PortfoliosLab logoPortfoliosLab logo
ELEC.PA vs. MITSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ELEC.PA vs. MITSY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Électricite de Strasbourg Société Anonyme (ELEC.PA) and Mitsui & Company Ltd (MITSY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ELEC.PA is traded in EUR, while MITSY is traded in USD. To make them comparable, the MITSY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ELEC.PA achieves a 23.29% return, which is significantly higher than MITSY's 4.59% return. Over the past 10 years, ELEC.PA has underperformed MITSY with an annualized return of 15.25%, while MITSY has yielded a comparatively higher 18.43% annualized return.


ELEC.PA

1D
-0.69%
1M
-4.17%
YTD
23.29%
6M
31.84%
1Y
63.50%
3Y*
44.11%
5Y*
20.57%
10Y*
15.25%

MITSY

1D
-2.32%
1M
-21.16%
YTD
4.59%
6M
4.65%
1Y
47.38%
3Y*
15.97%
5Y*
22.88%
10Y*
18.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELEC.PA vs. MITSY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELEC.PA
Électricite de Strasbourg Société Anonyme
23.29%70.20%27.13%2.60%-6.08%-0.72%5.21%26.58%-18.50%26.87%
MITSY
Mitsui & Company Ltd
4.59%26.30%20.56%24.17%30.75%38.32%-4.51%16.71%-0.44%6.07%

Correlation

The correlation between ELEC.PA and MITSY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.07

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

0.07

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

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2011

0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ELEC.PA vs. MITSY — Risk / Return Rank

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

ELEC.PA
ELEC.PA Risk / Return Rank: 9393
Overall Rank
ELEC.PA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ELEC.PA Sortino Ratio Rank: 9494
Sortino Ratio Rank
ELEC.PA Omega Ratio Rank: 9191
Omega Ratio Rank
ELEC.PA Calmar Ratio Rank: 9494
Calmar Ratio Rank
ELEC.PA Martin Ratio Rank: 9595
Martin Ratio Rank

MITSY
MITSY Risk / Return Rank: 7979
Overall Rank
MITSY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MITSY Sortino Ratio Rank: 8080
Sortino Ratio Rank
MITSY Omega Ratio Rank: 7777
Omega Ratio Rank
MITSY Calmar Ratio Rank: 7474
Calmar Ratio Rank
MITSY Martin Ratio Rank: 8383
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.

ELEC.PA vs. MITSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Électricite de Strasbourg Société Anonyme (ELEC.PA) and Mitsui & Company Ltd (MITSY). 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.


ELEC.PAMITSYDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.42

1.27

+0.16

Calmar ratioReturn relative to maximum drawdown

5.74

1.78

+3.96

Martin ratioReturn relative to average drawdown

16.83

6.76

+10.07

ELEC.PA vs. MITSY - Sharpe Ratio Comparison

The current ELEC.PA Sharpe Ratio is 2.66, which is higher than the MITSY Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ELEC.PA and MITSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ELEC.PA vs. MITSY - Drawdown Comparison

The maximum ELEC.PA drawdown since its inception was -55.21%, which is greater than MITSY's maximum drawdown of -34.56%. Use the drawdown chart below to compare losses from any high point for ELEC.PA and MITSY.


Loading charts...

Drawdown Indicators


ELEC.PAMITSYDifference

Max Drawdown

Largest peak-to-trough decline

-55.21%

-34.56%

-20.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-26.73%

+15.84%

Max Drawdown (3Y)

Largest decline over 3 years

-10.89%

-34.56%

+23.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.98%

-34.56%

+11.58%

Max Drawdown (10Y)

Largest decline over 10 years

-28.45%

-34.56%

+6.11%

Current Drawdown

Current decline from peak

-8.77%

-26.34%

+17.57%

Average Drawdown

Average peak-to-trough decline

-16.35%

-10.99%

-5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

7.03%

-3.29%

Volatility

ELEC.PA vs. MITSY - Volatility Comparison

The current volatility for Électricite de Strasbourg Société Anonyme (ELEC.PA) is 6.56%, while Mitsui & Company Ltd (MITSY) has a volatility of 9.51%. This indicates that ELEC.PA experiences smaller price fluctuations and is considered to be less risky than MITSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ELEC.PAMITSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

9.51%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

17.07%

24.38%

-7.31%

Volatility (1Y)

Calculated over the trailing 1-year period

23.54%

30.08%

-6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.26%

29.31%

-10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

26.72%

-7.32%

Dividends

ELEC.PA vs. MITSY - Dividend Comparison

ELEC.PA's dividend yield for the trailing twelve months is around 6.39%, while MITSY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ELEC.PA
Électricite de Strasbourg Société Anonyme
6.39%5.95%7.35%2.67%5.81%4.18%4.58%4.24%6.56%4.77%5.06%5.63%
MITSY
Mitsui & Company Ltd
0.00%1.17%1.61%0.00%0.00%0.00%0.00%0.00%0.00%1.65%3.82%0.00%

Financials

ELEC.PA vs. MITSY - Financials Comparison

This section allows you to compare key financial metrics between Électricite de Strasbourg Société Anonyme and Mitsui & Company 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.


Quarterly
Annual

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


Please note, different currencies. ELEC.PA values in EUR, MITSY values in JPY

Frequently Asked Questions


ELEC.PA and MITSY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ELEC.PA and MITSY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer