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NTTYY vs. CRWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NTTYY vs. CRWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nippon Telegraph and Telephone Corp ADR (NTTYY) and CrowdStrike Holdings, Inc. (CRWD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NTTYY achieves a -8.45% return, which is significantly lower than CRWD's 59.49% return.


NTTYY

1D
-0.57%
1M
-4.55%
YTD
-8.45%
6M
-7.41%
1Y
-16.62%
3Y*
-6.35%
5Y*
-2.15%
10Y*
1.94%

CRWD

1D
-2.78%
1M
59.32%
YTD
59.49%
6M
42.63%
1Y
52.96%
3Y*
70.32%
5Y*
29.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTTYY vs. CRWD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NTTYY
Nippon Telegraph and Telephone Corp ADR
-8.45%2.79%-16.66%7.84%3.06%8.63%1.78%9.14%
CRWD
CrowdStrike Holdings, Inc.
59.49%37.00%34.01%142.49%-48.58%-3.34%324.74%-14.02%

Correlation

The correlation between NTTYY and CRWD is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.02

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2019

0.07

Fundamentals

Market Cap

NTTYY:

$74.14B

CRWD:

$192.98B

EPS

NTTYY:

$320.51

CRWD:

-$0.72

PS Ratio

NTTYY:

0.01

CRWD:

39.33

PB Ratio

NTTYY:

0.01

CRWD:

43.58

Total Revenue (TTM)

NTTYY:

$14.61T

CRWD:

$4.81B

Gross Profit (TTM)

NTTYY:

$2.67T

CRWD:

$3.60B

EBITDA (TTM)

NTTYY:

$3.73T

CRWD:

-$39.16M

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Return for Risk

NTTYY vs. CRWD — Risk / Return Rank

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

NTTYY
NTTYY Risk / Return Rank: 66
Overall Rank
NTTYY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NTTYY Sortino Ratio Rank: 66
Sortino Ratio Rank
NTTYY Omega Ratio Rank: 99
Omega Ratio Rank
NTTYY Calmar Ratio Rank: 44
Calmar Ratio Rank
NTTYY Martin Ratio Rank: 33
Martin Ratio Rank

CRWD
CRWD Risk / Return Rank: 7070
Overall Rank
CRWD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CRWD Sortino Ratio Rank: 7070
Sortino Ratio Rank
CRWD Omega Ratio Rank: 6969
Omega Ratio Rank
CRWD Calmar Ratio Rank: 6767
Calmar Ratio Rank
CRWD Martin Ratio Rank: 6767
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.

NTTYY vs. CRWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nippon Telegraph and Telephone Corp ADR (NTTYY) and CrowdStrike Holdings, Inc. (CRWD). 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.


NTTYYCRWDDifference
Sharpe ratioReturn per unit of total volatility

-2.18

Sortino ratioReturn per unit of downside risk

-3.19

Omega ratioGain probability vs. loss probability

0.85

1.23

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.94

1.43

-2.37

Martin ratioReturn relative to average drawdown

-1.62

3.29

-4.91

NTTYY vs. CRWD - Sharpe Ratio Comparison

The current NTTYY Sharpe Ratio is -0.99, which is lower than the CRWD Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of NTTYY and CRWD, 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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Sharpe Ratios by Period


NTTYYCRWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.99

1.19

-2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.58

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.79

-0.69

Drawdowns

NTTYY vs. CRWD - Drawdown Comparison

The maximum NTTYY drawdown since its inception was -63.81%, smaller than the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for NTTYY and CRWD.


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Drawdown Indicators


NTTYYCRWDDifference

Max Drawdown

Largest peak-to-trough decline

-63.81%

-67.69%

+3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-17.75%

-37.18%

+19.43%

Max Drawdown (3Y)

Largest decline over 3 years

-29.20%

-44.44%

+15.24%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-67.69%

+38.49%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-26.33%

-4.42%

-21.91%

Average Drawdown

Average peak-to-trough decline

-23.02%

-23.66%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.30%

16.14%

-5.84%

Volatility

NTTYY vs. CRWD - Volatility Comparison

The current volatility for Nippon Telegraph and Telephone Corp ADR (NTTYY) is 4.84%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 15.34%. This indicates that NTTYY experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTTYYCRWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

15.34%

-10.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.21%

36.18%

-23.97%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

44.66%

-27.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

50.73%

-32.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.31%

55.95%

-35.64%

Dividends

NTTYY vs. CRWD - Dividend Comparison

Neither NTTYY nor CRWD has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRWD
CrowdStrike Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NTTYY
Nippon Telegraph and Telephone Corp ADR
0.00%1.77%1.73%0.00%0.00%1.83%0.00%1.71%3.52%2.53%2.63%1.94%

Financials

NTTYY vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Nippon Telegraph and Telephone Corp ADR and CrowdStrike Holdings, 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


0.001.00T2.00T3.00T4.00T20222023202420252026
4.06T
1.31B
(NTTYY) Total Revenue
(CRWD) Total Revenue
Values in USD except per share items

NTTYY vs. CRWD - Profitability Comparison

The chart below illustrates the profitability comparison between Nippon Telegraph and Telephone Corp ADR and CrowdStrike Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
13.8%
75.8%
Portfolio components
NTTYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported a gross profit of 559.59B and revenue of 4.06T. Therefore, the gross margin over that period was 13.8%.

CRWD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CrowdStrike Holdings, Inc. reported a gross profit of 989.46M and revenue of 1.31B. Therefore, the gross margin over that period was 75.8%.

NTTYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported an operating income of 387.88B and revenue of 4.06T, resulting in an operating margin of 9.6%.

CRWD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CrowdStrike Holdings, Inc. reported an operating income of -6.90M and revenue of 1.31B, resulting in an operating margin of -0.5%.

NTTYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported a net income of 113.01B and revenue of 4.06T, resulting in a net margin of 2.8%.

CRWD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CrowdStrike Holdings, Inc. reported a net income of 38.69M and revenue of 1.31B, resulting in a net margin of 3.0%.


Frequently Asked Questions


NTTYY and CRWD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWD has higher volatility (15.34%) compared to NTTYY (4.84%). In terms of maximum drawdown, NTTYY dropped -63.81% vs CRWD's -67.69%.

CRWD currently has the higher Sharpe Ratio (1.19 vs -0.99), 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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