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TTDKY vs. GLW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TTDKY vs. GLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDK Corp ADR (TTDKY) and Corning Incorporated (GLW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTDKY achieves a 74.89% return, which is significantly lower than GLW's 130.06% return. Over the past 10 years, TTDKY has underperformed GLW with an annualized return of 21.08%, while GLW has yielded a comparatively higher 28.52% annualized return.


TTDKY

1D
1.19%
1M
39.09%
YTD
74.89%
6M
57.32%
1Y
129.18%
3Y*
47.21%
5Y*
23.76%
10Y*
21.08%

GLW

1D
0.18%
1M
25.70%
YTD
130.06%
6M
141.10%
1Y
299.67%
3Y*
89.73%
5Y*
39.39%
10Y*
28.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTDKY vs. GLW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTDKY
TDK Corp ADR
74.89%9.92%37.95%45.42%-16.86%-22.54%34.55%59.89%-11.84%16.59%
GLW
Corning Incorporated
130.06%87.76%60.64%-1.23%-11.56%5.92%27.57%-1.02%-3.28%34.63%

Correlation

The correlation between TTDKY and GLW is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2009

0.31

Fundamentals

Market Cap

TTDKY:

$46.84B

GLW:

$173.21B

EPS

TTDKY:

$104.42

GLW:

$2.10

PE Ratio

TTDKY:

0.24

GLW:

95.63

PEG Ratio

TTDKY:

0.02

GLW:

2.32

PS Ratio

TTDKY:

0.02

GLW:

10.61

PB Ratio

TTDKY:

0.02

GLW:

14.66

Total Revenue (TTM)

TTDKY:

$2.54T

GLW:

$16.32B

Gross Profit (TTM)

TTDKY:

$794.41B

GLW:

$5.93B

EBITDA (TTM)

TTDKY:

$492.99B

GLW:

$3.77B

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Return for Risk

TTDKY vs. GLW — Risk / Return Rank

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

TTDKY
TTDKY Risk / Return Rank: 8888
Overall Rank
TTDKY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TTDKY Sortino Ratio Rank: 8888
Sortino Ratio Rank
TTDKY Omega Ratio Rank: 8888
Omega Ratio Rank
TTDKY Calmar Ratio Rank: 8787
Calmar Ratio Rank
TTDKY Martin Ratio Rank: 8585
Martin Ratio Rank

GLW
GLW Risk / Return Rank: 9898
Overall Rank
GLW Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GLW Sortino Ratio Rank: 9797
Sortino Ratio Rank
GLW Omega Ratio Rank: 9797
Omega Ratio Rank
GLW Calmar Ratio Rank: 9898
Calmar Ratio Rank
GLW Martin Ratio Rank: 9999
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.

TTDKY vs. GLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDK Corp ADR (TTDKY) and Corning Incorporated (GLW). 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.


TTDKYGLWDifference
Sharpe ratioReturn per unit of total volatility

-2.93

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

1.40

1.71

-0.31

Calmar ratioReturn relative to maximum drawdown

3.99

13.12

-9.13

Martin ratioReturn relative to average drawdown

8.76

44.04

-35.28

TTDKY vs. GLW - Sharpe Ratio Comparison

The current TTDKY Sharpe Ratio is 2.64, which is lower than the GLW Sharpe Ratio of 5.57. The chart below compares the historical Sharpe Ratios of TTDKY and GLW, 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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Sharpe Ratios by Period


TTDKYGLWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

5.57

-2.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

1.13

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.85

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.27

+0.12

Drawdowns

TTDKY vs. GLW - Drawdown Comparison

The maximum TTDKY drawdown since its inception was -54.04%, smaller than the maximum GLW drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for TTDKY and GLW.


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Drawdown Indicators


TTDKYGLWDifference

Max Drawdown

Largest peak-to-trough decline

-54.04%

-99.02%

+44.98%

Max Drawdown (1Y)

Largest decline over 1 year

-32.56%

-23.01%

-9.55%

Max Drawdown (3Y)

Largest decline over 3 years

-39.71%

-27.57%

-12.14%

Max Drawdown (5Y)

Largest decline over 5 years

-39.71%

-34.52%

-5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-51.75%

-48.80%

-2.95%

Current Drawdown

Current decline from peak

-4.82%

-3.46%

-1.36%

Average Drawdown

Average peak-to-trough decline

-23.51%

-50.53%

+27.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.81%

6.84%

+7.97%

Volatility

TTDKY vs. GLW - Volatility Comparison

The current volatility for TDK Corp ADR (TTDKY) is 18.06%, while Corning Incorporated (GLW) has a volatility of 25.43%. This indicates that TTDKY experiences smaller price fluctuations and is considered to be less risky than GLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTDKYGLWDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.06%

25.43%

-7.37%

Volatility (6M)

Calculated over the trailing 6-month period

38.85%

48.25%

-9.40%

Volatility (1Y)

Calculated over the trailing 1-year period

49.20%

54.17%

-4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.46%

35.19%

+3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.07%

33.54%

+2.53%

Dividends

TTDKY vs. GLW - Dividend Comparison

TTDKY has not paid dividends to shareholders, while GLW's dividend yield for the trailing twelve months is around 0.56%.


PositionTTM20252024202320222021202020192018201720162015
GLW
Corning Incorporated
0.56%1.28%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%
TTDKY
TDK Corp ADR
0.00%0.77%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.85%0.00%

Financials

TTDKY vs. GLW - Financials Comparison

This section allows you to compare key financial metrics between TDK Corp ADR and Corning Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00B200.00B300.00B400.00B500.00B600.00B700.00B20222023202420252026
658.13B
4.14B
(TTDKY) Total Revenue
(GLW) Total Revenue
Values in USD except per share items

TTDKY vs. GLW - Profitability Comparison

The chart below illustrates the profitability comparison between TDK Corp ADR and Corning Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%20222023202420252026
28.5%
36.9%
Portfolio components
TTDKY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported a gross profit of 187.24B and revenue of 658.13B. Therefore, the gross margin over that period was 28.5%.

GLW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corning Incorporated reported a gross profit of 1.53B and revenue of 4.14B. Therefore, the gross margin over that period was 36.9%.

TTDKY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported an operating income of 31.48B and revenue of 658.13B, resulting in an operating margin of 4.8%.

GLW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corning Incorporated reported an operating income of 639.00M and revenue of 4.14B, resulting in an operating margin of 15.4%.

TTDKY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported a net income of 14.72B and revenue of 658.13B, resulting in a net margin of 2.2%.

GLW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corning Incorporated reported a net income of 371.00M and revenue of 4.14B, resulting in a net margin of 9.0%.


Frequently Asked Questions


TTDKY and GLW have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLW has higher volatility (25.43%) compared to TTDKY (18.06%). In terms of maximum drawdown, TTDKY dropped -54.04% vs GLW's -99.02%.

GLW currently has the higher Sharpe Ratio (5.57 vs 2.64), 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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