SEKEY vs. ABBNY
SEKEY (Seiko Epson Corp ADR) and ABBNY (ABB Ltd) are both stocks. SEKEY operates in Computer Hardware (Technology), while ABBNY operates in Electrical Equipment & Parts (Industrials). Over the past 10 years, SEKEY returned 1.66%/yr vs 21.74%/yr for ABBNY. At a 0.31 correlation, their price movements are largely independent.
Performance
SEKEY vs. ABBNY - Performance Comparison
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Returns By Period
In the year-to-date period, SEKEY achieves a 53.53% return, which is significantly higher than ABBNY's 47.87% return. Over the past 10 years, SEKEY has underperformed ABBNY with an annualized return of 1.66%, while ABBNY has yielded a comparatively higher 21.74% annualized return.
SEKEY
- 1D
- 4.17%
- 1M
- 37.59%
- YTD
- 53.53%
- 6M
- 57.39%
- 1Y
- 50.78%
- 3Y*
- 7.84%
- 5Y*
- 2.05%
- 10Y*
- 1.66%
ABBNY
- 1D
- -1.06%
- 1M
- 8.17%
- YTD
- 47.87%
- 6M
- 53.07%
- 1Y
- 92.34%
- 3Y*
- 45.11%
- 5Y*
- 27.92%
- 10Y*
- 21.74%
SEKEY vs. ABBNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEKEY Seiko Epson Corp ADR | 53.53% | -29.51% | 23.08% | 0.95% | -18.91% | 24.58% | -1.27% | 7.94% | -40.92% | 11.93% |
ABBNY ABB Ltd | 47.87% | 40.49% | 23.75% | 49.62% | -18.13% | 40.40% | 21.21% | 31.87% | -26.52% | 31.68% |
Correlation
The correlation between SEKEY and ABBNY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.31 |
Fundamentals
SEKEY:
$6.15B
ABBNY:
$196.29B
SEKEY:
$28.71
ABBNY:
$2.71
SEKEY:
0.33
ABBNY:
39.73
SEKEY:
0.00
ABBNY:
5.51
SEKEY:
0.01
ABBNY:
13.29
SEKEY:
$1.43T
ABBNY:
$35.74B
SEKEY:
$507.66B
ABBNY:
$14.33B
SEKEY:
$160.20B
ABBNY:
$7.34B
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Return for Risk
SEKEY vs. ABBNY — Risk / Return Rank
SEKEY
ABBNY
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.
| SEKEY | ABBNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.55 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 5.91 | -2.81 |
| Martin ratioReturn relative to average drawdown | 7.97 | 23.45 | -15.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SEKEY | ABBNY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 3.19 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 1.08 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.86 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.29 | -0.35 |
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
| SEKEY | ABBNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.13% | -93.98% | +9.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.48% | -15.71% | -0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -39.05% | -20.26% | -18.79% |
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 DrawdownCurrent decline from peak | -60.40% | -1.06% | -59.34% |
Average DrawdownAverage peak-to-trough decline | -58.55% | -25.55% | -33.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 3.95% | +2.44% |
Volatility
SEKEY vs. ABBNY - Volatility Comparison
Seiko Epson Corp ADR (SEKEY) has a higher volatility of 16.66% compared to ABB Ltd (ABBNY) at 9.84%. This indicates that SEKEY's price experiences larger fluctuations and is considered to be riskier 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
| SEKEY | ABBNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.66% | 9.84% | +6.82% |
Volatility (6M)Calculated over the trailing 6-month period | 25.43% | 23.81% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.00% | 29.13% | +3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.86% | 25.94% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.86% | 25.36% | +5.50% |
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 1.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 1.13% | 1.39% | 1.79% | 2.07% | 2.88% | 2.29% | 2.77% | 3.31% | 4.35% | 2.84% | 3.47% | 4.21% |
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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
SEKEY vs. ABBNY - Profitability Comparison
SEKEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Seiko Epson Corp ADR reported a gross profit of 131.81B and revenue of 376.21B. Therefore, the gross margin over that period was 35.0%.
ABBNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a gross profit of 3.44B and revenue of 8.73B. Therefore, the gross margin over that period was 39.4%.
SEKEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Seiko Epson Corp ADR reported an operating income of 20.36B and revenue of 376.21B, resulting in an operating margin of 5.4%.
ABBNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported an operating income of 1.43B and revenue of 8.73B, resulting in an operating margin of 16.4%.
SEKEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Seiko Epson Corp ADR reported a net income of -17.56B and revenue of 376.21B, resulting in a net margin of -4.7%.
ABBNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a net income of 1.32B and revenue of 8.73B, resulting in a net margin of 15.2%.
Frequently Asked Questions
SEKEY and ABBNY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEKEY has higher volatility (16.66%) compared to ABBNY (9.84%). In terms of maximum drawdown, SEKEY dropped -84.13% vs ABBNY's -93.98%.
ABBNY currently has the higher Sharpe Ratio (3.19 vs 1.55), 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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