DEZ.DE vs. MIELY
DEZ.DE (DEUTZ Aktiengesellschaft) and MIELY (Mitsubishi Electric Corp ADR) are both stocks. Both are in the Industrials sector — DEZ.DE in Specialty Industrial Machinery, MIELY in Electrical Equipment & Parts. Over the past 10 years, DEZ.DE returned 11.36%/yr vs 10.53%/yr for MIELY. At a 0.17 correlation, their price movements are largely independent.
Performance
DEZ.DE vs. MIELY - Performance Comparison
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Different Trading Currencies
DEZ.DE is traded in EUR, while MIELY is traded in USD. To make them comparable, the MIELY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DEZ.DE achieves a 10.69% return, which is significantly lower than MIELY's 18.92% return. Over the past 10 years, DEZ.DE has outperformed MIELY with an annualized return of 11.36%, while MIELY has yielded a comparatively lower 10.53% annualized return.
DEZ.DE
- 1D
- -1.07%
- 1M
- -6.47%
- 6M
- -10.90%
- YTD
- 10.69%
- 1Y
- 19.70%
- 3Y*
- 23.83%
- 5Y*
- 8.93%
- 10Y*
- 11.36%
- ALL TIME*
- 1.78%
MIELY
- 1D
- 0.42%
- 1M
- -11.31%
- 6M
- 6.52%
- YTD
- 18.92%
- 1Y
- 63.70%
- 3Y*
- 31.40%
- 5Y*
- 21.07%
- 10Y*
- 10.53%
- ALL TIME*
- -1.77%
DEZ.DE vs. MIELY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEZ.DE DEUTZ Aktiengesellschaft | 10.69% | 115.32% | -13.53% | 21.23% | -36.18% | 28.82% | -8.44% | 10.04% | -30.76% | 43.06% |
MIELY Mitsubishi Electric Corp ADR | 18.92% | 52.54% | 29.34% | 37.89% | -17.21% | -9.90% | 2.17% | 26.58% | -30.78% | 6.23% |
Correlation
The correlation between DEZ.DE and MIELY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.17 |
The correlation between DEZ.DE and MIELY shifts across timeframes, from 0.16 (5 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DEZ.DE vs. MIELY — Risk / Return Rank
DEZ.DE
MIELY
DEZ.DE vs. MIELY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DEUTZ Aktiengesellschaft (DEZ.DE) 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.
| DEZ.DE | MIELY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.30 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 3.28 | -2.69 |
| Martin ratioReturn relative to average drawdown | 1.21 | 9.26 | -8.05 |
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Drawdowns
DEZ.DE vs. MIELY - Drawdown Comparison
The maximum DEZ.DE drawdown since its inception was -86.39%, roughly equal to the maximum MIELY drawdown of -87.52%. Use the drawdown chart below to compare losses from any high point for DEZ.DE and MIELY.
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Drawdown Indicators
| DEZ.DE | MIELY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.39% | -87.52% | +1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -33.20% | -19.51% | -13.69% |
Max Drawdown (3Y)Largest decline over 3 years | -36.41% | -25.78% | -10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -62.28% | -28.19% | -34.09% |
Max Drawdown (10Y)Largest decline over 10 years | -69.00% | -44.87% | -24.13% |
Current DrawdownCurrent decline from peak | -24.73% | -29.79% | +5.06% |
Average DrawdownAverage peak-to-trough decline | -49.10% | -64.98% | +15.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.27% | 6.90% | +9.37% |
Volatility
DEZ.DE vs. MIELY - Volatility Comparison
DEUTZ Aktiengesellschaft (DEZ.DE) has a higher volatility of 12.67% compared to Mitsubishi Electric Corp ADR (MIELY) at 10.19%. This indicates that DEZ.DE'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
| DEZ.DE | MIELY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.67% | 10.19% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 36.27% | 30.28% | +5.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.99% | 37.04% | +8.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.70% | 30.72% | +10.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.75% | 28.96% | +11.79% |
Dividends
DEZ.DE vs. MIELY - Dividend Comparison
DEZ.DE's dividend yield for the trailing twelve months is around 1.95%, while MIELY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEZ.DE DEUTZ Aktiengesellschaft | 1.95% | 2.00% | 3.66% | 2.72% | 3.70% | 0.00% | 0.00% | 2.69% | 2.91% | 0.92% | 1.31% | 1.90% |
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
DEZ.DE vs. MIELY - Financials Comparison
This section allows you to compare key financial metrics between DEUTZ Aktiengesellschaft 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DEZ.DE and MIELY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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