SUOPY vs. SHECY
SUOPY (Sumco Corp ADR) and SHECY (Shin-Etsu Chemical Co Ltd ADR) are both stocks. SUOPY operates in Semiconductor Equipment & Materials (Technology), while SHECY operates in Chemicals (Basic Materials). Over the past 10 years, SUOPY returned 15.87%/yr vs 15.62%/yr for SHECY. At a 0.23 correlation, their price movements are largely independent.
Performance
SUOPY vs. SHECY - Performance Comparison
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Returns By Period
In the year-to-date period, SUOPY achieves a 207.61% return, which is significantly higher than SHECY's 53.81% return. Both investments have delivered pretty close results over the past 10 years, with SUOPY having a 15.87% annualized return and SHECY not far behind at 15.62%.
SUOPY
- 1D
- -1.87%
- 1M
- 64.06%
- YTD
- 207.61%
- 6M
- 200.99%
- 1Y
- 317.29%
- 3Y*
- 25.44%
- 5Y*
- 4.13%
- 10Y*
- 15.87%
SHECY
- 1D
- -1.49%
- 1M
- 4.29%
- YTD
- 53.81%
- 6M
- 52.82%
- 1Y
- 49.56%
- 3Y*
- 14.64%
- 5Y*
- 6.39%
- 10Y*
- 15.62%
SUOPY vs. SHECY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUOPY Sumco Corp ADR | 207.61% | 20.63% | -50.20% | 14.21% | -36.00% | -0.49% | 21.14% | 50.15% | -57.77% | 118.99% |
SHECY Shin-Etsu Chemical Co Ltd ADR | 53.81% | -4.97% | -20.30% | 71.18% | -29.73% | -1.27% | 59.93% | 43.23% | -24.32% | 31.25% |
Correlation
The correlation between SUOPY and SHECY 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
SUOPY:
$9.55B
SHECY:
$88.59B
SUOPY:
-$135.48
SHECY:
$127.52
SUOPY:
0.02
SHECY:
0.03
SUOPY:
0.02
SHECY:
0.02
SUOPY:
$414.09B
SHECY:
$2.61T
SUOPY:
$40.00B
SHECY:
$892.54B
SUOPY:
$108.69B
SHECY:
$944.29B
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Return for Risk
SUOPY vs. SHECY — Risk / Return Rank
SUOPY
SHECY
SUOPY vs. SHECY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sumco Corp ADR (SUOPY) and Shin-Etsu Chemical Co Ltd ADR (SHECY). 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.
| SUOPY | SHECY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.18 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.25 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 8.52 | 2.29 | +6.23 |
| Martin ratioReturn relative to average drawdown | 23.40 | 6.12 | +17.29 |
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
| SUOPY | SHECY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.64 | 1.46 | +3.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.21 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.52 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.06 | +0.07 |
Drawdowns
SUOPY vs. SHECY - Drawdown Comparison
The maximum SUOPY drawdown since its inception was -81.60%, roughly equal to the maximum SHECY drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for SUOPY and SHECY.
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Drawdown Indicators
| SUOPY | SHECY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.60% | -82.68% | +1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -37.53% | -21.74% | -15.79% |
Max Drawdown (3Y)Largest decline over 3 years | -68.79% | -44.01% | -24.78% |
Max Drawdown (5Y)Largest decline over 5 years | -78.76% | -49.23% | -29.53% |
Max Drawdown (10Y)Largest decline over 10 years | -81.60% | -49.23% | -32.37% |
Current DrawdownCurrent decline from peak | -4.36% | -3.92% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -41.80% | -50.22% | +8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.63% | 8.13% | +5.50% |
Volatility
SUOPY vs. SHECY - Volatility Comparison
Sumco Corp ADR (SUOPY) has a higher volatility of 34.03% compared to Shin-Etsu Chemical Co Ltd ADR (SHECY) at 11.57%. This indicates that SUOPY's price experiences larger fluctuations and is considered to be riskier than SHECY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUOPY | SHECY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 34.03% | 11.57% | +22.46% |
Volatility (6M)Calculated over the trailing 6-month period | 50.78% | 27.15% | +23.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.97% | 34.20% | +34.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.83% | 30.78% | +20.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.73% | 29.90% | +21.83% |
Dividends
SUOPY vs. SHECY - Dividend Comparison
SUOPY's dividend yield for the trailing twelve months is around 0.25%, while SHECY has not paid dividends to shareholders.
| 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 | 0.25% | 0.76% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.35% | 2.31% |
Financials
SUOPY vs. SHECY - Financials Comparison
This section allows you to compare key financial metrics between Sumco Corp ADR and Shin-Etsu Chemical 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
SUOPY vs. SHECY - Profitability Comparison
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 - 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 - 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 - 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 - 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%.
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%.
Frequently Asked Questions
SUOPY and SHECY 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 (34.03%) compared to SHECY (11.57%). In terms of maximum drawdown, SUOPY dropped -81.60% vs SHECY's -82.68%.
SUOPY currently has the higher Sharpe Ratio (4.64 vs 1.46), 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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