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ITOCY vs. MITSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ITOCY and MITSY is 0.17, 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.


Performance

ITOCY vs. MITSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Itochu Corp ADR (ITOCY) and Mitsui & Company Ltd (MITSY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ITOCY:

0.37

MITSY:

-0.66

Sortino Ratio

ITOCY:

0.71

MITSY:

-0.76

Omega Ratio

ITOCY:

1.08

MITSY:

0.91

Calmar Ratio

ITOCY:

0.38

MITSY:

-0.60

Martin Ratio

ITOCY:

0.89

MITSY:

-0.95

Ulcer Index

ITOCY:

11.66%

MITSY:

23.11%

Daily Std Dev

ITOCY:

31.63%

MITSY:

33.82%

Max Drawdown

ITOCY:

-68.20%

MITSY:

-72.08%

Current Drawdown

ITOCY:

-6.88%

MITSY:

-23.57%

Fundamentals

Market Cap

ITOCY:

$74.67B

MITSY:

$59.59B

EPS

ITOCY:

$8.49

MITSY:

$42.29

PE Ratio

ITOCY:

12.35

MITSY:

9.80

PEG Ratio

ITOCY:

0.00

MITSY:

0.00

PS Ratio

ITOCY:

0.74

MITSY:

0.00

PB Ratio

ITOCY:

1.87

MITSY:

1.14

Total Revenue (TTM)

ITOCY:

$7.29T

MITSY:

$10.98T

Gross Profit (TTM)

ITOCY:

$1.17T

MITSY:

$945.36B

EBITDA (TTM)

ITOCY:

$632.81B

MITSY:

$548.33B

Returns By Period

In the year-to-date period, ITOCY achieves a 5.15% return, which is significantly higher than MITSY's -1.64% return. Over the past 10 years, ITOCY has underperformed MITSY with an annualized return of 17.06%, while MITSY has yielded a comparatively higher 18.06% annualized return.


ITOCY

YTD

5.15%

1M

4.27%

6M

4.78%

1Y

11.72%

3Y*

21.98%

5Y*

20.08%

10Y*

17.06%

MITSY

YTD

-1.64%

1M

5.69%

6M

-3.43%

1Y

-22.21%

3Y*

21.42%

5Y*

26.95%

10Y*

18.06%

*Annualized

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Itochu Corp ADR

Mitsui & Company Ltd

Risk-Adjusted Performance

ITOCY vs. MITSY — Risk-Adjusted Performance Rank

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

ITOCY
The Risk-Adjusted Performance Rank of ITOCY is 6262
Overall Rank
The Sharpe Ratio Rank of ITOCY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ITOCY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ITOCY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ITOCY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ITOCY is 6363
Martin Ratio Rank

MITSY
The Risk-Adjusted Performance Rank of MITSY is 1919
Overall Rank
The Sharpe Ratio Rank of MITSY is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of MITSY is 1717
Sortino Ratio Rank
The Omega Ratio Rank of MITSY is 1818
Omega Ratio Rank
The Calmar Ratio Rank of MITSY is 1414
Calmar Ratio Rank
The Martin Ratio Rank of MITSY is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ITOCY Sharpe Ratio is 0.37, which is higher than the MITSY Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of ITOCY and MITSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ITOCY vs. MITSY - Dividend Comparison

Neither ITOCY nor MITSY has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ITOCY
Itochu Corp ADR
0.00%0.00%0.00%0.00%2.65%2.83%3.53%3.93%2.83%3.68%3.30%4.09%
MITSY
Mitsui & Company Ltd
0.00%1.28%2.93%3.16%3.40%8.26%8.26%9.31%6.57%7.62%8.62%8.90%

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.


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Volatility

ITOCY vs. MITSY - Volatility Comparison

The current volatility for Itochu Corp ADR (ITOCY) is 6.33%, while Mitsui & Company Ltd (MITSY) has a volatility of 7.95%. This indicates that ITOCY 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.


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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.


Quarterly
Annual

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


1.50T2.00T2.50T3.00T3.50T4.00TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
3.69T
3.65T
(ITOCY) Total Revenue
(MITSY) Total Revenue
Values in USD except per share items