ITOCY vs. MITSY
Compare and contrast key facts about Itochu Corp ADR (ITOCY) and Mitsui & Company Ltd (MITSY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITOCY or MITSY.
Key characteristics
| ITOCY | MITSY | |
|---|---|---|
| YTD Return | 26.98% | 13.54% |
| 1Y Return | 33.02% | 15.15% |
| 3Y Return (Ann) | 20.42% | 26.90% |
| 5Y Return (Ann) | 19.26% | 24.64% |
| 10Y Return (Ann) | 19.18% | 18.98% |
| Sharpe Ratio | 1.24 | 0.51 |
| Sortino Ratio | 1.85 | 0.85 |
| Omega Ratio | 1.23 | 1.11 |
| Calmar Ratio | 2.12 | 0.49 |
| Martin Ratio | 6.80 | 1.21 |
| Ulcer Index | 5.07% | 13.02% |
| Daily Std Dev | 27.75% | 30.76% |
| Max Drawdown | -68.20% | -72.08% |
| Current Drawdown | -7.09% | -21.30% |
Fundamentals
| ITOCY | MITSY | |
|---|---|---|
| Market Cap | $74.02B | $62.10B |
| EPS | $7.51 | $44.50 |
| PE Ratio | 13.77 | 9.48 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $10.85T | $10.79T |
| Gross Profit (TTM) | $1.75T | $1.04T |
| EBITDA (TTM) | $867.04B | $659.25B |
Correlation
The correlation between ITOCY and MITSY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ITOCY vs. MITSY - Performance Comparison
In the year-to-date period, ITOCY achieves a 26.98% return, which is significantly higher than MITSY's 13.54% return. Both investments have delivered pretty close results over the past 10 years, with ITOCY having a 19.18% annualized return and MITSY not far behind at 18.98%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ITOCY vs. MITSY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) 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.
Dividends
ITOCY vs. MITSY - Dividend Comparison
ITOCY has not paid dividends to shareholders, while MITSY's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% | 3.26% |
MITSY Mitsui & Company Ltd | 1.27% | 2.93% | 3.16% | 3.40% | 8.26% | 8.26% | 9.31% | 6.57% | 7.62% | 8.62% | 8.90% | 14.12% |
Drawdowns
ITOCY vs. MITSY - Drawdown Comparison
The maximum ITOCY drawdown since its inception was -68.20%, smaller than the maximum MITSY drawdown of -72.08%. Use the drawdown chart below to compare losses from any high point for ITOCY and MITSY. For additional features, visit the drawdowns tool.
Volatility
ITOCY vs. MITSY - Volatility Comparison
Itochu Corp ADR (ITOCY) and Mitsui & Company Ltd (MITSY) have volatilities of 6.99% and 6.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ITOCY vs. MITSY - Financials Comparison
This section allows you to compare key financial metrics between Itochu Corp ADR 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.
Total Revenue: Total amount of money received from sales and other business activities