TTDKY vs. MRAAY
TTDKY (TDK Corp ADR) and MRAAY (Murata Manufacturing Inc) are both stocks. Both operate in the Electronic Components industry within the Technology sector. Over the past 10 years, TTDKY returned 20.70%/yr vs 20.24%/yr for MRAAY. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
TTDKY vs. MRAAY - Performance Comparison
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Returns By Period
In the year-to-date period, TTDKY achieves a 68.23% return, which is significantly lower than MRAAY's 246.41% return. Both investments have delivered pretty close results over the past 10 years, with TTDKY having a 20.70% annualized return and MRAAY not far behind at 20.24%.
TTDKY
- 1D
- 0.42%
- 1M
- 2.29%
- YTD
- 68.23%
- 6M
- 67.28%
- 1Y
- 116.03%
- 3Y*
- 47.64%
- 5Y*
- 24.73%
- 10Y*
- 20.70%
MRAAY
- 1D
- 3.93%
- 1M
- 38.24%
- YTD
- 246.41%
- 6M
- 251.87%
- 1Y
- 397.63%
- 3Y*
- 57.57%
- 5Y*
- 23.99%
- 10Y*
- 20.24%
TTDKY vs. MRAAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTDKY TDK Corp ADR | 68.23% | 9.92% | 37.95% | 45.42% | -16.86% | -22.54% | 34.55% | 59.89% | -11.84% | 16.59% |
MRAAY Murata Manufacturing Inc | 246.41% | 30.64% | -23.61% | 28.72% | -38.35% | -11.42% | 47.88% | 36.50% | 0.24% | 0.69% |
Correlation
The correlation between TTDKY and MRAAY is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2009 | 0.51 |
The correlation between TTDKY and MRAAY shifts across timeframes, from 0.51 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TTDKY:
$45.06B
MRAAY:
$130.34B
TTDKY:
¥104.42
MRAAY:
¥41.88
TTDKY:
36.76
MRAAY:
137.87
TTDKY:
2.87
MRAAY:
11.41
TTDKY:
3.32
MRAAY:
7.72
TTDKY:
¥2.54T
MRAAY:
¥1.86T
TTDKY:
¥794.41B
MRAAY:
¥785.70B
TTDKY:
¥492.99B
MRAAY:
¥475.40B
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Return for Risk
TTDKY vs. MRAAY — Risk / Return Rank
TTDKY
MRAAY
TTDKY vs. MRAAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TDK Corp ADR (TTDKY) and Murata Manufacturing Inc (MRAAY). 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.
| TTDKY | MRAAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.27 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.82 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 19.95 | -16.37 |
| Martin ratioReturn relative to average drawdown | 7.79 | 57.08 | -49.28 |
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Drawdowns
TTDKY vs. MRAAY - Drawdown Comparison
The maximum TTDKY drawdown since its inception was -54.04%, smaller than the maximum MRAAY drawdown of -80.45%. Use the drawdown chart below to compare losses from any high point for TTDKY and MRAAY.
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Drawdown Indicators
| TTDKY | MRAAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.04% | -80.45% | +26.41% |
Max Drawdown (1Y)Largest decline over 1 year | -32.56% | -20.09% | -12.47% |
Max Drawdown (3Y)Largest decline over 3 years | -39.71% | -45.14% | +5.43% |
Max Drawdown (5Y)Largest decline over 5 years | -39.71% | -58.28% | +18.57% |
Max Drawdown (10Y)Largest decline over 10 years | -51.75% | -61.92% | +10.17% |
Current DrawdownCurrent decline from peak | -8.45% | -6.77% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -23.45% | -41.30% | +17.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.94% | 7.01% | +7.93% |
Volatility
TTDKY vs. MRAAY - Volatility Comparison
The current volatility for TDK Corp ADR (TTDKY) is 19.94%, while Murata Manufacturing Inc (MRAAY) has a volatility of 34.56%. This indicates that TTDKY experiences smaller price fluctuations and is considered to be less risky than MRAAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTDKY | MRAAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.94% | 34.56% | -14.62% |
Volatility (6M)Calculated over the trailing 6-month period | 41.22% | 48.61% | -7.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.22% | 55.74% | -4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.98% | 36.80% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.24% | 33.91% | +2.33% |
Dividends
TTDKY vs. MRAAY - Dividend Comparison
Neither TTDKY nor MRAAY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MRAAY Murata Manufacturing Inc | 0.00% | 1.01% | 1.10% | 0.00% | 0.00% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 1.53% |
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. MRAAY - Financials Comparison
This section allows you to compare key financial metrics between TDK Corp ADR and Murata Manufacturing Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
TTDKY vs. MRAAY - Profitability Comparison
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%.
MRAAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Murata Manufacturing Inc reported a gross profit of 202.76B and revenue of 469.09B. Therefore, the gross margin over that period was 43.2%.
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%.
MRAAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Murata Manufacturing Inc reported an operating income of 74.29B and revenue of 469.09B, resulting in an operating margin of 15.8%.
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%.
MRAAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Murata Manufacturing Inc reported a net income of 77.98B and revenue of 469.09B, resulting in a net margin of 16.6%.
Frequently Asked Questions
TTDKY and MRAAY have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRAAY has higher volatility (34.56%) compared to TTDKY (19.94%). In terms of maximum drawdown, TTDKY dropped -54.04% vs MRAAY's -80.45%.
MRAAY currently has the higher Sharpe Ratio (7.19 vs 2.28), 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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