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

Performance

EONGY vs. MIELY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E.ON SE ADR (EONGY) 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, EONGY achieves a 11.42% return, which is significantly lower than MIELY's 26.12% return. Both investments have delivered pretty close results over the past 10 years, with EONGY having a 13.03% annualized return and MIELY not far behind at 12.39%.


EONGY

1D
-1.01%
1M
-3.33%
YTD
11.42%
6M
11.48%
1Y
13.90%
3Y*
21.49%
5Y*
16.44%
10Y*
13.03%

MIELY

1D
0.27%
1M
-10.59%
YTD
26.12%
6M
25.21%
1Y
70.12%
3Y*
38.46%
5Y*
22.26%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EONGY vs. MIELY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EONGY
E.ON SE ADR
11.42%68.77%-9.82%41.96%-25.33%30.17%7.27%11.88%-7.04%62.83%
MIELY
Mitsubishi Electric Corp ADR
26.12%73.08%21.33%42.15%-22.04%-16.17%11.35%23.78%-33.88%21.11%

Correlation

The correlation between EONGY and MIELY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.19

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

0.21

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

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2007

0.22

Fundamentals

Market Cap

EONGY:

$53.53B

MIELY:

$73.60B

EPS

EONGY:

€1.33

MIELY:

¥422.87

PE Ratio

EONGY:

13.54

MIELY:

28.14

PEG Ratio

EONGY:

0.08

MIELY:

1.25

PS Ratio

EONGY:

0.62

MIELY:

2.04

PB Ratio

EONGY:

2.14

MIELY:

2.66

Total Revenue (TTM)

EONGY:

€75.47B

MIELY:

¥5.95T

Gross Profit (TTM)

EONGY:

€15.73B

MIELY:

¥1.97T

EBITDA (TTM)

EONGY:

€9.86B

MIELY:

¥639.91B

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Return for Risk

EONGY vs. MIELY — Risk / Return Rank

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

EONGY
EONGY Risk / Return Rank: 6262
Overall Rank
EONGY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EONGY Sortino Ratio Rank: 5757
Sortino Ratio Rank
EONGY Omega Ratio Rank: 5656
Omega Ratio Rank
EONGY Calmar Ratio Rank: 6767
Calmar Ratio Rank
EONGY Martin Ratio Rank: 6767
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: 9090
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.

EONGY vs. MIELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E.ON SE ADR (EONGY) 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.


EONGYMIELYDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.12

1.32

-0.20

Calmar ratioReturn relative to maximum drawdown

1.13

3.57

-2.44

Martin ratioReturn relative to average drawdown

2.69

10.64

-7.95

EONGY vs. MIELY - Sharpe Ratio Comparison

The current EONGY Sharpe Ratio is 0.61, which is lower than the MIELY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of EONGY 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

EONGY vs. MIELY - Drawdown Comparison

The maximum EONGY drawdown since its inception was -85.09%, roughly equal to the maximum MIELY drawdown of -89.09%. Use the drawdown chart below to compare losses from any high point for EONGY and MIELY.


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Drawdown Indicators


EONGYMIELYDifference

Max Drawdown

Largest peak-to-trough decline

-85.09%

-89.09%

+4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-19.73%

+7.40%

Max Drawdown (3Y)

Largest decline over 3 years

-29.37%

-24.66%

-4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-46.78%

-40.18%

-6.60%

Max Drawdown (10Y)

Largest decline over 10 years

-46.78%

-55.76%

+8.98%

Current Drawdown

Current decline from peak

-28.20%

-40.17%

+11.97%

Average Drawdown

Average peak-to-trough decline

-60.94%

-69.36%

+8.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

6.61%

-1.44%

Volatility

EONGY vs. MIELY - Volatility Comparison

The current volatility for E.ON SE ADR (EONGY) is 5.38%, while Mitsubishi Electric Corp ADR (MIELY) has a volatility of 11.10%. This indicates that EONGY 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


EONGYMIELYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

11.10%

-5.72%

Volatility (6M)

Calculated over the trailing 6-month period

18.21%

30.63%

-12.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.99%

37.36%

-14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.57%

31.47%

-6.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.78%

28.98%

-4.20%

Dividends

EONGY vs. MIELY - Dividend Comparison

EONGY's dividend yield for the trailing twelve months is around 3.25%, while MIELY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EONGY
E.ON SE ADR
3.25%3.27%4.98%4.06%5.22%2.91%3.33%3.39%2.77%4.35%29.92%5.47%
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

EONGY vs. MIELY - Financials Comparison

This section allows you to compare key financial metrics between E.ON SE ADR 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


0.00500.00B1.00T1.50TJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
22.18B
1.77T
(EONGY) Total Revenue
(MIELY) Total Revenue
Please note, different currencies. EONGY values in EUR, MIELY values in JPY

EONGY vs. MIELY - Profitability Comparison

The chart below illustrates the profitability comparison between E.ON SE ADR 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

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
12.5%
32.2%
Portfolio components
EONGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, E.ON SE ADR reported a gross profit of 2.78B and revenue of 22.18B. Therefore, the gross margin over that period was 12.5%.

MIELY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

EONGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, E.ON SE ADR reported an operating income of 2.62B and revenue of 22.18B, resulting in an operating margin of 11.8%.

MIELY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.

EONGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, E.ON SE ADR reported a net income of 2.27B and revenue of 22.18B, resulting in a net margin of 10.2%.

MIELY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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


EONGY and MIELY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MIELY has higher volatility (11.10%) compared to EONGY (5.38%). In terms of maximum drawdown, EONGY dropped -85.09% vs MIELY's -89.09%.

MIELY currently has the higher Sharpe Ratio (1.89 vs 0.61), 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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