SSDOY vs. TSGTY
SSDOY (Shiseido Company Ltd) and TSGTY (Tsingtao Brewery Co Ltd) are both stocks. Both are in the Consumer Defensive sector — SSDOY in Household & Personal Products, TSGTY in Beverages - Brewers. Over the past 10 years, SSDOY returned -3.07%/yr vs 7.41%/yr for TSGTY. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
SSDOY vs. TSGTY - Performance Comparison
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Returns By Period
In the year-to-date period, SSDOY achieves a 35.14% return, which is significantly higher than TSGTY's -5.10% return. Over the past 10 years, SSDOY has underperformed TSGTY with an annualized return of -3.07%, while TSGTY has yielded a comparatively higher 7.41% annualized return.
SSDOY
- 1D
- -6.76%
- 1M
- 16.68%
- 6M
- 15.25%
- YTD
- 35.14%
- 1Y
- 20.38%
- 3Y*
- -22.00%
- 5Y*
- -21.39%
- 10Y*
- -3.07%
- ALL TIME*
- 0.70%
TSGTY
- 1D
- 0.00%
- 1M
- -2.03%
- 6M
- -11.39%
- YTD
- -5.10%
- 1Y
- -5.32%
- 3Y*
- -8.96%
- 5Y*
- -2.35%
- 10Y*
- 7.41%
- ALL TIME*
- 2.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
SSDOY Shiseido Company Ltd | $829.41K | $892.63K | $958.93K |
| $829.57 | $3.34K | $4.76K |
SSDOY vs. TSGTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSDOY Shiseido Company Ltd | 35.14% | -16.89% | -40.86% | -38.04% | -12.65% | -19.38% | -1.97% | 12.49% | 30.02% | 91.06% |
TSGTY Tsingtao Brewery Co Ltd | -5.10% | -7.82% | 9.35% | -30.01% | 8.97% | -8.59% | 57.13% | 59.57% | -16.15% | 38.00% |
Correlation
The correlation between SSDOY and TSGTY is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.10 |
The correlation between SSDOY and TSGTY shifts across timeframes, from -0.02 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SSDOY:
$7.88B
TSGTY:
$9.21B
SSDOY:
-¥91.90
TSGTY:
CN¥17.11
SSDOY:
1.26
TSGTY:
1.63
SSDOY:
2.04
TSGTY:
1.62
SSDOY:
¥986.86B
TSGTY:
CN¥32.16B
SSDOY:
¥758.02B
TSGTY:
CN¥13.49B
SSDOY:
¥49.55B
TSGTY:
CN¥6.19B
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Return for Risk
SSDOY vs. TSGTY — Risk / Return Rank
SSDOY
TSGTY
SSDOY vs. TSGTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shiseido Company Ltd (SSDOY) and Tsingtao Brewery Co Ltd (TSGTY). 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.
| SSDOY | TSGTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.99 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | -0.37 | +1.06 |
| Martin ratioReturn relative to average drawdown | 1.47 | -0.80 | +2.26 |
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Drawdowns
SSDOY vs. TSGTY - Drawdown Comparison
The maximum SSDOY drawdown since its inception was -83.41%, roughly equal to the maximum TSGTY drawdown of -80.53%. Use the drawdown chart below to compare losses from any high point for SSDOY and TSGTY.
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Drawdown Indicators
| SSDOY | TSGTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.41% | -80.53% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -31.76% | -24.06% | -7.70% |
Max Drawdown (3Y)Largest decline over 3 years | -69.49% | -38.46% | -31.03% |
Max Drawdown (5Y)Largest decline over 5 years | -81.59% | -49.03% | -32.56% |
Max Drawdown (10Y)Largest decline over 10 years | -83.41% | -50.02% | -33.39% |
Current DrawdownCurrent decline from peak | -76.00% | -57.06% | -18.94% |
Average DrawdownAverage peak-to-trough decline | -29.88% | -41.21% | +11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.04% | 11.19% | +3.85% |
Volatility
SSDOY vs. TSGTY - Volatility Comparison
Shiseido Company Ltd (SSDOY) has a higher volatility of 15.79% compared to Tsingtao Brewery Co Ltd (TSGTY) at 2.17%. This indicates that SSDOY's price experiences larger fluctuations and is considered to be riskier than TSGTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSDOY | TSGTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.79% | 2.17% | +13.62% |
Volatility (6M)Calculated over the trailing 6-month period | 34.63% | 27.94% | +6.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.54% | 40.44% | +4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.30% | 45.49% | -8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.85% | 43.46% | -9.61% |
Dividends
SSDOY vs. TSGTY - Dividend Comparison
SSDOY has not paid dividends to shareholders, while TSGTY's dividend yield for the trailing twelve months is around 6.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSDOY Shiseido Company Ltd | 0.00% | 0.92% | 0.37% | 0.66% | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.73% | 1.20% |
TSGTY Tsingtao Brewery Co Ltd | 6.09% | 4.72% | 3.83% | 3.68% | 1.63% | 1.23% | 0.63% | 0.88% | 1.30% | 0.83% | 1.32% | 3.26% |
Financials
SSDOY vs. TSGTY - Financials Comparison
This section allows you to compare key financial metrics between Shiseido Company Ltd and Tsingtao Brewery Co 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
SSDOY vs. TSGTY - Profitability Comparison
SSDOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Shiseido Company Ltd reported a gross profit of 185.20B and revenue of 236.22B. Therefore, the gross margin over that period was 78.4%.
TSGTY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported a gross profit of 4.37B and revenue of 10.22B. Therefore, the gross margin over that period was 42.7%.
SSDOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Shiseido Company Ltd reported an operating income of 10.74B and revenue of 236.22B, resulting in an operating margin of 4.6%.
TSGTY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported an operating income of 2.18B and revenue of 10.22B, resulting in an operating margin of 21.3%.
SSDOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Shiseido Company Ltd reported a net income of 8.52B and revenue of 236.22B, resulting in a net margin of 3.6%.
TSGTY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported a net income of 1.79B and revenue of 10.22B, resulting in a net margin of 17.5%.
Frequently Asked Questions
SSDOY and TSGTY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSDOY has higher volatility (15.79%) compared to TSGTY (2.17%). In terms of maximum drawdown, SSDOY dropped -83.41% vs TSGTY's -80.53%.
SSDOY currently has the higher Sharpe Ratio (0.50 vs -0.22), 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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