NTTYY vs. MARUY

Last updated Jun 3, 2026

NTTYY (Nippon Telegraph and Telephone Corp ADR) and MARUY (Marubeni Corp ADR) are both stocks. NTTYY operates in Telecom Services (Communication Services), while MARUY operates in Conglomerates (Industrials). Over the past 10 years, NTTYY returned 2.00%/yr vs 21.72%/yr for MARUY. At a 0.20 correlation, their price movements are largely independent.

Performance

NTTYY vs. MARUY - Performance Comparison

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

Returns By Period

In the year-to-date period, NTTYY achieves a -7.93% return, which is significantly lower than MARUY's 12.32% return. Over the past 10 years, NTTYY has underperformed MARUY with an annualized return of 2.00%, while MARUY has yielded a comparatively higher 21.72% annualized return.

NTTYY

• 1D: -0.17%
• 1M: -3.86%
• YTD: -7.93%
• 6M: -7.08%
• 1Y: -16.06%
• 3Y*: -6.17%
• 5Y*: -1.98%
• 10Y*: 2.00%

MARUY

• 1D: 1.17%
• 1M: -16.15%
• YTD: 12.32%
• 6M: 19.01%
• 1Y: 50.08%
• 3Y*: 28.95%
• 5Y*: 29.03%
• 10Y*: 21.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NTTYY vs. MARUY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NTTYY Nippon Telegraph and Telephone Corp ADR	-7.93%	2.79%	-16.66%	7.84%	3.06%	8.63%	1.78%	26.78%	-11.25%	15.27%
MARUY Marubeni Corp ADR	12.32%	87.40%	-2.29%	36.86%	17.84%	45.49%	-11.55%	5.25%	1.47%	27.78%

Correlation

The correlation between NTTYY and MARUY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007	0.20

The correlation between NTTYY and MARUY shifts across timeframes, from 0.18 (1 year) to 0.28 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap NTTYY : $74.56B MARUY : $50.81B
EPS NTTYY : $320.51 MARUY : $3.34K
PE Ratio NTTYY : 0.07 MARUY : 0.09
PEG Ratio NTTYY : 0.06 MARUY : 0.01
PS Ratio NTTYY : 0.01 MARUY : 0.01
PB Ratio NTTYY : 0.01 MARUY : 0.01
Total Revenue (TTM) NTTYY : $14.61T MARUY : $8.38T
Gross Profit (TTM) NTTYY : $2.67T MARUY : $1.20T
EBITDA (TTM) NTTYY : $3.73T MARUY : $577.73B

Return for Risk

NTTYY vs. MARUY — Risk / Return Rank

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

NTTYY

NTTYY Risk / Return Rank: 5
NTTYY Sharpe Ratio Rank: 5
NTTYY Sortino Ratio Rank: 6
NTTYY Omega Ratio Rank: 9
NTTYY Calmar Ratio Rank: 2
NTTYY Martin Ratio Rank: 3

MARUY

MARUY Risk / Return Rank: 78
MARUY Sharpe Ratio Rank: 82
MARUY Sortino Ratio Rank: 77
MARUY Omega Ratio Rank: 75
MARUY Calmar Ratio Rank: 75
MARUY Martin Ratio Rank: 81

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. MARUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nippon Telegraph and Telephone Corp ADR (NTTYY) and Marubeni Corp ADR (MARUY). 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.

	NTTYY	MARUY	Difference
Sharpe ratio Return per unit of total volatility	-0.95	1.59	-2.54
Sortino ratio Return per unit of downside risk	-1.38	2.17	-3.56
Omega ratio Gain probability vs. loss probability	0.86	1.27	-0.41
Calmar ratio Return relative to maximum drawdown	-0.97	2.09	-3.06
Martin ratio Return relative to average drawdown	-1.64	7.06	-8.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTTYY vs. MARUY - Sharpe Ratio Comparison

The current NTTYY Sharpe Ratio is -0.95, which is lower than the MARUY Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of NTTYY and MARUY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NTTYY	MARUY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.95	1.59	-2.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	0.96	-1.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	0.76	-0.66
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.21	-0.10

Drawdowns

NTTYY vs. MARUY - Drawdown Comparison

The maximum NTTYY drawdown since its inception was -63.81%, smaller than the maximum MARUY drawdown of -71.93%. Use the drawdown chart below to compare losses from any high point for NTTYY and MARUY.

Drawdown Indicators

	NTTYY	MARUY	Difference
Max Drawdown Largest peak-to-trough decline	-63.81%	-71.93%	+8.12%
Max Drawdown (1Y) Largest decline over 1 year	-17.29%	-25.08%	+7.79%
Max Drawdown (3Y) Largest decline over 3 years	-29.20%	-27.86%	-1.34%
Max Drawdown (5Y) Largest decline over 5 years	-29.20%	-29.96%	+0.76%
Max Drawdown (10Y) Largest decline over 10 years	-29.57%	-53.87%	+24.30%
Current Drawdown Current decline from peak	-25.91%	-24.20%	-1.71%
Average Drawdown Average peak-to-trough decline	-23.02%	-27.49%	+4.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.24%	7.43%	+2.81%

Volatility

NTTYY vs. MARUY - Volatility Comparison

The current volatility for Nippon Telegraph and Telephone Corp ADR (NTTYY) is 4.84%, while Marubeni Corp ADR (MARUY) has a volatility of 12.85%. This indicates that NTTYY experiences smaller price fluctuations and is considered to be less risky than MARUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTTYY	MARUY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	12.85%	-8.01%
Volatility (6M) Calculated over the trailing 6-month period	12.21%	26.92%	-14.71%
Volatility (1Y) Calculated over the trailing 1-year period	16.95%	31.72%	-14.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.16%	30.29%	-12.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.32%	28.56%	-8.24%

Dividends

NTTYY vs. MARUY - Dividend Comparison

Neither NTTYY nor MARUY has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MARUY Marubeni Corp ADR	0.00%	1.27%	1.99%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.72%	3.22%	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. MARUY - Profitability Comparison

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

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%.

MARUY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marubeni Corp ADR reported a gross profit of 329.81B and revenue of 2.13T. Therefore, the gross margin over that period was 15.5%.

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%.

MARUY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marubeni Corp ADR reported an operating income of 67.28B and revenue of 2.13T, resulting in an operating margin of 3.2%.

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%.

MARUY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marubeni Corp ADR reported a net income of 113.61B and revenue of 2.13T, resulting in a net margin of 5.3%.

Frequently Asked Questions

Can I hold both NTTYY and MARUY in my portfolio?

NTTYY and MARUY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTTYY or MARUY?

MARUY has higher volatility (12.85%) compared to NTTYY (4.84%). In terms of maximum drawdown, NTTYY dropped -63.81% vs MARUY's -71.93%.

Which has better risk-adjusted returns?

MARUY currently has the higher Sharpe Ratio (1.59 vs -0.95), 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.