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SEKEY vs. ABBNY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SEKEY vs. ABBNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seiko Epson Corp ADR (SEKEY) and ABB Ltd (ABBNY). The values are adjusted to include any dividend payments, if applicable.

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SEKEY vs. ABBNY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEKEY
Seiko Epson Corp ADR
0.70%-29.51%23.08%0.95%-18.91%24.58%-1.27%7.94%-40.92%11.93%
ABBNY
ABB Ltd
14.33%40.49%23.75%49.62%-18.13%40.40%21.21%31.87%-26.52%31.68%

Fundamentals

Market Cap

SEKEY:

$4.03B

ABBNY:

$151.93B

EPS

SEKEY:

$68.13

ABBNY:

$2.59

PE Ratio

SEKEY:

0.09

ABBNY:

32.19

PEG Ratio

SEKEY:

0.00

ABBNY:

3.24

PS Ratio

SEKEY:

0.00

ABBNY:

4.36

PB Ratio

SEKEY:

0.00

ABBNY:

9.44

Total Revenue (TTM)

SEKEY:

$1.40T

ABBNY:

$34.94B

Gross Profit (TTM)

SEKEY:

$500.57B

ABBNY:

$14.20B

EBITDA (TTM)

SEKEY:

$151.54B

ABBNY:

$7.12B

Returns By Period

In the year-to-date period, SEKEY achieves a 0.70% return, which is significantly lower than ABBNY's 14.33% return. Over the past 10 years, SEKEY has underperformed ABBNY with an annualized return of -1.61%, while ABBNY has yielded a comparatively higher 19.64% annualized return.


SEKEY

1D
3.97%
1M
-4.70%
YTD
0.70%
6M
-0.79%
1Y
-20.18%
3Y*
-2.98%
5Y*
-3.44%
10Y*
-1.61%

ABBNY

1D
3.55%
1M
-5.98%
YTD
14.33%
6M
16.83%
1Y
62.57%
3Y*
36.92%
5Y*
24.83%
10Y*
19.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Seiko Epson Corp ADR

ABB Ltd

Return for Risk

SEKEY vs. ABBNY — Risk / Return Rank

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

SEKEY
SEKEY Risk / Return Rank: 1313
Overall Rank
SEKEY Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SEKEY Sortino Ratio Rank: 1313
Sortino Ratio Rank
SEKEY Omega Ratio Rank: 1313
Omega Ratio Rank
SEKEY Calmar Ratio Rank: 1111
Calmar Ratio Rank
SEKEY Martin Ratio Rank: 1919
Martin Ratio Rank

ABBNY
ABBNY Risk / Return Rank: 9292
Overall Rank
ABBNY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ABBNY Sortino Ratio Rank: 9393
Sortino Ratio Rank
ABBNY Omega Ratio Rank: 9191
Omega Ratio Rank
ABBNY Calmar Ratio Rank: 9191
Calmar Ratio Rank
ABBNY Martin Ratio Rank: 9595
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.

SEKEY vs. ABBNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seiko Epson Corp ADR (SEKEY) and ABB Ltd (ABBNY). 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.


SEKEYABBNYDifference

Sharpe ratio

Return per unit of total volatility

-0.70

2.27

-2.96

Sortino ratio

Return per unit of downside risk

-0.85

3.25

-4.11

Omega ratio

Gain probability vs. loss probability

0.90

1.42

-0.52

Calmar ratio

Return relative to maximum drawdown

-0.80

4.17

-4.96

Martin ratio

Return relative to average drawdown

-1.14

16.54

-17.68

SEKEY vs. ABBNY - Sharpe Ratio Comparison

The current SEKEY Sharpe Ratio is -0.70, which is lower than the ABBNY Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SEKEY and ABBNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SEKEYABBNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

2.27

-2.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.98

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.79

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.26

-0.38

Correlation

The correlation between SEKEY and ABBNY is 0.31, 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.


Dividends

SEKEY vs. ABBNY - Dividend Comparison

SEKEY has not paid dividends to shareholders, while ABBNY's dividend yield for the trailing twelve months is around 1.46%.


TTM20252024202320222021202020192018201720162015
SEKEY
Seiko Epson Corp ADR
0.00%2.05%1.37%0.00%1.52%0.00%0.00%0.00%0.00%0.00%2.66%0.00%
ABBNY
ABB Ltd
1.46%1.39%1.79%2.07%2.88%2.29%2.77%3.31%4.35%2.84%3.47%4.21%

Drawdowns

SEKEY vs. ABBNY - Drawdown Comparison

The maximum SEKEY drawdown since its inception was -84.13%, smaller than the maximum ABBNY drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for SEKEY and ABBNY.


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Drawdown Indicators


SEKEYABBNYDifference

Max Drawdown

Largest peak-to-trough decline

-84.13%

-93.98%

+9.85%

Max Drawdown (1Y)

Largest decline over 1 year

-25.48%

-15.71%

-9.77%

Max Drawdown (5Y)

Largest decline over 5 years

-43.34%

-36.07%

-7.27%

Max Drawdown (10Y)

Largest decline over 10 years

-66.26%

-43.98%

-22.28%

Current Drawdown

Current decline from peak

-74.03%

-8.86%

-65.17%

Average Drawdown

Average peak-to-trough decline

-58.45%

-25.71%

-32.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.58%

3.96%

+14.62%

Volatility

SEKEY vs. ABBNY - Volatility Comparison

The current volatility for Seiko Epson Corp ADR (SEKEY) is 9.01%, while ABB Ltd (ABBNY) has a volatility of 10.72%. This indicates that SEKEY experiences smaller price fluctuations and is considered to be less risky than ABBNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEKEYABBNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

10.72%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

19.57%

20.49%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

29.07%

27.79%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.15%

25.40%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.25%

25.00%

+5.25%

Financials

SEKEY vs. ABBNY - Financials Comparison

This section allows you to compare key financial metrics between Seiko Epson Corp ADR and ABB Ltd. 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


0.00100.00B200.00B300.00B400.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
383.27B
9.05B
(SEKEY) Total Revenue
(ABBNY) Total Revenue
Values in USD except per share items

SEKEY vs. ABBNY - Profitability Comparison

The chart below illustrates the profitability comparison between Seiko Epson Corp ADR and ABB Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

32.0%34.0%36.0%38.0%40.0%42.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
36.0%
40.4%
Portfolio components
SEKEY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Seiko Epson Corp ADR reported a gross profit of 137.81B and revenue of 383.27B. Therefore, the gross margin over that period was 36.0%.

ABBNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, ABB Ltd reported a gross profit of 3.66B and revenue of 9.05B. Therefore, the gross margin over that period was 40.4%.

SEKEY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Seiko Epson Corp ADR reported an operating income of 26.84B and revenue of 383.27B, resulting in an operating margin of 7.0%.

ABBNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, ABB Ltd reported an operating income of 1.51B and revenue of 9.05B, resulting in an operating margin of 16.6%.

SEKEY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Seiko Epson Corp ADR reported a net income of 17.08B and revenue of 383.27B, resulting in a net margin of 4.5%.

ABBNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, ABB Ltd reported a net income of 1.27B and revenue of 9.05B, resulting in a net margin of 14.1%.