MRAAY vs. TYOYY
MRAAY (Murata Manufacturing Inc) and TYOYY (Taiyo Yuden Co Ltd ADR) are both stocks. Both operate in the Electronic Components industry within the Technology sector. Over the past 10 years, MRAAY returned 20.35%/yr vs 27.51%/yr for TYOYY. At a 0.23 correlation, their price movements are largely independent.
Performance
MRAAY vs. TYOYY - Performance Comparison
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Returns By Period
In the year-to-date period, MRAAY achieves a 271.55% return, which is significantly lower than TYOYY's 392.68% return. Over the past 10 years, MRAAY has underperformed TYOYY with an annualized return of 20.35%, while TYOYY has yielded a comparatively higher 27.51% annualized return.
MRAAY
- 1D
- 3.57%
- 1M
- 70.09%
- YTD
- 271.55%
- 6M
- 276.67%
- 1Y
- 446.71%
- 3Y*
- 61.24%
- 5Y*
- 26.14%
- 10Y*
- 20.35%
TYOYY
- 1D
- -13.18%
- 1M
- 86.56%
- YTD
- 392.68%
- 6M
- 374.24%
- 1Y
- 593.76%
- 3Y*
- 58.64%
- 5Y*
- 18.47%
- 10Y*
- 27.51%
MRAAY vs. TYOYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRAAY Murata Manufacturing Inc | 271.55% | 30.64% | -23.61% | 28.72% | -38.35% | -11.42% | 47.88% | 36.50% | 0.24% | 0.69% |
TYOYY Taiyo Yuden Co Ltd ADR | 392.68% | 61.52% | -47.48% | -6.05% | -48.32% | 35.76% | 35.80% | 106.61% | -11.57% | 42.37% |
Correlation
The correlation between MRAAY and TYOYY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2009 | 0.23 |
The correlation between MRAAY and TYOYY shifts across timeframes, from 0.23 (all time) to 0.41 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MRAAY:
$139.80B
TYOYY:
$14.39B
MRAAY:
¥41.88
TYOYY:
¥466.33
MRAAY:
147.65
TYOYY:
152.32
MRAAY:
12.22
TYOYY:
6.38
MRAAY:
8.27
TYOYY:
6.72
MRAAY:
¥1.86T
TYOYY:
¥360.20B
MRAAY:
¥785.70B
TYOYY:
¥82.63B
MRAAY:
¥475.40B
TYOYY:
¥76.77B
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Return for Risk
MRAAY vs. TYOYY — Risk / Return Rank
MRAAY
TYOYY
MRAAY vs. TYOYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Murata Manufacturing Inc (MRAAY) and Taiyo Yuden Co Ltd ADR (TYOYY). 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 | TYOYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.91 | 1.77 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 22.42 | 19.81 | +2.62 |
| Martin ratioReturn relative to average drawdown | 64.88 | 45.69 | +19.19 |
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Drawdowns
MRAAY vs. TYOYY - Drawdown Comparison
The maximum MRAAY drawdown since its inception was -80.45%, roughly equal to the maximum TYOYY drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for MRAAY and TYOYY.
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Drawdown Indicators
| MRAAY | TYOYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.45% | -81.90% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -20.09% | -30.25% | +10.16% |
Max Drawdown (3Y)Largest decline over 3 years | -45.14% | -60.33% | +15.19% |
Max Drawdown (5Y)Largest decline over 5 years | -58.28% | -81.90% | +23.62% |
Max Drawdown (10Y)Largest decline over 10 years | -61.92% | -81.90% | +19.98% |
Current DrawdownCurrent decline from peak | 0.00% | -13.80% | +13.80% |
Average DrawdownAverage peak-to-trough decline | -41.32% | -32.94% | -8.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.93% | 13.09% | -6.16% |
Volatility
MRAAY vs. TYOYY - Volatility Comparison
The current volatility for Murata Manufacturing Inc (MRAAY) is 33.75%, while Taiyo Yuden Co Ltd ADR (TYOYY) has a volatility of 51.30%. This indicates that MRAAY experiences smaller price fluctuations and is considered to be less risky than TYOYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRAAY | TYOYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.75% | 51.30% | -17.55% |
Volatility (6M)Calculated over the trailing 6-month period | 46.78% | 75.55% | -28.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.43% | 86.29% | -31.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.42% | 59.03% | -22.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.77% | 51.94% | -18.17% |
Dividends
MRAAY vs. TYOYY - Dividend Comparison
Neither MRAAY nor TYOYY 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% |
TYOYY Taiyo Yuden Co Ltd ADR | 0.00% | 1.40% | 2.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MRAAY vs. TYOYY - Financials Comparison
This section allows you to compare key financial metrics between Murata Manufacturing Inc and Taiyo Yuden 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
MRAAY vs. TYOYY - 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%.
TYOYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taiyo Yuden Co Ltd ADR reported a gross profit of 19.48B and revenue of 90.84B. Therefore, the gross margin over that period was 21.4%.
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%.
TYOYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taiyo Yuden Co Ltd ADR reported an operating income of 3.35B and revenue of 90.84B, resulting in an operating margin of 3.7%.
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%.
TYOYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taiyo Yuden Co Ltd ADR reported a net income of 2.22B and revenue of 90.84B, resulting in a net margin of 2.4%.
Frequently Asked Questions
MRAAY and TYOYY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TYOYY has higher volatility (51.30%) compared to MRAAY (33.75%). In terms of maximum drawdown, MRAAY dropped -80.45% vs TYOYY's -81.90%.
MRAAY currently has the higher Sharpe Ratio (8.29 vs 6.96), 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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