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VCISY vs. NTTYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VCISY vs. NTTYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vinci SA ADR (VCISY) and Nippon Telegraph and Telephone Corp ADR (NTTYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCISY achieves a 3.91% return, which is significantly higher than NTTYY's -8.45% return. Over the past 10 years, VCISY has outperformed NTTYY with an annualized return of 10.36%, while NTTYY has yielded a comparatively lower 1.94% annualized return.


VCISY

1D
-0.03%
1M
-3.08%
YTD
3.91%
6M
4.96%
1Y
1.58%
3Y*
11.66%
5Y*
8.53%
10Y*
10.36%

NTTYY

1D
-0.57%
1M
-4.55%
YTD
-8.45%
6M
-7.41%
1Y
-16.62%
3Y*
-6.35%
5Y*
-2.15%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCISY vs. NTTYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCISY
Vinci SA ADR
3.91%42.54%-15.20%31.30%-1.87%8.80%-8.43%38.80%-17.05%57.94%
NTTYY
Nippon Telegraph and Telephone Corp ADR
-8.45%2.79%-16.66%7.84%3.06%8.63%1.78%26.78%-11.25%15.27%

Correlation

The correlation between VCISY and NTTYY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.24

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

0.23

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.22

Fundamentals

Market Cap

VCISY:

$80.58B

NTTYY:

$74.14B

EPS

VCISY:

$4.29

NTTYY:

$320.51

PE Ratio

VCISY:

8.28

NTTYY:

0.07

PEG Ratio

VCISY:

0.43

NTTYY:

0.06

PS Ratio

VCISY:

0.54

NTTYY:

0.01

PB Ratio

VCISY:

2.62

NTTYY:

0.01

Total Revenue (TTM)

VCISY:

$148.01B

NTTYY:

$14.61T

Gross Profit (TTM)

VCISY:

$53.91B

NTTYY:

$2.67T

EBITDA (TTM)

VCISY:

-$4.10B

NTTYY:

$3.73T

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Return for Risk

VCISY vs. NTTYY — Risk / Return Rank

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

VCISY
VCISY Risk / Return Rank: 4040
Overall Rank
VCISY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VCISY Sortino Ratio Rank: 3636
Sortino Ratio Rank
VCISY Omega Ratio Rank: 3636
Omega Ratio Rank
VCISY Calmar Ratio Rank: 4343
Calmar Ratio Rank
VCISY Martin Ratio Rank: 4343
Martin Ratio Rank

NTTYY
NTTYY Risk / Return Rank: 66
Overall Rank
NTTYY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NTTYY Sortino Ratio Rank: 66
Sortino Ratio Rank
NTTYY Omega Ratio Rank: 99
Omega Ratio Rank
NTTYY Calmar Ratio Rank: 44
Calmar Ratio Rank
NTTYY Martin Ratio Rank: 33
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.

VCISY vs. NTTYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vinci SA ADR (VCISY) and Nippon Telegraph and Telephone Corp ADR (NTTYY). 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.


VCISYNTTYYDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.03

0.85

+0.18

Calmar ratioReturn relative to maximum drawdown

0.10

-0.94

+1.04

Martin ratioReturn relative to average drawdown

0.21

-1.62

+1.82

VCISY vs. NTTYY - Sharpe Ratio Comparison

The current VCISY Sharpe Ratio is 0.06, which is higher than the NTTYY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of VCISY and NTTYY, 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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Sharpe Ratios by Period


VCISYNTTYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

-0.99

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.12

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.10

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.11

+0.09

Drawdowns

VCISY vs. NTTYY - Drawdown Comparison

The maximum VCISY drawdown since its inception was -66.19%, roughly equal to the maximum NTTYY drawdown of -63.81%. Use the drawdown chart below to compare losses from any high point for VCISY and NTTYY.


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Drawdown Indicators


VCISYNTTYYDifference

Max Drawdown

Largest peak-to-trough decline

-66.19%

-63.81%

-2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-15.32%

-17.75%

+2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-19.10%

-29.20%

+10.10%

Max Drawdown (5Y)

Largest decline over 5 years

-31.80%

-29.20%

-2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-47.27%

-29.57%

-17.70%

Current Drawdown

Current decline from peak

-12.97%

-26.33%

+13.36%

Average Drawdown

Average peak-to-trough decline

-16.30%

-23.02%

+6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.61%

10.30%

-2.69%

Volatility

VCISY vs. NTTYY - Volatility Comparison

Vinci SA ADR (VCISY) has a higher volatility of 8.46% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 4.84%. This indicates that VCISY's price experiences larger fluctuations and is considered to be riskier than NTTYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCISYNTTYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

4.84%

+3.62%

Volatility (6M)

Calculated over the trailing 6-month period

19.44%

12.21%

+7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

25.65%

16.94%

+8.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.15%

18.15%

+7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.17%

20.31%

+8.86%

Dividends

VCISY vs. NTTYY - Dividend Comparison

VCISY's dividend yield for the trailing twelve months is around 4.09%, while NTTYY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
NTTYY
Nippon Telegraph and Telephone Corp ADR
0.00%1.77%1.73%0.00%0.00%1.83%0.00%1.71%3.52%2.53%2.63%1.94%
VCISY
Vinci SA ADR
4.09%3.72%4.74%3.44%3.47%3.02%1.41%2.78%3.68%4.08%3.95%3.12%

Financials

VCISY vs. NTTYY - Financials Comparison

This section allows you to compare key financial metrics between Vinci SA ADR and Nippon Telegraph and Telephone Corp 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


0.001.00T2.00T3.00T4.00T202120222023202420252026
39.87B
4.06T
(VCISY) Total Revenue
(NTTYY) Total Revenue
Values in USD except per share items

VCISY vs. NTTYY - Profitability Comparison

The chart below illustrates the profitability comparison between Vinci SA ADR and Nippon Telegraph and Telephone Corp ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202120222023202420252026
16.8%
13.8%
Portfolio components
VCISY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vinci SA ADR reported a gross profit of 6.68B and revenue of 39.87B. Therefore, the gross margin over that period was 16.8%.

NTTYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported a gross profit of 559.59B and revenue of 4.06T. Therefore, the gross margin over that period was 13.8%.

VCISY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vinci SA ADR reported an operating income of -24.90B and revenue of 39.87B, resulting in an operating margin of -62.5%.

NTTYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported an operating income of 387.88B and revenue of 4.06T, resulting in an operating margin of 9.6%.

VCISY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vinci SA ADR reported a net income of 2.98B and revenue of 39.87B, resulting in a net margin of 7.5%.

NTTYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported a net income of 113.01B and revenue of 4.06T, resulting in a net margin of 2.8%.


Frequently Asked Questions


VCISY and NTTYY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCISY has higher volatility (8.46%) compared to NTTYY (4.84%). In terms of maximum drawdown, VCISY dropped -66.19% vs NTTYY's -63.81%.

VCISY currently has the higher Sharpe Ratio (0.06 vs -0.99), 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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