DKILY vs. MIH.F
Compare and contrast key facts about Daikin Industries Ltd ADR (DKILY) and Mitsubishi Heavy Industries, Ltd. (MIH.F).
Performance
DKILY vs. MIH.F - Performance Comparison
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DKILY vs. MIH.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DKILY Daikin Industries Ltd ADR | -2.67% | 10.15% | -27.12% | 7.02% | -33.32% | 1.48% | 57.36% | 33.74% | -10.53% | 30.19% |
MIH.F Mitsubishi Heavy Industries, Ltd. | 16.50% | 73.47% | 145.38% | 49.22% | 72.03% | -24.35% | -22.39% | 10.19% | -4.33% | -17.82% |
Different Trading Currencies
DKILY is traded in USD, while MIH.F is traded in EUR. To make them comparable, the MIH.F values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DKILY achieves a -2.67% return, which is significantly lower than MIH.F's 16.50% return. Over the past 10 years, DKILY has underperformed MIH.F with an annualized return of 5.84%, while MIH.F has yielded a comparatively higher 23.50% annualized return.
DKILY
- 1D
- 3.16%
- 1M
- -2.21%
- YTD
- -2.67%
- 6M
- 5.17%
- 1Y
- 15.66%
- 3Y*
- -10.96%
- 5Y*
- -9.17%
- 10Y*
- 5.84%
MIH.F
- 1D
- 6.74%
- 1M
- -10.78%
- YTD
- 16.50%
- 6M
- 15.37%
- 1Y
- 73.99%
- 3Y*
- 100.64%
- 5Y*
- 56.43%
- 10Y*
- 23.50%
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Return for Risk
DKILY vs. MIH.F — Risk / Return Rank
DKILY
MIH.F
DKILY vs. MIH.F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Daikin Industries Ltd ADR (DKILY) and Mitsubishi Heavy Industries, Ltd. (MIH.F). 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.
| DKILY | MIH.F | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 1.57 | -1.06 |
Sortino ratioReturn per unit of downside risk | 0.90 | 2.25 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 3.41 | -2.63 |
Martin ratioReturn relative to average drawdown | 1.60 | 8.04 | -6.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DKILY | MIH.F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.57 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 1.25 | -1.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.60 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.22 | +0.08 |
Correlation
The correlation between DKILY and MIH.F is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DKILY vs. MIH.F - Dividend Comparison
Neither DKILY nor MIH.F has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DKILY Daikin Industries Ltd ADR | 0.00% | 0.78% | 1.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.01% | 1.26% | 1.28% |
MIH.F Mitsubishi Heavy Industries, Ltd. | 0.00% | 0.00% | 0.03% | 0.01% | 0.01% | 0.02% | 0.01% | 0.02% | 0.02% | 0.01% | 0.01% | 0.01% |
Drawdowns
DKILY vs. MIH.F - Drawdown Comparison
The maximum DKILY drawdown since its inception was -60.60%, smaller than the maximum MIH.F drawdown of -72.08%. Use the drawdown chart below to compare losses from any high point for DKILY and MIH.F.
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Drawdown Indicators
| DKILY | MIH.F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.60% | -87.77% | +27.17% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -22.26% | +4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -60.60% | -27.93% | -32.67% |
Max Drawdown (10Y)Largest decline over 10 years | -60.60% | -62.77% | +2.17% |
Current DrawdownCurrent decline from peak | -52.69% | -10.67% | -42.02% |
Average DrawdownAverage peak-to-trough decline | -18.69% | -68.21% | +49.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.65% | 8.75% | -0.10% |
Volatility
DKILY vs. MIH.F - Volatility Comparison
The current volatility for Daikin Industries Ltd ADR (DKILY) is 10.28%, while Mitsubishi Heavy Industries, Ltd. (MIH.F) has a volatility of 13.39%. This indicates that DKILY experiences smaller price fluctuations and is considered to be less risky than MIH.F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DKILY | MIH.F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 13.39% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 23.11% | 34.08% | -10.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.86% | 46.92% | -16.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.54% | 44.59% | -15.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.82% | 39.33% | -11.51% |
Financials
DKILY vs. MIH.F - Financials Comparison
This section allows you to compare key financial metrics between Daikin Industries Ltd ADR and Mitsubishi Heavy Industries, Ltd.. 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