SMTOY vs. ROHCY
SMTOY (Sumitomo Electric Industries Ltd ADR) and ROHCY (Rohm Co Ltd ADR) are both stocks. SMTOY operates in Auto Parts (Consumer Cyclical), while ROHCY operates in Semiconductors (Technology). Over the past 10 years, SMTOY returned 19.96%/yr vs 12.17%/yr for ROHCY. At a 0.20 correlation, their price movements are largely independent.
Performance
SMTOY vs. ROHCY - Performance Comparison
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Returns By Period
In the year-to-date period, SMTOY achieves a 103.06% return, which is significantly lower than ROHCY's 125.34% return. Over the past 10 years, SMTOY has outperformed ROHCY with an annualized return of 19.96%, while ROHCY has yielded a comparatively lower 12.17% annualized return.
SMTOY
- 1D
- 7.33%
- 1M
- 9.92%
- YTD
- 103.06%
- 6M
- 82.74%
- 1Y
- 290.27%
- 3Y*
- 90.90%
- 5Y*
- 39.64%
- 10Y*
- 19.96%
ROHCY
- 1D
- 1.26%
- 1M
- 27.94%
- YTD
- 125.34%
- 6M
- 127.50%
- 1Y
- 182.32%
- 3Y*
- 13.45%
- 5Y*
- 6.81%
- 10Y*
- 12.17%
SMTOY vs. ROHCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMTOY Sumitomo Electric Industries Ltd ADR | 103.06% | 131.61% | 41.93% | 12.95% | -13.35% | -1.73% | -11.45% | 14.66% | -20.89% | 16.55% |
ROHCY Rohm Co Ltd ADR | 125.34% | 56.57% | -49.11% | 3.36% | -20.60% | -9.16% | 25.79% | 22.73% | -41.72% | 92.89% |
Correlation
The correlation between SMTOY and ROHCY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.20 |
The correlation between SMTOY and ROHCY shifts across timeframes, from 0.20 (all time) to 0.30 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SMTOY:
$63.16B
ROHCY:
$12.39B
SMTOY:
$481.54
ROHCY:
-$370.50
SMTOY:
0.01
ROHCY:
0.03
SMTOY:
0.02
ROHCY:
0.02
SMTOY:
$5.18T
ROHCY:
$485.46B
SMTOY:
$1.05T
ROHCY:
$116.26B
SMTOY:
$657.37B
ROHCY:
$57.21B
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Return for Risk
SMTOY vs. ROHCY — Risk / Return Rank
SMTOY
ROHCY
SMTOY vs. ROHCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sumitomo Electric Industries Ltd ADR (SMTOY) and Rohm Co Ltd ADR (ROHCY). 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.
| SMTOY | ROHCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.57 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 12.42 | 7.96 | +4.46 |
| Martin ratioReturn relative to average drawdown | 42.19 | 22.36 | +19.84 |
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
| SMTOY | ROHCY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.10 | 3.11 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.16 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.30 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.16 | -0.24 |
Drawdowns
SMTOY vs. ROHCY - Drawdown Comparison
The maximum SMTOY drawdown since its inception was -94.82%, which is greater than ROHCY's maximum drawdown of -73.15%. Use the drawdown chart below to compare losses from any high point for SMTOY and ROHCY.
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Drawdown Indicators
| SMTOY | ROHCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.82% | -73.15% | -21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -23.54% | -23.05% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -38.52% | -68.72% | +30.20% |
Max Drawdown (5Y)Largest decline over 5 years | -38.52% | -70.45% | +31.93% |
Max Drawdown (10Y)Largest decline over 10 years | -52.67% | -73.15% | +20.48% |
Current DrawdownCurrent decline from peak | -46.99% | -6.41% | -40.58% |
Average DrawdownAverage peak-to-trough decline | -64.88% | -31.60% | -33.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.92% | 8.19% | -1.27% |
Volatility
SMTOY vs. ROHCY - Volatility Comparison
The current volatility for Sumitomo Electric Industries Ltd ADR (SMTOY) is 26.18%, while Rohm Co Ltd ADR (ROHCY) has a volatility of 30.41%. This indicates that SMTOY experiences smaller price fluctuations and is considered to be less risky than ROHCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMTOY | ROHCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.18% | 30.41% | -4.23% |
Volatility (6M)Calculated over the trailing 6-month period | 50.00% | 47.63% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.40% | 59.06% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.85% | 43.78% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.83% | 41.23% | -5.40% |
Dividends
SMTOY vs. ROHCY - Dividend Comparison
Neither SMTOY nor ROHCY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ROHCY Rohm Co Ltd ADR | 0.00% | 1.21% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.87% |
SMTOY Sumitomo Electric Industries Ltd ADR | 0.00% | 1.06% | 1.35% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% | 2.26% |
Financials
SMTOY vs. ROHCY - Financials Comparison
This section allows you to compare key financial metrics between Sumitomo Electric Industries Ltd ADR and Rohm Co Ltd 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
Frequently Asked Questions
SMTOY and ROHCY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROHCY has higher volatility (30.41%) compared to SMTOY (26.18%). In terms of maximum drawdown, SMTOY dropped -94.82% vs ROHCY's -73.15%.
SMTOY currently has the higher Sharpe Ratio (5.10 vs 3.11), 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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