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NINOY vs. CAJPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NINOY and CAJPY is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

NINOY vs. CAJPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nikon Corp (NINOY) and Canon Inc. (CAJPY). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
87.69%
154.46%
NINOY
CAJPY

Key characteristics

Sharpe Ratio

NINOY:

-0.11

CAJPY:

0.63

Sortino Ratio

NINOY:

0.19

CAJPY:

1.04

Omega Ratio

NINOY:

1.02

CAJPY:

1.13

Calmar Ratio

NINOY:

-0.08

CAJPY:

0.89

Martin Ratio

NINOY:

-0.39

CAJPY:

2.62

Ulcer Index

NINOY:

13.27%

CAJPY:

6.94%

Daily Std Dev

NINOY:

48.34%

CAJPY:

28.81%

Max Drawdown

NINOY:

-76.56%

CAJPY:

-62.41%

Current Drawdown

NINOY:

-60.59%

CAJPY:

-9.03%

Fundamentals

Market Cap

NINOY:

$3.25B

CAJPY:

$29.06B

EPS

NINOY:

$0.28

CAJPY:

$1.16

PE Ratio

NINOY:

35.29

CAJPY:

27.10

PEG Ratio

NINOY:

-1.81

CAJPY:

2.93

PS Ratio

NINOY:

0.00

CAJPY:

0.01

PB Ratio

NINOY:

0.69

CAJPY:

1.23

Total Revenue (TTM)

NINOY:

$163.90B

CAJPY:

$1.17T

Gross Profit (TTM)

NINOY:

$74.86B

CAJPY:

$551.59B

EBITDA (TTM)

NINOY:

$12.82B

CAJPY:

$191.97B

Returns By Period

In the year-to-date period, NINOY achieves a -5.33% return, which is significantly lower than CAJPY's -3.62% return. Over the past 10 years, NINOY has underperformed CAJPY with an annualized return of -2.43%, while CAJPY has yielded a comparatively higher 3.76% annualized return.


NINOY

YTD

-5.33%

1M

7.59%

6M

-19.62%

1Y

-7.03%

5Y*

1.70%

10Y*

-2.43%

CAJPY

YTD

-3.62%

1M

10.66%

6M

-0.39%

1Y

14.94%

5Y*

12.98%

10Y*

3.76%

*Annualized

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Risk-Adjusted Performance

NINOY vs. CAJPY — Risk-Adjusted Performance Rank

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

NINOY
The Risk-Adjusted Performance Rank of NINOY is 4343
Overall Rank
The Sharpe Ratio Rank of NINOY is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of NINOY is 4141
Sortino Ratio Rank
The Omega Ratio Rank of NINOY is 4141
Omega Ratio Rank
The Calmar Ratio Rank of NINOY is 4646
Calmar Ratio Rank
The Martin Ratio Rank of NINOY is 4343
Martin Ratio Rank

CAJPY
The Risk-Adjusted Performance Rank of CAJPY is 7272
Overall Rank
The Sharpe Ratio Rank of CAJPY is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CAJPY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CAJPY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of CAJPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of CAJPY is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NINOY vs. CAJPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nikon Corp (NINOY) and Canon Inc. (CAJPY). 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.


The current NINOY Sharpe Ratio is -0.11, which is lower than the CAJPY Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of NINOY and CAJPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00December2025FebruaryMarchAprilMay
-0.11
0.63
NINOY
CAJPY

Dividends

NINOY vs. CAJPY - Dividend Comparison

NINOY has not paid dividends to shareholders, while CAJPY's dividend yield for the trailing twelve months is around 1.69%.


TTM20242023202220212020201920182017201620152014
NINOY
Nikon Corp
0.00%0.00%3.47%3.31%2.48%3.01%4.53%3.11%0.79%1.30%1.81%2.27%
CAJPY
Canon Inc.
1.69%1.63%3.11%4.08%4.99%3.28%5.35%4.65%5.37%9.52%8.12%5.72%

Drawdowns

NINOY vs. CAJPY - Drawdown Comparison

The maximum NINOY drawdown since its inception was -76.56%, which is greater than CAJPY's maximum drawdown of -62.41%. Use the drawdown chart below to compare losses from any high point for NINOY and CAJPY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-60.59%
-9.03%
NINOY
CAJPY

Volatility

NINOY vs. CAJPY - Volatility Comparison

Nikon Corp (NINOY) has a higher volatility of 20.50% compared to Canon Inc. (CAJPY) at 9.67%. This indicates that NINOY's price experiences larger fluctuations and is considered to be riskier than CAJPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
20.50%
9.67%
NINOY
CAJPY

Financials

NINOY vs. CAJPY - Financials Comparison

This section allows you to compare key financial metrics between Nikon Corp and Canon Inc.. 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


0.00200.00B400.00B600.00B800.00B1.00T1.20TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
163.90B
1.17T
(NINOY) Total Revenue
(CAJPY) Total Revenue
Values in USD except per share items