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

Correlation

The correlation between MARUY and MITSY is 0.09, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

MARUY vs. MITSY - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
770.76%
1,232.54%
MARUY
MITSY

Key characteristics

Sharpe Ratio

MARUY:

0.04

MITSY:

-0.46

Sortino Ratio

MARUY:

0.31

MITSY:

-0.45

Omega Ratio

MARUY:

1.04

MITSY:

0.94

Calmar Ratio

MARUY:

0.05

MITSY:

-0.43

Martin Ratio

MARUY:

0.08

MITSY:

-0.71

Ulcer Index

MARUY:

18.18%

MITSY:

22.04%

Daily Std Dev

MARUY:

34.18%

MITSY:

33.83%

Max Drawdown

MARUY:

-71.68%

MITSY:

-72.08%

Current Drawdown

MARUY:

-11.47%

MITSY:

-25.74%

Fundamentals

Market Cap

MARUY:

$29.12B

MITSY:

$57.19B

EPS

MARUY:

$19.52

MITSY:

$46.49

PE Ratio

MARUY:

8.99

MITSY:

8.56

PEG Ratio

MARUY:

0.00

MITSY:

0.00

PS Ratio

MARUY:

0.00

MITSY:

0.00

PB Ratio

MARUY:

1.12

MITSY:

1.08

Total Revenue (TTM)

MARUY:

$2.05T

MITSY:

$10.98T

Gross Profit (TTM)

MARUY:

$303.71B

MITSY:

$945.36B

EBITDA (TTM)

MARUY:

$143.99B

MITSY:

$548.33B

Returns By Period

In the year-to-date period, MARUY achieves a 16.78% return, which is significantly higher than MITSY's -4.43% return. Over the past 10 years, MARUY has underperformed MITSY with an annualized return of 14.32%, while MITSY has yielded a comparatively higher 17.77% annualized return.


MARUY

YTD

16.78%

1M

2.49%

6M

15.49%

1Y

0.60%

5Y*

29.60%

10Y*

14.32%

MITSY

YTD

-4.43%

1M

-0.70%

6M

-2.06%

1Y

-16.75%

5Y*

27.47%

10Y*

17.77%

*Annualized

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Risk-Adjusted Performance

MARUY vs. MITSY — Risk-Adjusted Performance Rank

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

MARUY
The Risk-Adjusted Performance Rank of MARUY is 5151
Overall Rank
The Sharpe Ratio Rank of MARUY is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of MARUY is 4646
Sortino Ratio Rank
The Omega Ratio Rank of MARUY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of MARUY is 5555
Calmar Ratio Rank
The Martin Ratio Rank of MARUY is 5353
Martin Ratio Rank

MITSY
The Risk-Adjusted Performance Rank of MITSY is 2828
Overall Rank
The Sharpe Ratio Rank of MITSY is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of MITSY is 2525
Sortino Ratio Rank
The Omega Ratio Rank of MITSY is 2626
Omega Ratio Rank
The Calmar Ratio Rank of MITSY is 2525
Calmar Ratio Rank
The Martin Ratio Rank of MITSY is 3737
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.

MARUY vs. MITSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marubeni Corp ADR (MARUY) 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 chart of Sharpe ratio for MARUY, currently valued at 0.04, compared to the broader market-2.00-1.000.001.002.003.00
MARUY: 0.04
MITSY: -0.46
The chart of Sortino ratio for MARUY, currently valued at 0.31, compared to the broader market-6.00-4.00-2.000.002.004.00
MARUY: 0.31
MITSY: -0.45
The chart of Omega ratio for MARUY, currently valued at 1.04, compared to the broader market0.501.001.502.00
MARUY: 1.04
MITSY: 0.94
The chart of Calmar ratio for MARUY, currently valued at 0.05, compared to the broader market0.001.002.003.004.005.00
MARUY: 0.05
MITSY: -0.43
The chart of Martin ratio for MARUY, currently valued at 0.08, compared to the broader market-5.000.005.0010.0015.0020.00
MARUY: 0.08
MITSY: -0.71

The current MARUY Sharpe Ratio is 0.04, which is higher than the MITSY Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of MARUY 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
0.04
-0.46
MARUY
MITSY

Dividends

MARUY vs. MITSY - Dividend Comparison

Neither MARUY nor MITSY has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MARUY
Marubeni Corp ADR
0.00%0.00%0.00%0.00%4.38%3.96%4.25%4.52%3.22%3.20%3.64%3.82%
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

MARUY vs. MITSY - Drawdown Comparison

The maximum MARUY drawdown since its inception was -71.68%, roughly equal to the maximum MITSY drawdown of -72.08%. Use the drawdown chart below to compare losses from any high point for MARUY and MITSY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-11.47%
-25.74%
MARUY
MITSY

Volatility

MARUY vs. MITSY - Volatility Comparison

Marubeni Corp ADR (MARUY) and Mitsui & Company Ltd (MITSY) have volatilities of 16.12% and 16.23%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.12%
16.23%
MARUY
MITSY

Financials

MARUY vs. MITSY - Financials Comparison

This section allows you to compare key financial metrics between Marubeni 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


Values in USD except per share items