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TSUKY vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSUKY vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyo Suisan Kaisha Ltd ADR (TSUKY) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSUKY achieves a -1.19% return, which is significantly lower than IYW's 18.31% return. Over the past 10 years, TSUKY has underperformed IYW with an annualized return of 8.42%, while IYW has yielded a comparatively higher 24.41% 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%

IYW

1D
-1.03%
1M
-3.24%
6M
18.28%
YTD
18.31%
1Y
31.33%
3Y*
28.65%
5Y*
18.19%
10Y*
24.41%
ALL TIME*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$135.79M$149.12M$198.70M
$607.48K$411.96K$383.08K

TSUKY vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IYW
iShares U.S. Technology ETF
18.31%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between TSUKY and IYW is 0.13, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.13

Correlation (3Y)
Balances recent behavior with more history.

0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.04

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

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Return for Risk

TSUKY vs. IYW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSUKY
TSUKY Risk / Return Rank: 4242
Overall Rank
TSUKY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TSUKY Sortino Ratio Rank: 4545
Sortino Ratio Rank
TSUKY Omega Ratio Rank: 4646
Omega Ratio Rank
TSUKY Calmar Ratio Rank: 3939
Calmar Ratio Rank
TSUKY Martin Ratio Rank: 3939
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 5353
Overall Rank
IYW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 5454
Sortino Ratio Rank
IYW Omega Ratio Rank: 5454
Omega Ratio Rank
IYW Calmar Ratio Rank: 5151
Calmar Ratio Rank
IYW Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSUKY vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyo Suisan Kaisha Ltd ADR (TSUKY) and iShares U.S. Technology ETF (IYW). 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.


TSUKYIYWDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.05

1.24

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.24

1.79

-2.03

Martin ratioReturn relative to average drawdown

-0.42

5.42

-5.85

TSUKY vs. IYW - Sharpe Ratio Comparison

The current TSUKY Sharpe Ratio is -0.10, which is lower than the IYW Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of TSUKY and IYW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSUKY vs. IYW - Drawdown Comparison

The maximum TSUKY drawdown since its inception was -54.81%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for TSUKY and IYW.


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Drawdown Indicators


TSUKYIYWDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-81.90%

+27.09%

Max Drawdown (1Y)

Largest decline over 1 year

-27.60%

-17.81%

-9.79%

Max Drawdown (3Y)

Largest decline over 3 years

-30.78%

-26.47%

-4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-40.07%

-39.44%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-54.81%

-39.44%

-15.37%

Current Drawdown

Current decline from peak

-20.57%

-9.15%

-11.42%

Average Drawdown

Average peak-to-trough decline

-19.62%

-34.50%

+14.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.78%

5.86%

+9.92%

Volatility

TSUKY vs. IYW - Volatility Comparison

Toyo Suisan Kaisha Ltd ADR (TSUKY) has a higher volatility of 13.97% compared to iShares U.S. Technology ETF (IYW) at 7.58%. This indicates that TSUKY's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSUKYIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.97%

7.58%

+6.39%

Volatility (6M)

Calculated over the trailing 6-month period

42.21%

19.41%

+22.80%

Volatility (1Y)

Calculated over the trailing 1-year period

69.93%

23.29%

+46.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.27%

26.38%

+31.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.97%

25.31%

+52.66%

Dividends

TSUKY vs. IYW - Dividend Comparison

TSUKY has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%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 IYW have a correlation of 0.13, 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 IYW (7.58%). In terms of maximum drawdown, TSUKY dropped -54.81% vs IYW's -81.90%.

IYW currently has the higher Sharpe Ratio (1.37 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.

Portfolio Optimizer

Find the right allocation for TSUKY and IYW

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