TYOYY vs. MRAAY
TYOYY (Taiyo Yuden Co Ltd 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, TYOYY returned 22.32%/yr vs 13.95%/yr for MRAAY. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
TYOYY vs. MRAAY - Performance Comparison
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Returns By Period
In the year-to-date period, TYOYY achieves a 180.07% return, which is significantly higher than MRAAY's 125.73% return. Over the past 10 years, TYOYY has outperformed MRAAY with an annualized return of 22.32%, while MRAAY has yielded a comparatively lower 13.95% annualized return.
TYOYY
- 1D
- 5.00%
- 1M
- -49.34%
- 6M
- 198.67%
- YTD
- 180.07%
- 1Y
- 230.38%
- 3Y*
- 29.35%
- 5Y*
- 4.80%
- 10Y*
- 22.32%
- ALL TIME*
- 16.16%
MRAAY
- 1D
- 0.52%
- 1M
- -28.84%
- 6M
- 129.97%
- YTD
- 125.73%
- 1Y
- 207.13%
- 3Y*
- 33.47%
- 5Y*
- 11.58%
- 10Y*
- 13.95%
- ALL TIME*
- 6.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.06M | $21.27M | $24.49M | |
| $563.37K | $1.00M | $820.42K |
TYOYY vs. MRAAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TYOYY Taiyo Yuden Co Ltd ADR | 180.07% | 61.52% | -47.48% | -6.05% | -48.32% | 35.76% | 35.80% | 106.61% | -11.57% | 42.37% |
MRAAY Murata Manufacturing Inc | 125.73% | 30.64% | -23.61% | 28.72% | -38.35% | -11.42% | 47.88% | 36.50% | 0.24% | 0.69% |
Correlation
The correlation between TYOYY and MRAAY is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2009 | 0.24 |
Over the past year, TYOYY and MRAAY have become more correlated (0.46) than their long-term average of 0.24, meaning their price movements have been converging.
Fundamentals
TYOYY:
$7.75B
MRAAY:
$82.53B
TYOYY:
¥460.78
MRAAY:
¥42.02
TYOYY:
85.40
MRAAY:
87.13
TYOYY:
3.58
MRAAY:
7.21
TYOYY:
3.72
MRAAY:
4.90
TYOYY:
¥360.20B
MRAAY:
¥1.86T
TYOYY:
¥82.63B
MRAAY:
¥785.70B
TYOYY:
¥76.77B
MRAAY:
¥475.40B
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Return for Risk
TYOYY vs. MRAAY — Risk / Return Rank
TYOYY
MRAAY
TYOYY vs. MRAAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiyo Yuden Co Ltd ADR (TYOYY) 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.
| TYOYY | MRAAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.48 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | 4.28 | -0.26 |
| Martin ratioReturn relative to average drawdown | 13.06 | 18.19 | -5.13 |
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Drawdowns
TYOYY vs. MRAAY - Drawdown Comparison
The maximum TYOYY drawdown since its inception was -81.90%, roughly equal to the maximum MRAAY drawdown of -80.45%. Use the drawdown chart below to compare losses from any high point for TYOYY and MRAAY.
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Drawdown Indicators
| TYOYY | MRAAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -80.45% | -1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -60.19% | -50.24% | -9.95% |
Max Drawdown (3Y)Largest decline over 3 years | -60.33% | -50.24% | -10.09% |
Max Drawdown (5Y)Largest decline over 5 years | -81.90% | -58.28% | -23.62% |
Max Drawdown (10Y)Largest decline over 10 years | -81.90% | -61.92% | -19.98% |
Current DrawdownCurrent decline from peak | -54.52% | -39.25% | -15.27% |
Average DrawdownAverage peak-to-trough decline | -32.95% | -41.22% | +8.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.47% | 11.78% | +6.69% |
Volatility
TYOYY vs. MRAAY - Volatility Comparison
Taiyo Yuden Co Ltd ADR (TYOYY) and Murata Manufacturing Inc (MRAAY) have volatilities of 35.77% and 35.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYOYY | MRAAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 35.77% | 35.05% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 86.68% | 60.63% | +26.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 95.39% | 66.06% | +29.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.98% | 39.96% | +22.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.32% | 35.56% | +17.76% |
Dividends
TYOYY vs. MRAAY - Dividend Comparison
Neither TYOYY 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% |
TYOYY Taiyo Yuden Co Ltd ADR | 0.00% | 1.40% | 2.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TYOYY vs. MRAAY - Financials Comparison
This section allows you to compare key financial metrics between Taiyo Yuden Co Ltd 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
TYOYY vs. MRAAY - Profitability Comparison
TYOYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Taiyo Yuden Co Ltd ADR reported a gross profit of 19.48B and revenue of 90.84B. Therefore, the gross margin over that period was 21.4%.
MRAAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
TYOYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Taiyo Yuden Co Ltd ADR reported an operating income of 3.35B and revenue of 90.84B, resulting in an operating margin of 3.7%.
MRAAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Murata Manufacturing Inc reported an operating income of 74.29B and revenue of 469.09B, resulting in an operating margin of 15.8%.
TYOYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Taiyo Yuden Co Ltd ADR reported a net income of 2.22B and revenue of 90.84B, resulting in a net margin of 2.4%.
MRAAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
TYOYY and MRAAY have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TYOYY has higher volatility (35.77%) compared to MRAAY (35.05%). In terms of maximum drawdown, TYOYY dropped -81.90% vs MRAAY's -80.45%.
MRAAY currently has the higher Sharpe Ratio (3.25 vs 2.53), 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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