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

Performance

TTDKY vs. IFNNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDK Corp ADR (TTDKY) and Infineon Technologies AG ADR (IFNNY). 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 50.21% return, which is significantly lower than IFNNY's 90.40% return. Both investments have delivered pretty close results over the past 10 years, with TTDKY having a 19.04% annualized return and IFNNY not far ahead at 19.71%.


TTDKY

1D
-0.70%
1M
-4.64%
6M
50.11%
YTD
50.21%
1Y
86.77%
3Y*
41.98%
5Y*
21.32%
10Y*
19.04%

IFNNY

1D
-0.97%
1M
-9.97%
6M
72.55%
YTD
90.40%
1Y
89.24%
3Y*
28.28%
5Y*
17.15%
10Y*
19.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTDKY vs. IFNNY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTDKY
TDK Corp ADR
50.21%9.92%37.95%45.42%-16.86%-22.54%34.55%59.89%-11.84%16.59%
IFNNY
Infineon Technologies AG ADR
90.40%36.86%-21.68%40.02%-33.89%19.84%73.61%13.16%-25.98%59.79%

Correlation

The correlation between TTDKY and IFNNY is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.39

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

0.42

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.39

The correlation between TTDKY and IFNNY shifts across timeframes, from 0.39 (3 years) to 0.50 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TTDKY:

$40.16B

IFNNY:

$108.12B

EPS

TTDKY:

¥104.42

IFNNY:

€0.84

PE Ratio

TTDKY:

32.79

IFNNY:

87.00

PEG Ratio

TTDKY:

2.46

IFNNY:

6.87

PS Ratio

TTDKY:

2.56

IFNNY:

6.30

PB Ratio

TTDKY:

2.96

IFNNY:

5.69

Total Revenue (TTM)

TTDKY:

¥2.54T

IFNNY:

€15.15B

Gross Profit (TTM)

TTDKY:

¥794.41B

IFNNY:

€5.97B

EBITDA (TTM)

TTDKY:

¥492.99B

IFNNY:

€3.68B

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Return for Risk

TTDKY vs. IFNNY — Risk / Return Rank

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

TTDKY
TTDKY Risk / Return Rank: 8585
Overall Rank
TTDKY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
TTDKY Sortino Ratio Rank: 8585
Sortino Ratio Rank
TTDKY Omega Ratio Rank: 8484
Omega Ratio Rank
TTDKY Calmar Ratio Rank: 8585
Calmar Ratio Rank
TTDKY Martin Ratio Rank: 8282
Martin Ratio Rank

IFNNY
IFNNY Risk / Return Rank: 8787
Overall Rank
IFNNY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IFNNY Sortino Ratio Rank: 8585
Sortino Ratio Rank
IFNNY Omega Ratio Rank: 8383
Omega Ratio Rank
IFNNY Calmar Ratio Rank: 9090
Calmar Ratio Rank
IFNNY Martin Ratio Rank: 8888
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. IFNNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDK Corp ADR (TTDKY) and Infineon Technologies AG ADR (IFNNY). 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.


TTDKYIFNNYDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

2.80

3.64

-0.84

Martin ratioReturn relative to average drawdown

5.97

8.49

-2.52

TTDKY vs. IFNNY - Sharpe Ratio Comparison

The current TTDKY Sharpe Ratio is 1.78, which is comparable to the IFNNY Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of TTDKY and IFNNY, 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

TTDKY vs. IFNNY - Drawdown Comparison

The maximum TTDKY drawdown since its inception was -54.04%, smaller than the maximum IFNNY drawdown of -62.74%. Use the drawdown chart below to compare losses from any high point for TTDKY and IFNNY.


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Drawdown Indicators


TTDKYIFNNYDifference

Max Drawdown

Largest peak-to-trough decline

-54.04%

-62.74%

+8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-32.56%

-24.09%

-8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-39.71%

-38.83%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-39.71%

-55.54%

+15.83%

Max Drawdown (10Y)

Largest decline over 10 years

-51.75%

-62.74%

+10.99%

Current Drawdown

Current decline from peak

-18.26%

-18.86%

+0.60%

Average Drawdown

Average peak-to-trough decline

-23.44%

-19.08%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.26%

10.34%

+4.92%

Volatility

TTDKY vs. IFNNY - Volatility Comparison

The current volatility for TDK Corp ADR (TTDKY) is 17.71%, while Infineon Technologies AG ADR (IFNNY) has a volatility of 20.47%. This indicates that TTDKY experiences smaller price fluctuations and is considered to be less risky than IFNNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTDKYIFNNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.71%

20.47%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

41.97%

43.09%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

51.23%

49.59%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.13%

43.04%

-3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.25%

41.27%

-5.02%

Dividends

TTDKY vs. IFNNY - Dividend Comparison

TTDKY has not paid dividends to shareholders, while IFNNY's dividend yield for the trailing twelve months is around 0.49%.


PositionTTM2025202420232022202120202019201820172016
IFNNY
Infineon Technologies AG ADR
0.49%0.83%1.17%0.79%1.03%0.39%0.54%0.94%1.42%0.79%1.20%
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%

Financials

TTDKY vs. IFNNY - Financials Comparison

This section allows you to compare key financial metrics between TDK Corp ADR and Infineon Technologies AG ADR. 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


0.00100.00B200.00B300.00B400.00B500.00B600.00B700.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
658.13B
3.87B
(TTDKY) Total Revenue
(IFNNY) Total Revenue
Please note, different currencies. TTDKY values in JPY, IFNNY values in EUR

TTDKY vs. IFNNY - Profitability Comparison

The chart below illustrates the profitability comparison between TDK Corp ADR and Infineon Technologies AG ADR 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%40.0%45.0%50.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
28.5%
38.8%
Portfolio components
TTDKY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

IFNNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Infineon Technologies AG ADR reported a gross profit of 1.50B and revenue of 3.87B. Therefore, the gross margin over that period was 38.8%.

TTDKY - Operating Margin

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

IFNNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Infineon Technologies AG ADR reported an operating income of 493.99M and revenue of 3.87B, resulting in an operating margin of 12.8%.

TTDKY - Net Margin

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

IFNNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Infineon Technologies AG ADR reported a net income of 305.95M and revenue of 3.87B, resulting in a net margin of 7.9%.


Frequently Asked Questions


TTDKY and IFNNY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFNNY has higher volatility (20.47%) compared to TTDKY (17.71%). In terms of maximum drawdown, TTDKY dropped -54.04% vs IFNNY's -62.74%.

TTDKY currently has the higher Sharpe Ratio (1.78 vs 1.77), 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

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