SHECY vs. SUOPY
SHECY (Shin-Etsu Chemical Co Ltd ADR) and SUOPY (Sumco Corp ADR) are both stocks. SHECY operates in Chemicals (Basic Materials), while SUOPY operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, SHECY returned 15.98%/yr vs 16.09%/yr for SUOPY. At a 0.23 correlation, their price movements are largely independent.
Performance
SHECY vs. SUOPY - Performance Comparison
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Returns By Period
In the year-to-date period, SHECY achieves a 56.13% return, which is significantly lower than SUOPY's 213.46% return. Both investments have delivered pretty close results over the past 10 years, with SHECY having a 15.98% annualized return and SUOPY not far ahead at 16.09%.
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%
SUOPY
- 1D
- 2.88%
- 1M
- 72.26%
- YTD
- 213.46%
- 6M
- 244.63%
- 1Y
- 315.48%
- 3Y*
- 26.23%
- 5Y*
- 4.52%
- 10Y*
- 16.09%
SHECY vs. SUOPY - 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% |
SUOPY Sumco Corp ADR | 213.46% | 20.63% | -50.20% | 14.21% | -36.00% | -0.49% | 21.14% | 50.15% | -57.77% | 118.99% |
Correlation
The correlation between SHECY and SUOPY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2008 | 0.23 |
Fundamentals
SHECY:
$89.93B
SUOPY:
$9.73B
SHECY:
$127.52
SUOPY:
-$135.48
SHECY:
0.03
SUOPY:
0.02
SHECY:
0.02
SUOPY:
0.02
SHECY:
$2.61T
SUOPY:
$414.09B
SHECY:
$892.54B
SUOPY:
$40.00B
SHECY:
$944.29B
SUOPY:
$108.69B
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Return for Risk
SHECY vs. SUOPY — Risk / Return Rank
SHECY
SUOPY
SHECY vs. SUOPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shin-Etsu Chemical Co Ltd ADR (SHECY) and Sumco Corp ADR (SUOPY). 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 | SUOPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.63 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 8.47 | -6.15 |
| Martin ratioReturn relative to average drawdown | 6.20 | 23.27 | -17.07 |
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 | SUOPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 4.61 | -3.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.09 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.31 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.14 | -0.07 |
Drawdowns
SHECY vs. SUOPY - Drawdown Comparison
The maximum SHECY drawdown since its inception was -82.68%, roughly equal to the maximum SUOPY drawdown of -81.60%. Use the drawdown chart below to compare losses from any high point for SHECY and SUOPY.
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Drawdown Indicators
| SHECY | SUOPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.68% | -81.60% | -1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -37.53% | +15.79% |
Max Drawdown (3Y)Largest decline over 3 years | -44.01% | -68.79% | +24.78% |
Max Drawdown (5Y)Largest decline over 5 years | -49.23% | -78.76% | +29.53% |
Max Drawdown (10Y)Largest decline over 10 years | -49.23% | -81.60% | +32.37% |
Current DrawdownCurrent decline from peak | -2.47% | -2.54% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -50.23% | -41.81% | -8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 13.63% | -5.50% |
Volatility
SHECY vs. SUOPY - Volatility Comparison
The current volatility for Shin-Etsu Chemical Co Ltd ADR (SHECY) is 11.47%, while Sumco Corp ADR (SUOPY) has a volatility of 33.74%. This indicates that SHECY experiences smaller price fluctuations and is considered to be less risky than SUOPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHECY | SUOPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.47% | 33.74% | -22.27% |
Volatility (6M)Calculated over the trailing 6-month period | 27.13% | 50.71% | -23.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.17% | 68.92% | -34.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.78% | 50.82% | -20.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.90% | 51.74% | -21.84% |
Dividends
SHECY vs. SUOPY - Dividend Comparison
SHECY has not paid dividends to shareholders, while SUOPY's dividend yield for the trailing twelve months is around 0.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SUOPY Sumco Corp ADR | 0.24% | 0.76% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.35% | 2.31% |
Financials
SHECY vs. SUOPY - Financials Comparison
This section allows you to compare key financial metrics between Shin-Etsu Chemical Co Ltd ADR and Sumco Corp 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. SUOPY - 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%.
SUOPY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sumco Corp ADR reported a gross profit of 6.47B and revenue of 103.26B. Therefore, the gross margin over that period was 6.3%.
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%.
SUOPY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sumco Corp ADR reported an operating income of -7.52B and revenue of 103.26B, resulting in an operating margin of -7.3%.
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%.
SUOPY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sumco Corp ADR reported a net income of -8.63B and revenue of 103.26B, resulting in a net margin of -8.4%.
Frequently Asked Questions
SHECY and SUOPY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUOPY has higher volatility (33.74%) compared to SHECY (11.47%). In terms of maximum drawdown, SHECY dropped -82.68% vs SUOPY's -81.60%.
SUOPY currently has the higher Sharpe Ratio (4.61 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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