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MIELY vs. CARR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MIELY vs. CARR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsubishi Electric Corp ADR (MIELY) and Carrier Global Corporation (CARR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with MIELY having a 30.02% return and CARR slightly lower at 28.90%.


MIELY

1D
-1.33%
1M
-1.76%
YTD
30.02%
6M
35.35%
1Y
80.41%
3Y*
40.88%
5Y*
18.45%
10Y*
12.69%

CARR

1D
1.75%
1M
2.56%
YTD
28.90%
6M
24.70%
1Y
-2.85%
3Y*
17.59%
5Y*
9.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIELY vs. CARR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MIELY
Mitsubishi Electric Corp ADR
30.02%73.08%21.33%42.15%-22.04%-16.17%32.36%
CARR
Carrier Global Corporation
28.90%-21.57%20.26%41.47%-22.68%45.31%124.99%

Correlation

The correlation between MIELY and CARR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.27

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

0.30

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2020

0.28

Fundamentals

Market Cap

MIELY:

$75.88B

CARR:

$56.96B

EPS

MIELY:

$421.28

CARR:

$1.55

PE Ratio

MIELY:

0.18

CARR:

43.73

PEG Ratio

MIELY:

0.01

CARR:

0.64

PS Ratio

MIELY:

0.01

CARR:

2.64

PB Ratio

MIELY:

0.02

CARR:

4.13

Total Revenue (TTM)

MIELY:

$5.95T

CARR:

$21.87B

Gross Profit (TTM)

MIELY:

$1.97T

CARR:

$5.43B

EBITDA (TTM)

MIELY:

$639.91B

CARR:

$3.15B

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Return for Risk

MIELY vs. CARR — Risk / Return Rank

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

MIELY
MIELY Risk / Return Rank: 8989
Overall Rank
MIELY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MIELY Sortino Ratio Rank: 8888
Sortino Ratio Rank
MIELY Omega Ratio Rank: 8686
Omega Ratio Rank
MIELY Calmar Ratio Rank: 8888
Calmar Ratio Rank
MIELY Martin Ratio Rank: 9292
Martin Ratio Rank

CARR
CARR Risk / Return Rank: 3535
Overall Rank
CARR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CARR Sortino Ratio Rank: 3232
Sortino Ratio Rank
CARR Omega Ratio Rank: 3232
Omega Ratio Rank
CARR Calmar Ratio Rank: 3838
Calmar Ratio Rank
CARR Martin Ratio Rank: 3737
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.

MIELY vs. CARR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and Carrier Global Corporation (CARR). 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.


MIELYCARRDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.37

1.02

+0.35

Calmar ratioReturn relative to maximum drawdown

4.24

-0.08

+4.31

Martin ratioReturn relative to average drawdown

14.99

-0.12

+15.10

MIELY vs. CARR - Sharpe Ratio Comparison

The current MIELY Sharpe Ratio is 2.21, which is higher than the CARR Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of MIELY and CARR, 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


MIELYCARRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

-0.08

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.31

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.81

-0.84

Drawdowns

MIELY vs. CARR - Drawdown Comparison

The maximum MIELY drawdown since its inception was -89.09%, which is greater than CARR's maximum drawdown of -40.82%. Use the drawdown chart below to compare losses from any high point for MIELY and CARR.


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Drawdown Indicators


MIELYCARRDifference

Max Drawdown

Largest peak-to-trough decline

-89.09%

-40.82%

-48.27%

Max Drawdown (1Y)

Largest decline over 1 year

-19.08%

-37.38%

+18.30%

Max Drawdown (3Y)

Largest decline over 3 years

-24.66%

-37.91%

+13.25%

Max Drawdown (5Y)

Largest decline over 5 years

-47.41%

-40.82%

-6.59%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

Current Drawdown

Current decline from peak

-38.33%

-16.03%

-22.30%

Average Drawdown

Average peak-to-trough decline

-69.48%

-14.22%

-55.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

23.99%

-18.60%

Volatility

MIELY vs. CARR - Volatility Comparison

Mitsubishi Electric Corp ADR (MIELY) has a higher volatility of 12.80% compared to Carrier Global Corporation (CARR) at 11.11%. This indicates that MIELY's price experiences larger fluctuations and is considered to be riskier than CARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIELYCARRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.80%

11.11%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

29.82%

26.66%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

36.63%

34.37%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.31%

31.71%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.07%

33.51%

-4.44%

Dividends

MIELY vs. CARR - Dividend Comparison

MIELY has not paid dividends to shareholders, while CARR's dividend yield for the trailing twelve months is around 1.71%.


PositionTTM2025202420232022202120202019201820172016
CARR
Carrier Global Corporation
1.71%1.70%1.16%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%
MIELY
Mitsubishi Electric Corp ADR
0.00%0.72%0.79%0.00%0.00%0.00%0.00%0.00%0.00%0.98%1.76%

Financials

MIELY vs. CARR - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi Electric Corp ADR and Carrier Global 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


0.00500.00B1.00T1.50T20222023202420252026
1.77T
5.34B
(MIELY) Total Revenue
(CARR) Total Revenue
Values in USD except per share items

MIELY vs. CARR - Profitability Comparison

The chart below illustrates the profitability comparison between Mitsubishi Electric Corp ADR and Carrier Global Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%20222023202420252026
32.2%
23.3%
Portfolio components
MIELY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mitsubishi Electric Corp ADR reported a gross profit of 569.69B and revenue of 1.77T. Therefore, the gross margin over that period was 32.2%.

CARR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Carrier Global Corporation reported a gross profit of 1.24B and revenue of 5.34B. Therefore, the gross margin over that period was 23.3%.

MIELY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mitsubishi Electric Corp ADR reported an operating income of 161.29B and revenue of 1.77T, resulting in an operating margin of 9.1%.

CARR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Carrier Global Corporation reported an operating income of 259.00M and revenue of 5.34B, resulting in an operating margin of 4.9%.

MIELY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mitsubishi Electric Corp ADR reported a net income of 132.06B and revenue of 1.77T, resulting in a net margin of 7.5%.

CARR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Carrier Global Corporation reported a net income of 238.00M and revenue of 5.34B, resulting in a net margin of 4.5%.


Frequently Asked Questions


MIELY and CARR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MIELY has higher volatility (12.80%) compared to CARR (11.11%). In terms of maximum drawdown, MIELY dropped -89.09% vs CARR's -40.82%.

MIELY currently has the higher Sharpe Ratio (2.21 vs -0.08), 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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