STLD vs. ITOCY
STLD (Steel Dynamics, Inc.) and ITOCY (Itochu Corp ADR) are both stocks. STLD operates in Steel (Basic Materials), while ITOCY operates in Conglomerates (Industrials). Over the past 10 years, STLD returned 29.92%/yr vs 18.89%/yr for ITOCY. At a 0.25 correlation, their price movements are largely independent.
Performance
STLD vs. ITOCY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STLD achieves a 67.39% return, which is significantly higher than ITOCY's -6.92% return. Over the past 10 years, STLD has outperformed ITOCY with an annualized return of 29.92%, while ITOCY has yielded a comparatively lower 18.89% annualized return.
STLD
- 1D
- 1.15%
- 1M
- 19.27%
- YTD
- 67.39%
- 6M
- 65.42%
- 1Y
- 117.36%
- 3Y*
- 40.23%
- 5Y*
- 36.27%
- 10Y*
- 29.92%
ITOCY
- 1D
- 1.24%
- 1M
- -10.77%
- YTD
- -6.92%
- 6M
- -5.53%
- 1Y
- 14.04%
- 3Y*
- 15.09%
- 5Y*
- 14.72%
- 10Y*
- 18.89%
STLD vs. ITOCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STLD Steel Dynamics, Inc. | 67.39% | 50.70% | -1.99% | 22.75% | 60.14% | 71.42% | 12.46% | 16.78% | -29.02% | 23.34% |
ITOCY Itochu Corp ADR | -6.92% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
Correlation
The correlation between STLD and ITOCY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2006 | 0.25 |
Fundamentals
STLD:
$40.94B
ITOCY:
$82.27B
STLD:
$9.33
ITOCY:
¥86.32
STLD:
30.30
ITOCY:
21.84
STLD:
2.19
ITOCY:
1.32
STLD:
4.47
ITOCY:
1.99
STLD:
$19.01B
ITOCY:
¥15.03T
STLD:
$2.66B
ITOCY:
¥2.51T
STLD:
$2.23B
ITOCY:
¥1.26T
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STLD vs. ITOCY — Risk / Return Rank
STLD
ITOCY
STLD vs. ITOCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Steel Dynamics, Inc. (STLD) and Itochu Corp ADR (ITOCY). 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.
| STLD | ITOCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.02 | ||
| Sortino ratioReturn per unit of downside risk | +3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.11 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 5.81 | 0.63 | +5.17 |
| Martin ratioReturn relative to average drawdown | 19.49 | 1.66 | +17.83 |
Loading charts...
Drawdowns
STLD vs. ITOCY - Drawdown Comparison
The maximum STLD drawdown since its inception was -87.05%, which is greater than ITOCY's maximum drawdown of -69.11%. Use the drawdown chart below to compare losses from any high point for STLD and ITOCY.
Loading charts...
Drawdown Indicators
| STLD | ITOCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.05% | -69.11% | -17.94% |
Max Drawdown (1Y)Largest decline over 1 year | -20.33% | -22.31% | +1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -28.66% | -26.47% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -32.20% | -30.18% | -2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -68.46% | -30.18% | -38.28% |
Current DrawdownCurrent decline from peak | 0.00% | -19.71% | +19.71% |
Average DrawdownAverage peak-to-trough decline | -33.27% | -14.27% | -19.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 8.46% | -2.42% |
Volatility
STLD vs. ITOCY - Volatility Comparison
Steel Dynamics, Inc. (STLD) has a higher volatility of 9.70% compared to Itochu Corp ADR (ITOCY) at 6.29%. This indicates that STLD's price experiences larger fluctuations and is considered to be riskier than ITOCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| STLD | ITOCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 6.29% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 24.96% | 21.20% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.38% | 26.99% | +6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.03% | 26.24% | +11.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.31% | 23.98% | +15.33% |
Dividends
STLD vs. ITOCY - Dividend Comparison
STLD's dividend yield for the trailing twelve months is around 0.72%, while ITOCY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | 0.00% | 1.07% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 1.85% | 3.93% | 2.83% | 3.68% | 3.30% |
STLD Steel Dynamics, Inc. | 0.72% | 1.18% | 1.61% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.08% |
Financials
STLD vs. ITOCY - Financials Comparison
This section allows you to compare key financial metrics between Steel Dynamics, Inc. and Itochu 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
STLD vs. ITOCY - Profitability Comparison
STLD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a gross profit of 763.22M and revenue of 5.20B. Therefore, the gross margin over that period was 14.7%.
ITOCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.
STLD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported an operating income of 538.00M and revenue of 5.20B, resulting in an operating margin of 10.3%.
ITOCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.
STLD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a net income of 403.44M and revenue of 5.20B, resulting in a net margin of 7.8%.
ITOCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.
Frequently Asked Questions
STLD and ITOCY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLD has higher volatility (9.70%) compared to ITOCY (6.29%). In terms of maximum drawdown, STLD dropped -87.05% vs ITOCY's -69.11%.
STLD currently has the higher Sharpe Ratio (3.54 vs 0.52), 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.
Find the right allocation for STLD and ITOCY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer