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CHC.AX vs. MTSFY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

CHC.AX vs. MTSFY

Last updated Jun 13, 2026

CHC.AX (Charter Hall Group) and MTSFY (Mitsui Fudosan Co Ltd ADR) are both stocks. Both operate in the Real Estate - Diversified industry within the Real Estate sector. Over the past 5 years, CHC.AX returned 11.51%/yr vs 6.19%/yr for MTSFY. At a 0.09 correlation, their price movements are largely independent.

Performance

CHC.AX vs. MTSFY - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Charter Hall Group (CHC.AX) and Mitsui Fudosan Co Ltd ADR (MTSFY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CHC.AX is traded in AUD, while MTSFY is traded in USD. To make them comparable, the MTSFY values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHC.AX achieves a -6.99% return, which is significantly higher than MTSFY's -18.00% return.

CHC.AX

1D
3.04%
1M
16.14%
YTD
-6.99%
6M
-8.37%
1Y
20.66%
3Y*
30.72%
5Y*
11.51%
10Y*
20.78%

MTSFY

1D
0.96%
1M
2.68%
YTD
-18.00%
6M
-20.14%
1Y
-3.34%
3Y*
12.76%
5Y*
6.19%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHC.AX vs. MTSFY - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
CHC.AX
Charter Hall Group		-6.99%74.30%21.47%4.43%-39.72%43.02%37.57%54.78%40.02%
MTSFY
Mitsui Fudosan Co Ltd ADR		-18.00%33.38%9.28%34.98%-1.68%-3.40%-18.85%11.88%17.27%

Correlation

The correlation between CHC.AX and MTSFY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2018

0.09

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Charter Hall Group

Mitsui Fudosan Co Ltd ADR

Often compared with CHC.AX:
CHC.AX vs. COV.PACHC.AX vs. CTPNV.ASCHC.AX vs. CLILFCHC.AX vs. LMP.LCHC.AX vs. 0012.HKCHC.AX vs. BRXCHC.AX vs. KRC
Often compared with MTSFY:
MTSFY vs. VOOMTSFY vs. MARUYMTSFY vs. VIGAXMTSFY vs. UOLGYMTSFY vs. COV.PAMTSFY vs. GMG.AXMTSFY vs. SCG.AX

Return for Risk

CHC.AX vs. MTSFY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CHC.AX
CHC.AX Risk / Return Rank: 6161
Overall Rank
CHC.AX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CHC.AX Sortino Ratio Rank: 6262
Sortino Ratio Rank
CHC.AX Omega Ratio Rank: 6060
Omega Ratio Rank
CHC.AX Calmar Ratio Rank: 5858
Calmar Ratio Rank
CHC.AX Martin Ratio Rank: 5959
Martin Ratio Rank
MTSFY
MTSFY Risk / Return Rank: 4545
Overall Rank
MTSFY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MTSFY Sortino Ratio Rank: 4242
Sortino Ratio Rank
MTSFY Omega Ratio Rank: 4242
Omega Ratio Rank
MTSFY Calmar Ratio Rank: 4646
Calmar Ratio Rank
MTSFY Martin Ratio Rank: 4747
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.

CHC.AX vs. MTSFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Charter Hall Group (CHC.AX) and Mitsui Fudosan Co Ltd ADR (MTSFY). 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.

CHC.AXMTSFYDifference
Sharpe ratioReturn per unit of total volatility
0.76
-0.11

+0.87

Sortino ratioReturn per unit of downside risk
1.24
0.05

+1.19

Omega ratioGain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratioReturn relative to maximum drawdown

0.71

-0.09

+0.81

Martin ratioReturn relative to average drawdown

1.54

-0.23

+1.78

CHC.AX vs. MTSFY - Sharpe Ratio Comparison

The current CHC.AX Sharpe Ratio is 0.76, which is higher than the MTSFY Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of CHC.AX and MTSFY, 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

CHC.AX vs. MTSFY - Drawdown Comparison

The maximum CHC.AX drawdown since its inception was -62.30%, which is greater than MTSFY's maximum drawdown of -48.67%. Use the drawdown chart below to compare losses from any high point for CHC.AX and MTSFY.

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Drawdown Indicators

CHC.AXMTSFYDifference

Max Drawdown

Largest peak-to-trough decline

-62.30%

-48.67%

-13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-27.87%

-34.56%

+6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-27.87%

-34.56%

+6.69%

Max Drawdown (5Y)

Largest decline over 5 years

-57.92%

-34.56%

-23.36%

Max Drawdown (10Y)

Largest decline over 10 years

-62.30%

—

—

Current Drawdown

Current decline from peak

-11.20%

-29.06%

+17.86%

Average Drawdown

Average peak-to-trough decline

-15.08%

-20.06%

+4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.10%

13.77%

-0.67%

Volatility

CHC.AX vs. MTSFY - Volatility Comparison

The current volatility for Charter Hall Group (CHC.AX) is 11.83%, while Mitsui Fudosan Co Ltd ADR (MTSFY) has a volatility of 14.23%. This indicates that CHC.AX experiences smaller price fluctuations and is considered to be less risky than MTSFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CHC.AXMTSFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.83%

14.23%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

21.81%

22.96%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

29.59%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.82%

28.83%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.28%

33.05%

-1.77%

Dividends

CHC.AX vs. MTSFY - Dividend Comparison

CHC.AX's dividend yield for the trailing twelve months is around 2.16%, while MTSFY has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CHC.AX
Charter Hall Group		2.16%2.01%1.60%3.64%3.45%1.89%2.81%3.65%5.20%5.62%5.91%2.67%
MTSFY
Mitsui Fudosan Co Ltd ADR		0.00%0.98%1.26%0.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CHC.AX vs. MTSFY - Financials Comparison

This section allows you to compare key financial metrics between Charter Hall Group and Mitsui Fudosan 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.

Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities

Please note, different currencies. CHC.AX values in AUD, MTSFY values in JPY

Frequently Asked Questions

CHC.AX and MTSFY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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