PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NTOIY vs. FOJCY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NTOIY and FOJCY is 0.26, 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.


-0.50.00.51.00.3

Performance

NTOIY vs. FOJCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neste Oyj (NTOIY) and Fortum Oyj ADR (FOJCY). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-57.64%
0.43%
NTOIY
FOJCY

Key characteristics

Sharpe Ratio

NTOIY:

-1.50

FOJCY:

1.26

Sortino Ratio

NTOIY:

-2.64

FOJCY:

1.80

Omega Ratio

NTOIY:

0.67

FOJCY:

1.24

Calmar Ratio

NTOIY:

-0.78

FOJCY:

0.78

Martin Ratio

NTOIY:

-1.72

FOJCY:

6.63

Ulcer Index

NTOIY:

39.16%

FOJCY:

6.76%

Daily Std Dev

NTOIY:

44.94%

FOJCY:

35.63%

Max Drawdown

NTOIY:

-86.56%

FOJCY:

-69.62%

Current Drawdown

NTOIY:

-86.56%

FOJCY:

-37.68%

Fundamentals

Market Cap

NTOIY:

$10.56B

FOJCY:

$14.22B

EPS

NTOIY:

$0.30

FOJCY:

$0.27

PE Ratio

NTOIY:

22.67

FOJCY:

11.74

PEG Ratio

NTOIY:

0.00

FOJCY:

0.00

Total Revenue (TTM)

NTOIY:

$20.64B

FOJCY:

$5.80B

Gross Profit (TTM)

NTOIY:

$957.00M

FOJCY:

$2.09B

EBITDA (TTM)

NTOIY:

$770.00M

FOJCY:

$1.99B

Returns By Period

In the year-to-date period, NTOIY achieves a -26.28% return, which is significantly lower than FOJCY's 17.84% return. Over the past 10 years, NTOIY has underperformed FOJCY with an annualized return of 4.70%, while FOJCY has yielded a comparatively higher 6.39% annualized return.


NTOIY

YTD

-26.28%

1M

-29.88%

6M

-57.64%

1Y

-67.21%

5Y*

-23.49%

10Y*

4.70%

FOJCY

YTD

17.84%

1M

10.07%

6M

0.43%

1Y

46.20%

5Y*

0.71%

10Y*

6.39%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NTOIY vs. FOJCY — Risk-Adjusted Performance Rank

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

NTOIY
The Risk-Adjusted Performance Rank of NTOIY is 22
Overall Rank
The Sharpe Ratio Rank of NTOIY is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of NTOIY is 00
Sortino Ratio Rank
The Omega Ratio Rank of NTOIY is 11
Omega Ratio Rank
The Calmar Ratio Rank of NTOIY is 66
Calmar Ratio Rank
The Martin Ratio Rank of NTOIY is 22
Martin Ratio Rank

FOJCY
The Risk-Adjusted Performance Rank of FOJCY is 7979
Overall Rank
The Sharpe Ratio Rank of FOJCY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FOJCY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FOJCY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FOJCY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FOJCY is 8686
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.

NTOIY vs. FOJCY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neste Oyj (NTOIY) and Fortum Oyj ADR (FOJCY). 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.


Sharpe ratio
The chart of Sharpe ratio for NTOIY, currently valued at -1.50, compared to the broader market-2.000.002.00-1.501.26
The chart of Sortino ratio for NTOIY, currently valued at -2.64, compared to the broader market-4.00-2.000.002.004.006.00-2.641.80
The chart of Omega ratio for NTOIY, currently valued at 0.67, compared to the broader market0.501.001.502.000.671.24
The chart of Calmar ratio for NTOIY, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.780.78
The chart of Martin ratio for NTOIY, currently valued at -1.72, compared to the broader market-10.000.0010.0020.0030.00-1.726.63
NTOIY
FOJCY

The current NTOIY Sharpe Ratio is -1.50, which is lower than the FOJCY Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of NTOIY and FOJCY, 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 Ratio-2.00-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
-1.50
1.26
NTOIY
FOJCY

Dividends

NTOIY vs. FOJCY - Dividend Comparison

NTOIY's dividend yield for the trailing twelve months is around 14.37%, more than FOJCY's 7.96% yield.


TTM20242023202220212020201920182017201620152014
NTOIY
Neste Oyj
14.37%10.59%4.56%1.93%1.92%2.46%4.83%2.65%2.17%2.92%2.44%3.47%
FOJCY
Fortum Oyj ADR
7.96%9.38%6.69%7.48%4.33%10.02%5.00%6.18%6.01%15.90%9.89%6.83%

Drawdowns

NTOIY vs. FOJCY - Drawdown Comparison

The maximum NTOIY drawdown since its inception was -86.56%, which is greater than FOJCY's maximum drawdown of -69.62%. Use the drawdown chart below to compare losses from any high point for NTOIY and FOJCY. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025February
-86.56%
-37.68%
NTOIY
FOJCY

Volatility

NTOIY vs. FOJCY - Volatility Comparison

Neste Oyj (NTOIY) has a higher volatility of 17.44% compared to Fortum Oyj ADR (FOJCY) at 9.89%. This indicates that NTOIY's price experiences larger fluctuations and is considered to be riskier than FOJCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
17.44%
9.89%
NTOIY
FOJCY

Financials

NTOIY vs. FOJCY - Financials Comparison

This section allows you to compare key financial metrics between Neste Oyj and Fortum Oyj 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab