SHECY vs. GLNCY
SHECY (Shin-Etsu Chemical Co Ltd ADR) and GLNCY (Glencore PLC ADR) are both stocks. Both are in the Basic Materials sector — SHECY in Chemicals, GLNCY in Other Industrial Metals & Mining. Over the past 10 years, SHECY returned 15.98%/yr vs 19.48%/yr for GLNCY. At a 0.31 correlation, their price movements are largely independent.
Performance
SHECY vs. GLNCY - Performance Comparison
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Returns By Period
In the year-to-date period, SHECY achieves a 56.13% return, which is significantly higher than GLNCY's 50.16% return. Over the past 10 years, SHECY has underperformed GLNCY with an annualized return of 15.98%, while GLNCY has yielded a comparatively higher 19.48% annualized return.
SHECY
- 1D
- 3.10%
- 1M
- 7.13%
- YTD
- 56.13%
- 6M
- 60.48%
- 1Y
- 50.22%
- 3Y*
- 15.91%
- 5Y*
- 6.71%
- 10Y*
- 15.98%
GLNCY
- 1D
- -2.29%
- 1M
- 8.55%
- YTD
- 50.16%
- 6M
- 61.54%
- 1Y
- 118.41%
- 3Y*
- 19.26%
- 5Y*
- 17.27%
- 10Y*
- 19.48%
SHECY vs. GLNCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHECY Shin-Etsu Chemical Co Ltd ADR | 56.13% | -4.97% | -20.30% | 71.18% | -29.73% | -1.27% | 59.93% | 43.23% | -24.32% | 31.25% |
GLNCY Glencore PLC ADR | 50.16% | 28.74% | -25.38% | -1.13% | 40.92% | 66.50% | 1.46% | -10.33% | -27.77% | 56.55% |
Correlation
The correlation between SHECY and GLNCY 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 | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2011 | 0.31 |
The correlation between SHECY and GLNCY shifts across timeframes, from 0.18 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SHECY:
$89.93B
GLNCY:
$97.82B
SHECY:
$127.52
GLNCY:
-$0.21
SHECY:
0.03
GLNCY:
0.21
SHECY:
0.02
GLNCY:
2.52
SHECY:
$2.61T
GLNCY:
$478.28B
SHECY:
$892.54B
GLNCY:
$10.29B
SHECY:
$944.29B
GLNCY:
$18.49B
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Return for Risk
SHECY vs. GLNCY — Risk / Return Rank
SHECY
GLNCY
SHECY vs. GLNCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shin-Etsu Chemical Co Ltd ADR (SHECY) and Glencore PLC ADR (GLNCY). 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.
| SHECY | GLNCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.54 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 8.10 | -5.78 |
| Martin ratioReturn relative to average drawdown | 6.20 | 24.92 | -18.72 |
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
| SHECY | GLNCY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 3.59 | -2.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.49 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.50 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.10 | -0.04 |
Drawdowns
SHECY vs. GLNCY - Drawdown Comparison
The maximum SHECY drawdown since its inception was -82.68%, roughly equal to the maximum GLNCY drawdown of -85.04%. Use the drawdown chart below to compare losses from any high point for SHECY and GLNCY.
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Drawdown Indicators
| SHECY | GLNCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.68% | -85.04% | +2.36% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -14.71% | -7.03% |
Max Drawdown (3Y)Largest decline over 3 years | -44.01% | -53.44% | +9.43% |
Max Drawdown (5Y)Largest decline over 5 years | -49.23% | -54.06% | +4.83% |
Max Drawdown (10Y)Largest decline over 10 years | -49.23% | -76.10% | +26.87% |
Current DrawdownCurrent decline from peak | -2.47% | -2.29% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -50.23% | -32.33% | -17.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 4.77% | +3.36% |
Volatility
SHECY vs. GLNCY - Volatility Comparison
Shin-Etsu Chemical Co Ltd ADR (SHECY) has a higher volatility of 11.47% compared to Glencore PLC ADR (GLNCY) at 10.04%. This indicates that SHECY's price experiences larger fluctuations and is considered to be riskier than GLNCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHECY | GLNCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.47% | 10.04% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 27.13% | 24.86% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.17% | 33.22% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.78% | 35.68% | -4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.90% | 39.05% | -9.15% |
Dividends
SHECY vs. GLNCY - Dividend Comparison
SHECY has not paid dividends to shareholders, while GLNCY's dividend yield for the trailing twelve months is around 1.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLNCY Glencore PLC ADR | 1.66% | 1.83% | 2.98% | 8.68% | 5.56% | 3.00% | 0.00% | 5.50% | 4.70% | 1.08% | 0.00% | 13.64% |
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. GLNCY - Financials Comparison
This section allows you to compare key financial metrics between Shin-Etsu Chemical Co Ltd ADR and Glencore PLC ADR. 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. GLNCY - 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%.
GLNCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glencore PLC ADR reported a gross profit of 3.42B and revenue of 129.94B. Therefore, the gross margin over that period was 2.6%.
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%.
GLNCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glencore PLC ADR reported an operating income of 2.17B and revenue of 129.94B, resulting in an operating margin of 1.7%.
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%.
GLNCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glencore PLC ADR reported a net income of 1.02B and revenue of 129.94B, resulting in a net margin of 0.8%.
Frequently Asked Questions
SHECY and GLNCY 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.
SHECY has higher volatility (11.47%) compared to GLNCY (10.04%). In terms of maximum drawdown, SHECY dropped -82.68% vs GLNCY's -85.04%.
GLNCY currently has the higher Sharpe Ratio (3.59 vs 1.48), 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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