TSUKY vs. IXN
TSUKY (Toyo Suisan Kaisha Ltd ADR) is a stock, while IXN (iShares Global Tech ETF) is Technology Equities fund tracking the S&P Global Information Technology Sector Index. Over the past 10 years, TSUKY returned 8.42%/yr vs 23.57%/yr for IXN. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
TSUKY vs. IXN - Performance Comparison
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Returns By Period
In the year-to-date period, TSUKY achieves a -1.19% return, which is significantly lower than IXN's 26.76% return. Over the past 10 years, TSUKY has underperformed IXN with an annualized return of 8.42%, while IXN has yielded a comparatively higher 23.57% annualized return.
TSUKY
- 1D
- 3.09%
- 1M
- 5.54%
- 6M
- -6.50%
- YTD
- -1.19%
- 1Y
- -7.48%
- 3Y*
- 15.64%
- 5Y*
- 12.26%
- 10Y*
- 8.42%
- ALL TIME*
- 7.26%
IXN
- 1D
- -1.69%
- 1M
- -5.35%
- 6M
- 24.12%
- YTD
- 26.76%
- 1Y
- 40.62%
- 3Y*
- 28.82%
- 5Y*
- 18.59%
- 10Y*
- 23.57%
- ALL TIME*
- 12.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $55.36M | $52.46M | $63.11M | |
| $607.48K | $411.96K | $383.08K |
TSUKY vs. IXN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSUKY Toyo Suisan Kaisha Ltd ADR | -1.19% | -4.13% | 35.23% | 31.91% | -9.20% | -8.59% | 12.86% | 22.46% | -17.20% | 17.57% |
IXN iShares Global Tech ETF | 26.76% | 25.25% | 24.84% | 52.98% | -29.86% | 29.58% | 43.62% | 47.88% | -5.44% | 41.23% |
Correlation
The correlation between TSUKY and IXN is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.03 |
The correlation between TSUKY and IXN shifts across timeframes, from 0.03 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TSUKY vs. IXN — Risk / Return Rank
TSUKY
IXN
TSUKY vs. IXN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyo Suisan Kaisha Ltd ADR (TSUKY) and iShares Global Tech ETF (IXN). 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.
| TSUKY | IXN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.27 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 2.98 | -3.22 |
| Martin ratioReturn relative to average drawdown | -0.42 | 8.35 | -8.77 |
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Drawdowns
TSUKY vs. IXN - Drawdown Comparison
The maximum TSUKY drawdown since its inception was -54.81%, roughly equal to the maximum IXN drawdown of -55.67%. Use the drawdown chart below to compare losses from any high point for TSUKY and IXN.
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Drawdown Indicators
| TSUKY | IXN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -55.67% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -27.60% | -13.80% | -13.80% |
Max Drawdown (3Y)Largest decline over 3 years | -30.78% | -25.55% | -5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -40.07% | -36.30% | -3.77% |
Max Drawdown (10Y)Largest decline over 10 years | -54.81% | -36.30% | -18.51% |
Current DrawdownCurrent decline from peak | -20.57% | -11.11% | -9.46% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -11.24% | -8.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.78% | 4.91% | +10.87% |
Volatility
TSUKY vs. IXN - Volatility Comparison
Toyo Suisan Kaisha Ltd ADR (TSUKY) has a higher volatility of 13.97% compared to iShares Global Tech ETF (IXN) at 9.23%. This indicates that TSUKY's price experiences larger fluctuations and is considered to be riskier than IXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSUKY | IXN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.97% | 9.23% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 42.21% | 22.90% | +19.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.93% | 26.53% | +43.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.27% | 25.70% | +32.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.97% | 24.78% | +53.19% |
Dividends
TSUKY vs. IXN - Dividend Comparison
TSUKY has not paid dividends to shareholders, while IXN's dividend yield for the trailing twelve months is around 0.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXN iShares Global Tech ETF | 0.82% | 1.04% | 0.43% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% |
TSUKY Toyo Suisan Kaisha Ltd ADR | 0.00% | 1.25% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSUKY and IXN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSUKY has higher volatility (13.97%) compared to IXN (9.23%). In terms of maximum drawdown, TSUKY dropped -54.81% vs IXN's -55.67%.
IXN currently has the higher Sharpe Ratio (1.55 vs -0.10), 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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