TYT.L vs. FRCOY
TYT.L (Toyota Motor Corp) and FRCOY (Fast Retailing Co Ltd ADR) are both stocks. Both are in the Consumer Cyclical sector — TYT.L in Auto Manufacturers, FRCOY in Apparel Retail. Over the past 10 years, TYT.L returned 20.62%/yr vs 23.78%/yr for FRCOY. At a 0.11 correlation, their price movements are largely independent.
Performance
TYT.L vs. FRCOY - Performance Comparison
Loading charts...
Different Trading Currencies
TYT.L is traded in JPY, while FRCOY is traded in USD. To make them comparable, the FRCOY values have been converted to JPY using the latest available exchange rates.
Returns By Period
In the year-to-date period, TYT.L achieves a -14.64% return, which is significantly lower than FRCOY's 41.43% return. Over the past 10 years, TYT.L has underperformed FRCOY with an annualized return of 20.62%, while FRCOY has yielded a comparatively higher 23.78% annualized return.
TYT.L
- 1D
- -0.96%
- 1M
- -3.11%
- YTD
- -14.64%
- 6M
- -6.39%
- 1Y
- 6.76%
- 3Y*
- 14.55%
- 5Y*
- 11.50%
- 10Y*
- 20.62%
FRCOY
- 1D
- 4.34%
- 1M
- 5.70%
- YTD
- 41.43%
- 6M
- 43.79%
- 1Y
- 63.90%
- 3Y*
- 31.92%
- 5Y*
- 24.03%
- 10Y*
- 23.78%
TYT.L vs. FRCOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TYT.L Toyota Motor Corp | -14.64% | 10.28% | 24.59% | 46.95% | -11.53% | 52.81% | 13.02% | 41.94% | 4.76% | 24.27% |
FRCOY Fast Retailing Co Ltd ADR | 41.43% | 7.55% | 53.56% | 31.19% | 21.77% | -29.72% | 43.17% | 15.92% | 24.50% | 8.46% |
Correlation
The correlation between TYT.L and FRCOY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2008 | 0.11 |
Fundamentals
TYT.L:
¥36.79T
FRCOY:
$154.01B
TYT.L:
¥295.25
FRCOY:
$157.47
TYT.L:
9.56
FRCOY:
0.32
TYT.L:
0.53
FRCOY:
0.01
TYT.L:
0.73
FRCOY:
0.04
TYT.L:
0.92
FRCOY:
0.06
TYT.L:
¥50.68T
FRCOY:
$3.70T
TYT.L:
¥8.46T
FRCOY:
$1.89T
TYT.L:
¥7.05T
FRCOY:
$923.74B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TYT.L vs. FRCOY — Risk / Return Rank
TYT.L
FRCOY
TYT.L vs. FRCOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corp (TYT.L) and Fast Retailing Co Ltd ADR (FRCOY). 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.
| TYT.L | FRCOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.31 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 4.77 | -4.50 |
| Martin ratioReturn relative to average drawdown | 0.73 | 11.76 | -11.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TYT.L | FRCOY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 1.89 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.79 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.76 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.57 | -0.36 |
Drawdowns
TYT.L vs. FRCOY - Drawdown Comparison
The maximum TYT.L drawdown since its inception was -68.61%, which is greater than FRCOY's maximum drawdown of -57.93%. Use the drawdown chart below to compare losses from any high point for TYT.L and FRCOY.
Loading charts...
Drawdown Indicators
| TYT.L | FRCOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -57.93% | -10.68% |
Max Drawdown (1Y)Largest decline over 1 year | -25.11% | -13.48% | -11.63% |
Max Drawdown (3Y)Largest decline over 3 years | -41.67% | -23.73% | -17.94% |
Max Drawdown (5Y)Largest decline over 5 years | -41.67% | -33.77% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -41.67% | -48.74% | +7.07% |
Current DrawdownCurrent decline from peak | -25.11% | -2.84% | -22.27% |
Average DrawdownAverage peak-to-trough decline | -19.77% | -18.62% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.03% | 5.45% | +3.58% |
Volatility
TYT.L vs. FRCOY - Volatility Comparison
The current volatility for Toyota Motor Corp (TYT.L) is 8.90%, while Fast Retailing Co Ltd ADR (FRCOY) has a volatility of 11.55%. This indicates that TYT.L experiences smaller price fluctuations and is considered to be less risky than FRCOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TYT.L | FRCOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | 11.55% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 21.97% | 24.29% | -2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.76% | 34.11% | -2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.05% | 30.70% | +4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.60% | 31.25% | +0.35% |
Dividends
TYT.L vs. FRCOY - Dividend Comparison
TYT.L's dividend yield for the trailing twelve months is around 3.37%, while FRCOY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 0.00% | 0.45% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.81% | 0.90% | 0.83% |
TYT.L Toyota Motor Corp | 3.37% | 2.83% | 2.70% | 2.51% | 2.69% | 12.11% | 7.85% | 14.24% | 17.17% | 14.55% | 15.27% | 15.01% |
Financials
TYT.L vs. FRCOY - Financials Comparison
This section allows you to compare key financial metrics between Toyota Motor Corp and Fast Retailing Co Ltd 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.
Total Revenue: Total amount of money received from sales and other business activities
TYT.L vs. FRCOY - Profitability Comparison
TYT.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corp reported a gross profit of 1.91T and revenue of 12.60T. Therefore, the gross margin over that period was 15.1%.
FRCOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a gross profit of 487.02B and revenue of 1.03T. Therefore, the gross margin over that period was 47.2%.
TYT.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corp reported an operating income of 569.50B and revenue of 12.60T, resulting in an operating margin of 4.5%.
FRCOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported an operating income of 182.06B and revenue of 1.03T, resulting in an operating margin of 17.7%.
TYT.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corp reported a net income of 817.21B and revenue of 12.60T, resulting in a net margin of 6.5%.
FRCOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a net income of 132.38B and revenue of 1.03T, resulting in a net margin of 12.8%.
Frequently Asked Questions
TYT.L and FRCOY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for TYT.L and FRCOY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer