SHECY vs. F
SHECY (Shin-Etsu Chemical Co Ltd ADR) and F (Ford Motor Company) are both stocks. SHECY operates in Chemicals (Basic Materials), while F operates in Auto Manufacturers (Consumer Cyclical). Over the past 10 years, SHECY returned 15.03%/yr vs 6.07%/yr for F. At a 0.32 correlation, their price movements are largely independent.
Performance
SHECY vs. F - Performance Comparison
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Returns By Period
In the year-to-date period, SHECY achieves a 44.71% return, which is significantly higher than F's 9.22% return. Over the past 10 years, SHECY has outperformed F with an annualized return of 15.03%, while F has yielded a comparatively lower 6.07% annualized return.
SHECY
- 1D
- -1.49%
- 1M
- 1.45%
- YTD
- 44.71%
- 6M
- 43.14%
- 1Y
- 49.23%
- 3Y*
- 12.24%
- 5Y*
- 6.59%
- 10Y*
- 15.03%
F
- 1D
- -0.78%
- 1M
- -6.23%
- YTD
- 9.22%
- 6M
- 7.83%
- 1Y
- 36.65%
- 3Y*
- 6.44%
- 5Y*
- 3.32%
- 10Y*
- 6.07%
SHECY vs. F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHECY Shin-Etsu Chemical Co Ltd ADR | 44.71% | -4.97% | -20.30% | 71.18% | -29.73% | -1.27% | 59.93% | 43.23% | -24.32% | 31.25% |
F Ford Motor Company | 9.22% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
Correlation
The correlation between SHECY and F is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.32 |
Fundamentals
SHECY:
$83.35B
F:
$56.99B
SHECY:
¥127.52
F:
-$1.52
SHECY:
5.24
F:
0.30
SHECY:
3.00
F:
1.52
SHECY:
¥2.61T
F:
$189.86B
SHECY:
¥892.54B
F:
$17.42B
SHECY:
¥944.29B
F:
$9.99B
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Return for Risk
SHECY vs. F — Risk / Return Rank
SHECY
F
SHECY vs. F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shin-Etsu Chemical Co Ltd ADR (SHECY) and Ford Motor Company (F). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SHECY | F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.65 | +0.62 |
| Martin ratioReturn relative to average drawdown | 5.93 | 4.04 | +1.89 |
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Drawdowns
SHECY vs. F - Drawdown Comparison
The maximum SHECY drawdown since its inception was -82.68%, smaller than the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for SHECY and F.
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Drawdown Indicators
| SHECY | F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.68% | -97.07% | +14.39% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -22.31% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -44.01% | -36.51% | -7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -49.23% | -58.62% | +9.39% |
Max Drawdown (10Y)Largest decline over 10 years | -49.23% | -64.77% | +15.54% |
Current DrawdownCurrent decline from peak | -9.60% | -38.22% | +28.62% |
Average DrawdownAverage peak-to-trough decline | -50.10% | -44.69% | -5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 9.11% | -0.78% |
Volatility
SHECY vs. F - Volatility Comparison
Shin-Etsu Chemical Co Ltd ADR (SHECY) and Ford Motor Company (F) have volatilities of 15.15% and 15.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHECY | F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.15% | 15.89% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 28.28% | 29.75% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.69% | 37.54% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.16% | 39.44% | -8.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.09% | 37.48% | -7.39% |
Dividends
SHECY vs. F - Dividend Comparison
SHECY has not paid dividends to shareholders, while F's dividend yield for the trailing twelve months is around 4.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 4.29% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
SHECY Shin-Etsu Chemical Co Ltd ADR | 0.00% | 1.18% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.39% | 0.00% |
Financials
SHECY vs. F - Financials Comparison
This section allows you to compare key financial metrics between Shin-Etsu Chemical Co Ltd ADR and Ford Motor Company. 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
SHECY vs. F - Profitability Comparison
SHECY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shin-Etsu Chemical Co Ltd ADR reported a gross profit of 205.09B and revenue of 651.73B. Therefore, the gross margin over that period was 31.5%.
F - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported a gross profit of 7.94B and revenue of 43.25B. Therefore, the gross margin over that period was 18.4%.
SHECY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shin-Etsu Chemical Co Ltd ADR reported an operating income of 139.70B and revenue of 651.73B, resulting in an operating margin of 21.4%.
F - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported an operating income of 2.33B and revenue of 43.25B, resulting in an operating margin of 5.4%.
SHECY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shin-Etsu Chemical Co Ltd ADR reported a net income of 91.79B and revenue of 651.73B, resulting in a net margin of 14.1%.
F - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported a net income of 2.55B and revenue of 43.25B, resulting in a net margin of 5.9%.
Frequently Asked Questions
SHECY and F have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (15.89%) compared to SHECY (15.15%). In terms of maximum drawdown, SHECY dropped -82.68% vs F's -97.07%.
SHECY currently has the higher Sharpe Ratio (1.39 vs 0.98), 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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