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IX vs. MNST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IX vs. MNST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ORIX Corporation (IX) and Monster Beverage Corporation (MNST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IX achieves a 34.33% return, which is significantly higher than MNST's 16.13% return. Both investments have delivered pretty close results over the past 10 years, with IX having a 13.24% annualized return and MNST not far ahead at 13.33%.


IX

1D
1.13%
1M
19.45%
YTD
34.33%
6M
42.26%
1Y
87.12%
3Y*
34.46%
5Y*
19.83%
10Y*
13.24%

MNST

1D
0.91%
1M
18.40%
YTD
16.13%
6M
20.35%
1Y
39.15%
3Y*
14.39%
5Y*
13.30%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IX vs. MNST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IX
ORIX Corporation
34.33%43.44%17.66%19.98%-19.17%31.62%-4.86%16.58%-15.61%10.64%
MNST
Monster Beverage Corporation
16.13%45.87%-8.77%13.48%5.72%3.85%45.52%29.11%-22.23%42.74%

Correlation

The correlation between IX and MNST is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.11

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

0.20

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

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 17, 1998

0.19

The correlation between IX and MNST shifts across timeframes, from 0.08 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IX:

$42.64B

MNST:

$87.99B

EPS

IX:

$401.75

MNST:

$2.06

PE Ratio

IX:

0.10

MNST:

43.21

PEG Ratio

IX:

0.01

MNST:

3.38

PS Ratio

IX:

0.01

MNST:

9.98

PB Ratio

IX:

0.01

MNST:

10.08

Total Revenue (TTM)

IX:

$3.34T

MNST:

$8.79B

Gross Profit (TTM)

IX:

$1.17T

MNST:

$4.88B

EBITDA (TTM)

IX:

$1.27T

MNST:

$2.70B

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Return for Risk

IX vs. MNST — Risk / Return Rank

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

IX
IX Risk / Return Rank: 9393
Overall Rank
IX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IX Sortino Ratio Rank: 9595
Sortino Ratio Rank
IX Omega Ratio Rank: 9595
Omega Ratio Rank
IX Calmar Ratio Rank: 8989
Calmar Ratio Rank
IX Martin Ratio Rank: 9090
Martin Ratio Rank

MNST
MNST Risk / Return Rank: 7979
Overall Rank
MNST Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MNST Sortino Ratio Rank: 8080
Sortino Ratio Rank
MNST Omega Ratio Rank: 7979
Omega Ratio Rank
MNST Calmar Ratio Rank: 7676
Calmar Ratio Rank
MNST Martin Ratio Rank: 7979
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.

IX vs. MNST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ORIX Corporation (IX) and Monster Beverage Corporation (MNST). 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.


IXMNSTDifference

Sharpe ratio

Return per unit of total volatility

3.35

1.49

+1.86

Sortino ratio

Return per unit of downside risk

4.26

2.36

+1.90

Omega ratio

Gain probability vs. loss probability

1.56

1.30

+0.26

Calmar ratio

Return relative to maximum drawdown

4.31

2.22

+2.09

Martin ratio

Return relative to average drawdown

12.41

6.31

+6.10

IX vs. MNST - Sharpe Ratio Comparison

The current IX Sharpe Ratio is 3.35, which is higher than the MNST Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of IX and MNST, 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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Sharpe Ratios by Period


IXMNSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

1.49

+1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.54

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.51

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.60

-0.40

Drawdowns

IX vs. MNST - Drawdown Comparison

The maximum IX drawdown since its inception was -93.82%, which is greater than MNST's maximum drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for IX and MNST.


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Drawdown Indicators


IXMNSTDifference

Max Drawdown

Largest peak-to-trough decline

-93.82%

-69.17%

-24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-20.33%

-17.70%

-2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-24.34%

-26.04%

+1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-37.67%

-26.62%

-11.05%

Max Drawdown (10Y)

Largest decline over 10 years

-47.23%

-30.42%

-16.81%

Current Drawdown

Current decline from peak

-1.68%

-0.22%

-1.46%

Average Drawdown

Average peak-to-trough decline

-44.98%

-20.68%

-24.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.04%

6.25%

+0.79%

Volatility

IX vs. MNST - Volatility Comparison

The current volatility for ORIX Corporation (IX) is 11.66%, while Monster Beverage Corporation (MNST) has a volatility of 13.66%. This indicates that IX experiences smaller price fluctuations and is considered to be less risky than MNST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXMNSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.66%

13.66%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

21.81%

19.99%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

26.13%

26.34%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.95%

24.59%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.67%

26.25%

-0.58%

Dividends

IX vs. MNST - Dividend Comparison

IX's dividend yield for the trailing twelve months is around 1.53%, while MNST has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
IX
ORIX Corporation
1.53%3.43%3.63%3.22%1.94%0.00%2.17%0.00%0.00%1.41%2.40%
MNST
Monster Beverage Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

IX vs. MNST - Financials Comparison

This section allows you to compare key financial metrics between ORIX Corporation and Monster Beverage Corporation. 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


0.00200.00B400.00B600.00B800.00B1.00T20222023202420252026
938.86B
2.35B
(IX) Total Revenue
(MNST) Total Revenue
Values in USD except per share items

IX vs. MNST - Profitability Comparison

The chart below illustrates the profitability comparison between ORIX Corporation and Monster Beverage Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%55.0%20222023202420252026
34.8%
55.0%
Portfolio components
IX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ORIX Corporation reported a gross profit of 326.61B and revenue of 938.86B. Therefore, the gross margin over that period was 34.8%.

MNST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Monster Beverage Corporation reported a gross profit of 1.29B and revenue of 2.35B. Therefore, the gross margin over that period was 55.0%.

IX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ORIX Corporation reported an operating income of 415.02B and revenue of 938.86B, resulting in an operating margin of 44.2%.

MNST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Monster Beverage Corporation reported an operating income of 729.96M and revenue of 2.35B, resulting in an operating margin of 31.0%.

IX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ORIX Corporation reported a net income of 58.65B and revenue of 938.86B, resulting in a net margin of 6.3%.

MNST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Monster Beverage Corporation reported a net income of 569.49M and revenue of 2.35B, resulting in a net margin of 24.2%.


Frequently Asked Questions


IX and MNST have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNST has higher volatility (13.66%) compared to IX (11.66%). In terms of maximum drawdown, IX dropped -93.82% vs MNST's -69.17%.

IX currently has the higher Sharpe Ratio (3.35 vs 1.49), 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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