TSUKY vs. XILSX
TSUKY (Toyo Suisan Kaisha Ltd ADR) is a stock, while XILSX (Pioneer ILS Interval Fund) is High Yield Bonds fund managed by Amundi. Over the past 5 years, TSUKY returned 12.26%/yr vs 12.52%/yr for XILSX. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
TSUKY vs. XILSX - 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 XILSX's 9.73% 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%
XILSX
- 1D
- 0.00%
- 1M
- 1.15%
- 6M
- 8.61%
- YTD
- 9.73%
- 1Y
- 23.74%
- 3Y*
- 19.34%
- 5Y*
- 12.52%
- 10Y*
- —
- ALL TIME*
- 6.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $607.48K | $411.96K | $383.08K | |
| $0.00 | $0.00 | $0.00 |
TSUKY vs. XILSX - 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% | 23.64% |
XILSX Pioneer ILS Interval Fund | 9.73% | 18.70% | 18.93% | 18.65% | 1.23% | -1.10% | 7.37% | 2.60% | -2.11% | -8.83% |
Correlation
The correlation between TSUKY and XILSX is 0.03, 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. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.01 |
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Return for Risk
TSUKY vs. XILSX — Risk / Return Rank
TSUKY
XILSX
TSUKY vs. XILSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyo Suisan Kaisha Ltd ADR (TSUKY) and Pioneer ILS Interval Fund (XILSX). 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 | XILSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.14 | ||
| Sortino ratioReturn per unit of downside risk | -80.08 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 42.80 | -41.75 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 116.68 | -116.93 |
| Martin ratioReturn relative to average drawdown | -0.42 | 796.54 | -796.96 |
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Drawdowns
TSUKY vs. XILSX - Drawdown Comparison
The maximum TSUKY drawdown since its inception was -54.81%, which is greater than XILSX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for TSUKY and XILSX.
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Drawdown Indicators
| TSUKY | XILSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -14.53% | -40.28% |
Max Drawdown (1Y)Largest decline over 1 year | -27.60% | -0.21% | -27.39% |
Max Drawdown (3Y)Largest decline over 3 years | -30.78% | -2.36% | -28.42% |
Max Drawdown (5Y)Largest decline over 5 years | -40.07% | -6.27% | -33.80% |
Max Drawdown (10Y)Largest decline over 10 years | -54.81% | — | — |
Current DrawdownCurrent decline from peak | -20.57% | 0.00% | -20.57% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -4.84% | -14.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.78% | 0.03% | +15.75% |
Volatility
TSUKY vs. XILSX - Volatility Comparison
Toyo Suisan Kaisha Ltd ADR (TSUKY) has a higher volatility of 13.97% compared to Pioneer ILS Interval Fund (XILSX) at 0.52%. This indicates that TSUKY's price experiences larger fluctuations and is considered to be riskier than XILSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSUKY | XILSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.97% | 0.52% | +13.45% |
Volatility (6M)Calculated over the trailing 6-month period | 42.21% | 1.56% | +40.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.93% | 3.06% | +66.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.27% | 3.77% | +54.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.97% | 3.90% | +74.07% |
Dividends
TSUKY vs. XILSX - Dividend Comparison
TSUKY has not paid dividends to shareholders, while XILSX's dividend yield for the trailing twelve months is around 8.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TSUKY Toyo Suisan Kaisha Ltd ADR | 0.00% | 1.25% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XILSX Pioneer ILS Interval Fund | 8.67% | 9.51% | 13.06% | 12.82% | 2.68% | 2.04% | 5.20% | 6.63% | 6.40% |
Frequently Asked Questions
TSUKY and XILSX have a correlation of 0.03, 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 XILSX (0.52%). In terms of maximum drawdown, TSUKY dropped -54.81% vs XILSX's -14.53%.
XILSX currently has the higher Sharpe Ratio (8.04 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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