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

Performance

AZN vs. MIELY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AstraZeneca PLC (AZN) 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, AZN achieves a -0.75% return, which is significantly lower than MIELY's 20.83% return. Over the past 10 years, AZN has outperformed MIELY with an annualized return of 15.97%, while MIELY has yielded a comparatively lower 11.88% annualized return.


AZN

1D
-1.94%
1M
-4.78%
YTD
-0.75%
6M
1.57%
1Y
22.51%
3Y*
8.94%
5Y*
11.28%
10Y*
15.97%

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)

AZN vs. MIELY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AZN
AstraZeneca PLC
-0.75%43.30%-0.62%1.44%19.14%19.66%3.12%35.68%13.86%33.10%
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 AZN and MIELY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.19

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

0.20

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

0.19

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

0.19

Fundamentals

Market Cap

AZN:

$279.03B

MIELY:

$70.51B

EPS

AZN:

$6.66

MIELY:

¥421.28

PE Ratio

AZN:

26.85

MIELY:

26.65

PEG Ratio

AZN:

0.04

MIELY:

1.18

PS Ratio

AZN:

4.62

MIELY:

1.94

PB Ratio

AZN:

5.90

MIELY:

2.51

Total Revenue (TTM)

AZN:

$60.44B

MIELY:

¥5.95T

Gross Profit (TTM)

AZN:

$49.37B

MIELY:

¥1.97T

EBITDA (TTM)

AZN:

$20.47B

MIELY:

¥639.91B

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Return for Risk

AZN vs. MIELY — Risk / Return Rank

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

AZN
AZN Risk / Return Rank: 6969
Overall Rank
AZN Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AZN Sortino Ratio Rank: 6868
Sortino Ratio Rank
AZN Omega Ratio Rank: 6464
Omega Ratio Rank
AZN Calmar Ratio Rank: 7171
Calmar Ratio Rank
AZN Martin Ratio Rank: 7272
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.

AZN vs. MIELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) 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.


AZNMIELYDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.17

1.34

-0.16

Calmar ratioReturn relative to maximum drawdown

1.47

3.64

-2.17

Martin ratioReturn relative to average drawdown

3.82

11.91

-8.09

AZN vs. MIELY - Sharpe Ratio Comparison

The current AZN Sharpe Ratio is 0.88, which is lower than the MIELY Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of AZN 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

AZN vs. MIELY - Drawdown Comparison

The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum MIELY drawdown of -89.09%. Use the drawdown chart below to compare losses from any high point for AZN and MIELY.


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Drawdown Indicators


AZNMIELYDifference

Max Drawdown

Largest peak-to-trough decline

-48.94%

-89.09%

+40.15%

Max Drawdown (1Y)

Largest decline over 1 year

-15.43%

-19.73%

+4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-27.87%

-24.66%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.87%

-44.97%

+17.10%

Max Drawdown (10Y)

Largest decline over 10 years

-27.87%

-55.76%

+27.89%

Current Drawdown

Current decline from peak

-14.25%

-42.68%

+28.43%

Average Drawdown

Average peak-to-trough decline

-11.37%

-69.42%

+58.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

6.01%

-0.02%

Volatility

AZN vs. MIELY - Volatility Comparison

The current volatility for AstraZeneca PLC (AZN) is 7.95%, while Mitsubishi Electric Corp ADR (MIELY) has a volatility of 12.39%. This indicates that AZN experiences smaller price fluctuations and is considered to be less risky 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


AZNMIELYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

12.39%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

17.74%

30.32%

-12.58%

Volatility (1Y)

Calculated over the trailing 1-year period

25.76%

36.95%

-11.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.03%

31.40%

-7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.93%

29.10%

-4.17%

Dividends

AZN vs. MIELY - Dividend Comparison

AZN's dividend yield for the trailing twelve months is around 2.98%, while MIELY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AZN
AstraZeneca PLC
2.98%1.70%2.27%2.15%2.12%2.35%2.80%2.81%3.69%3.95%5.01%4.06%
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%0.00%

Financials

AZN vs. MIELY - Financials Comparison

This section allows you to compare key financial metrics between AstraZeneca PLC 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


0.00500.00B1.00T1.50T20222023202420252026
15.29B
1.77T
(AZN) Total Revenue
(MIELY) Total Revenue
Please note, different currencies. AZN values in USD, MIELY values in JPY

AZN vs. MIELY - Profitability Comparison

The chart below illustrates the profitability comparison between AstraZeneca PLC 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

30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
82.5%
32.2%
Portfolio components
AZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported a gross profit of 12.61B and revenue of 15.29B. Therefore, the gross margin over that period was 82.5%.

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%.

AZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported an operating income of 4.25B and revenue of 15.29B, resulting in an operating margin of 27.8%.

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%.

AZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported a net income of 3.08B and revenue of 15.29B, resulting in a net margin of 20.2%.

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


AZN and MIELY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MIELY has higher volatility (12.39%) compared to AZN (7.95%). In terms of maximum drawdown, AZN dropped -48.94% vs MIELY's -89.09%.

MIELY currently has the higher Sharpe Ratio (1.94 vs 0.88), 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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