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AU vs. MIELY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AU vs. MIELY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AngloGold Ashanti Limited (AU) and Mitsubishi Electric Corp ADR (MIELY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AU achieves a 4.15% return, which is significantly lower than MIELY's 20.83% return. Over the past 10 years, AU has outperformed MIELY with an annualized return of 20.46%, while MIELY has yielded a comparatively lower 11.88% annualized return.


AU

1D
3.75%
1M
-14.67%
YTD
4.15%
6M
7.11%
1Y
86.54%
3Y*
58.20%
5Y*
35.46%
10Y*
20.46%

MIELY

1D
0.58%
1M
-14.54%
YTD
20.83%
6M
14.90%
1Y
71.43%
3Y*
35.14%
5Y*
17.49%
10Y*
11.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AU vs. MIELY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AU
AngloGold Ashanti Limited
4.15%288.18%25.43%-2.68%-5.09%-4.87%1.90%78.89%23.96%-2.23%
MIELY
Mitsubishi Electric Corp ADR
20.83%73.08%21.33%42.15%-22.04%-16.17%11.35%23.78%-33.88%21.11%

Correlation

The correlation between AU and MIELY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.17

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

0.18

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

0.08

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

0.08

The correlation between AU and MIELY shifts across timeframes, from 0.08 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AU:

$43.57B

MIELY:

$70.51B

EPS

AU:

$6.85

MIELY:

¥421.28

PE Ratio

AU:

12.59

MIELY:

26.65

PEG Ratio

AU:

0.15

MIELY:

1.18

PS Ratio

AU:

3.92

MIELY:

1.94

PB Ratio

AU:

5.11

MIELY:

2.51

Total Revenue (TTM)

AU:

$11.17B

MIELY:

¥5.95T

Gross Profit (TTM)

AU:

$5.82B

MIELY:

¥1.97T

EBITDA (TTM)

AU:

$5.58B

MIELY:

¥639.91B

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Return for Risk

AU vs. MIELY — Risk / Return Rank

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

AU
AU Risk / Return Rank: 7979
Overall Rank
AU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AU Sortino Ratio Rank: 7777
Sortino Ratio Rank
AU Omega Ratio Rank: 7777
Omega Ratio Rank
AU Calmar Ratio Rank: 8080
Calmar Ratio Rank
AU Martin Ratio Rank: 8181
Martin Ratio Rank

MIELY
MIELY Risk / Return Rank: 8888
Overall Rank
MIELY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MIELY Sortino Ratio Rank: 8787
Sortino Ratio Rank
MIELY Omega Ratio Rank: 8585
Omega Ratio Rank
MIELY Calmar Ratio Rank: 8888
Calmar Ratio Rank
MIELY Martin Ratio Rank: 9191
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.

AU vs. MIELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and Mitsubishi Electric Corp ADR (MIELY). 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.


AUMIELYDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratioReturn relative to maximum drawdown

2.35

3.64

-1.29

Martin ratioReturn relative to average drawdown

6.18

11.91

-5.73

AU vs. MIELY - Sharpe Ratio Comparison

The current AU Sharpe Ratio is 1.50, which is comparable to the MIELY Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of AU and MIELY, 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

AU vs. MIELY - Drawdown Comparison

The maximum AU drawdown since its inception was -90.12%, roughly equal to the maximum MIELY drawdown of -89.09%. Use the drawdown chart below to compare losses from any high point for AU and MIELY.


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Drawdown Indicators


AUMIELYDifference

Max Drawdown

Largest peak-to-trough decline

-90.12%

-89.09%

-1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-37.03%

-19.73%

-17.30%

Max Drawdown (3Y)

Largest decline over 3 years

-38.71%

-24.66%

-14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-51.75%

-44.97%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-67.91%

-55.76%

-12.15%

Current Drawdown

Current decline from peak

-30.75%

-42.68%

+11.93%

Average Drawdown

Average peak-to-trough decline

-46.07%

-69.42%

+23.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.04%

6.01%

+8.03%

Volatility

AU vs. MIELY - Volatility Comparison

AngloGold Ashanti Limited (AU) has a higher volatility of 21.02% compared to Mitsubishi Electric Corp ADR (MIELY) at 12.39%. This indicates that AU's price experiences larger fluctuations and is considered to be riskier than MIELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUMIELYDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.02%

12.39%

+8.63%

Volatility (6M)

Calculated over the trailing 6-month period

46.50%

30.32%

+16.18%

Volatility (1Y)

Calculated over the trailing 1-year period

58.45%

36.95%

+21.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.13%

31.40%

+17.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.79%

29.10%

+20.69%

Dividends

AU vs. MIELY - Dividend Comparison

AU's dividend yield for the trailing twelve months is around 5.33%, while MIELY has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
AU
AngloGold Ashanti Limited
5.33%2.96%1.78%1.14%2.26%2.58%0.49%0.30%0.48%0.93%0.00%
MIELY
Mitsubishi Electric Corp ADR
0.00%0.72%0.79%0.00%0.00%0.00%0.00%0.00%0.00%0.98%1.76%

Financials

AU vs. MIELY - Financials Comparison

This section allows you to compare key financial metrics between AngloGold Ashanti Limited and Mitsubishi Electric 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


0.00500.00B1.00T1.50T202120222023202420252026
3.24B
1.77T
(AU) Total Revenue
(MIELY) Total Revenue
Please note, different currencies. AU values in USD, MIELY values in JPY

AU vs. MIELY - Profitability Comparison

The chart below illustrates the profitability comparison between AngloGold Ashanti Limited and Mitsubishi Electric 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

10.0%20.0%30.0%40.0%50.0%60.0%202120222023202420252026
58.2%
32.2%
Portfolio components
AU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a gross profit of 1.88B and revenue of 3.24B. Therefore, the gross margin over that period was 58.2%.

MIELY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mitsubishi Electric Corp ADR reported a gross profit of 569.69B and revenue of 1.77T. Therefore, the gross margin over that period was 32.2%.

AU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported an operating income of 1.84B and revenue of 3.24B, resulting in an operating margin of 56.8%.

MIELY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mitsubishi Electric Corp ADR reported an operating income of 161.29B and revenue of 1.77T, resulting in an operating margin of 9.1%.

AU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AngloGold Ashanti Limited reported a net income of 1.28B and revenue of 3.24B, resulting in a net margin of 39.6%.

MIELY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mitsubishi Electric Corp ADR reported a net income of 132.06B and revenue of 1.77T, resulting in a net margin of 7.5%.


Frequently Asked Questions


AU and MIELY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AU has higher volatility (21.02%) compared to MIELY (12.39%). In terms of maximum drawdown, AU dropped -90.12% vs MIELY's -89.09%.

MIELY currently has the higher Sharpe Ratio (1.94 vs 1.50), 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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