

Largest decline over 1 year

-35.43%

-28.07%

-7.36%

Max Drawdown (3Y)

Largest decline over 3 years

-45.14%

-33.41%

-11.73%

Max Drawdown (5Y)

Largest decline over 5 years

-58.28%

-33.41%

-24.87%

Max Drawdown (10Y)

Largest decline over 10 years

-61.92%

-33.41%

-28.51%

Current Drawdown

Current decline from peak

-35.43%

-12.36%

-23.07%

Average Drawdown

Average peak-to-trough decline

-41.23%

-34.74%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

13.35%

-4.73%

Volatility

MRAAY vs. TXN - Volatility Comparison

Murata Manufacturing Inc (MRAAY) has a higher volatility of 29.73% compared to Texas Instruments Incorporated (TXN) at 18.27%. This indicates that MRAAY's price experiences larger fluctuations and is considered to be riskier than TXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRAAYTXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.73%

18.27%

+11.46%

Volatility (6M)

Calculated over the trailing 6-month period

54.71%

35.15%

+19.56%

Volatility (1Y)

Calculated over the trailing 1-year period

60.25%

43.70%

+16.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.20%

33.37%

+4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.55%

31.62%

+2.93%

Dividends

MRAAY vs. TXN - Dividend Comparison

MRAAY has not paid dividends to shareholders, while TXN's dividend yield for the trailing twelve months is around 1.93%.


PositionTTM20252024202320222021202020192018201720162015
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%
TXN
Texas Instruments Incorporated
1.93%3.17%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%

Financials

MRAAY vs. TXN - Financials Comparison

This section allows you to compare key financial metrics between Murata Manufacturing Inc and Texas Instruments Incorporated. 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


0.00100.00B200.00B300.00B400.00B500.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
469.09B
4.83B
(MRAAY) Total Revenue
(TXN) Total Revenue
Please note, different currencies. MRAAY values in JPY, TXN values in USD

MRAAY vs. TXN - Profitability Comparison

The chart below illustrates the profitability comparison between Murata Manufacturing Inc and Texas Instruments Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
43.2%
58.0%
Portfolio components
MRAAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

TXN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Texas Instruments Incorporated reported a gross profit of 2.80B and revenue of 4.83B. Therefore, the gross margin over that period was 58.0%.

MRAAY - Operating Margin

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

TXN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Texas Instruments Incorporated reported an operating income of 1.81B and revenue of 4.83B, resulting in an operating margin of 37.5%.

MRAAY - Net Margin

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

TXN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Texas Instruments Incorporated reported a net income of 1.55B and revenue of 4.83B, resulting in a net margin of 32.0%.


Frequently Asked Questions


MRAAY and TXN have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRAAY has higher volatility (29.73%) compared to TXN (18.27%). In terms of maximum drawdown, MRAAY dropped -80.45% vs TXN's -85.81%.

MRAAY currently has the higher Sharpe Ratio (4.10 vs 0.88), 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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