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TTDKY vs. GLW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TTDKY and GLW is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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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Key characteristics

Sharpe Ratio

TTDKY:

0.27

GLW:

1.14

Sortino Ratio

TTDKY:

0.65

GLW:

1.82

Omega Ratio

TTDKY:

1.08

GLW:

1.26

Calmar Ratio

TTDKY:

0.25

GLW:

0.79

Martin Ratio

TTDKY:

0.62

GLW:

4.38

Ulcer Index

TTDKY:

16.33%

GLW:

9.76%

Daily Std Dev

TTDKY:

47.51%

GLW:

34.34%

Max Drawdown

TTDKY:

-78.44%

GLW:

-99.02%

Current Drawdown

TTDKY:

-22.32%

GLW:

-33.60%

Fundamentals

Market Cap

TTDKY:

$20.86B

GLW:

$42.79B

EPS

TTDKY:

$0.60

GLW:

$0.52

PE Ratio

TTDKY:

18.28

GLW:

95.37

PEG Ratio

TTDKY:

1.75

GLW:

0.49

PS Ratio

TTDKY:

0.01

GLW:

3.15

PB Ratio

TTDKY:

1.69

GLW:

3.96

Total Revenue (TTM)

TTDKY:

$1.67T

GLW:

$13.60B

Gross Profit (TTM)

TTDKY:

$549.85B

GLW:

$4.48B

EBITDA (TTM)

TTDKY:

$350.94B

GLW:

$2.34B

Returns By Period

In the year-to-date period, TTDKY achieves a -15.35% return, which is significantly lower than GLW's 5.55% return. Over the past 10 years, TTDKY has outperformed GLW with an annualized return of 23.00%, while GLW has yielded a comparatively lower 12.06% annualized return.


TTDKY

YTD

-15.35%

1M

-0.45%

6M

-15.16%

1Y

9.79%

3Y*

24.93%

5Y*

20.49%

10Y*

23.00%

GLW

YTD

5.55%

1M

11.37%

6M

3.05%

1Y

36.33%

3Y*

14.91%

5Y*

20.21%

10Y*

12.06%

*Annualized

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TDK Corp ADR

Corning Incorporated

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TTDKY vs. GLW — Risk-Adjusted Performance Rank

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

TTDKY
The Risk-Adjusted Performance Rank of TTDKY is 5858
Overall Rank
The Sharpe Ratio Rank of TTDKY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TTDKY is 5555
Sortino Ratio Rank
The Omega Ratio Rank of TTDKY is 5454
Omega Ratio Rank
The Calmar Ratio Rank of TTDKY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of TTDKY is 5959
Martin Ratio Rank

GLW
The Risk-Adjusted Performance Rank of GLW is 8383
Overall Rank
The Sharpe Ratio Rank of GLW is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GLW is 8282
Sortino Ratio Rank
The Omega Ratio Rank of GLW is 8383
Omega Ratio Rank
The Calmar Ratio Rank of GLW is 7979
Calmar Ratio Rank
The Martin Ratio Rank of GLW is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TTDKY vs. GLW - Risk-Adjusted Performance 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.


The current TTDKY Sharpe Ratio is 0.27, which is lower than the GLW Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of TTDKY and GLW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 2.26%.


TTM20242023202220212020201920182017201620152014
TTDKY
TDK Corp ADR
0.00%2.81%8.02%11.00%7.23%5.65%6.88%9.51%16.70%32.19%27.43%21.61%
GLW
Corning Incorporated
2.26%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%

Drawdowns

TTDKY vs. GLW - Drawdown Comparison

The maximum TTDKY drawdown since its inception was -78.44%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TTDKY vs. GLW - Volatility Comparison

TDK Corp ADR (TTDKY) has a higher volatility of 9.36% compared to Corning Incorporated (GLW) at 6.37%. This indicates that TTDKY's price experiences larger fluctuations and is considered to be riskier than GLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.00100.00B200.00B300.00B400.00B500.00B600.00B20212022202320242025
581.04B
3.45B
(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%20212022202320242025
33.7%
35.2%
(TTDKY) Gross Margin
(GLW) Gross Margin
TTDKY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, TDK Corp ADR reported a gross profit of 195.73B and revenue of 581.04B. Therefore, the gross margin over that period was 33.7%.

GLW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Corning Incorporated reported a gross profit of 1.21B and revenue of 3.45B. Therefore, the gross margin over that period was 35.2%.

TTDKY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, TDK Corp ADR reported an operating income of 75.79B and revenue of 581.04B, resulting in an operating margin of 13.0%.

GLW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Corning Incorporated reported an operating income of 445.00M and revenue of 3.45B, resulting in an operating margin of 12.9%.

TTDKY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, TDK Corp ADR reported a net income of 55.16B and revenue of 581.04B, resulting in a net margin of 9.5%.

GLW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Corning Incorporated reported a net income of 157.00M and revenue of 3.45B, resulting in a net margin of 4.6%.