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HO.PA vs. MIH.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HO.PA vs. MIH.F - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Thales S.A. (HO.PA) and Mitsubishi Heavy Industries, Ltd. (MIH.F). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HO.PA achieves a 3.52% return, which is significantly higher than MIH.F's -5.55% return. Over the past 10 years, HO.PA has underperformed MIH.F with an annualized return of 14.73%, while MIH.F has yielded a comparatively higher 19.27% annualized return.


HO.PA

1D
-1.30%
1M
8.43%
YTD
3.52%
6M
2.94%
1Y
-4.66%
3Y*
23.04%
5Y*
24.78%
10Y*
14.73%

MIH.F

1D
4.87%
1M
-8.52%
YTD
-5.55%
6M
-9.38%
1Y
-4.58%
3Y*
69.42%
5Y*
49.21%
10Y*
19.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HO.PA vs. MIH.F - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HO.PA
Thales S.A.
3.52%68.36%5.76%14.78%63.17%2.31%-18.62%-7.22%15.39%-0.71%
MIH.F
Mitsubishi Heavy Industries, Ltd.
-5.55%53.66%160.27%44.65%82.05%-17.87%-29.30%12.57%0.40%-28.00%

Correlation

The correlation between HO.PA and MIH.F 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

0.09

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

0.06

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

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2006

0.09

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Return for Risk

HO.PA vs. MIH.F — Risk / Return Rank

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

HO.PA
HO.PA Risk / Return Rank: 3535
Overall Rank
HO.PA Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HO.PA Sortino Ratio Rank: 3232
Sortino Ratio Rank
HO.PA Omega Ratio Rank: 3232
Omega Ratio Rank
HO.PA Calmar Ratio Rank: 3636
Calmar Ratio Rank
HO.PA Martin Ratio Rank: 3636
Martin Ratio Rank

MIH.F
MIH.F Risk / Return Rank: 3636
Overall Rank
MIH.F Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MIH.F Sortino Ratio Rank: 3535
Sortino Ratio Rank
MIH.F Omega Ratio Rank: 3434
Omega Ratio Rank
MIH.F Calmar Ratio Rank: 3838
Calmar Ratio Rank
MIH.F Martin Ratio Rank: 3636
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.

HO.PA vs. MIH.F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thales S.A. (HO.PA) 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.

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.


HO.PAMIH.FDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.00

1.02

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.22

-0.12

-0.09

Martin ratioReturn relative to average drawdown

-0.42

-0.35

-0.07

HO.PA vs. MIH.F - Sharpe Ratio Comparison

The current HO.PA Sharpe Ratio is -0.14, which is lower than the MIH.F Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of HO.PA and MIH.F, 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

HO.PA vs. MIH.F - Drawdown Comparison

The maximum HO.PA drawdown since its inception was -53.77%, smaller than the maximum MIH.F drawdown of -87.77%. Use the drawdown chart below to compare losses from any high point for HO.PA and MIH.F.


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Drawdown Indicators


HO.PAMIH.FDifference

Max Drawdown

Largest peak-to-trough decline

-53.77%

-87.77%

+34.00%

Max Drawdown (1Y)

Largest decline over 1 year

-19.60%

-32.74%

+13.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.55%

-32.74%

+12.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.97%

-32.74%

+10.77%

Max Drawdown (10Y)

Largest decline over 10 years

-53.77%

-62.77%

+9.00%

Current Drawdown

Current decline from peak

-12.48%

-28.52%

+16.04%

Average Drawdown

Average peak-to-trough decline

-15.83%

-67.89%

+52.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.02%

11.42%

-1.40%

Volatility

HO.PA vs. MIH.F - Volatility Comparison

The current volatility for Thales S.A. (HO.PA) is 7.80%, while Mitsubishi Heavy Industries, Ltd. (MIH.F) has a volatility of 15.53%. This indicates that HO.PA 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


HO.PAMIH.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

15.53%

-7.73%

Volatility (6M)

Calculated over the trailing 6-month period

23.68%

34.99%

-11.31%

Volatility (1Y)

Calculated over the trailing 1-year period

31.09%

45.61%

-14.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.21%

44.53%

-16.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.58%

38.84%

-11.26%

Dividends

HO.PA vs. MIH.F - Dividend Comparison

HO.PA's dividend yield for the trailing twelve months is around 1.66%, while MIH.F has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HO.PA
Thales S.A.
1.66%1.65%2.49%2.27%2.23%2.62%0.53%2.36%1.76%1.84%1.53%1.64%
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%

Financials

HO.PA vs. MIH.F - Financials Comparison

This section allows you to compare key financial metrics between Thales S.A. 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.


Quarterly
Annual

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


Values in EUR except per share items

Frequently Asked Questions


HO.PA and MIH.F 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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