MIELY vs. DVY
MIELY (Mitsubishi Electric Corp ADR) is a stock, while DVY (iShares Select Dividend ETF) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index. Over the past 10 years, MIELY returned 12.69%/yr vs 10.13%/yr for DVY. At a 0.30 correlation, their price movements are largely independent.
Performance
MIELY vs. DVY - Performance Comparison
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Returns By Period
In the year-to-date period, MIELY achieves a 30.02% return, which is significantly higher than DVY's 9.70% return. Over the past 10 years, MIELY has outperformed DVY with an annualized return of 12.69%, while DVY has yielded a comparatively lower 10.13% annualized return.
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%
DVY
- 1D
- -0.76%
- 1M
- 0.05%
- YTD
- 9.70%
- 6M
- 10.36%
- 1Y
- 21.04%
- 3Y*
- 15.52%
- 5Y*
- 8.51%
- 10Y*
- 10.13%
MIELY vs. DVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIELY Mitsubishi Electric Corp ADR | 30.02% | 73.08% | 21.33% | 42.15% | -22.04% | -16.17% | 11.35% | 23.78% | -33.88% | 21.11% |
DVY iShares Select Dividend ETF | 9.70% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
Correlation
The correlation between MIELY and DVY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007 | 0.30 |
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Return for Risk
MIELY vs. DVY — Risk / Return Rank
MIELY
DVY
MIELY vs. DVY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and iShares Select Dividend ETF (DVY). 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.
| MIELY | DVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 3.07 | +1.17 |
| Martin ratioReturn relative to average drawdown | 14.99 | 10.83 | +4.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MIELY | DVY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.90 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.56 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.56 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.47 | -0.50 |
Drawdowns
MIELY vs. DVY - Drawdown Comparison
The maximum MIELY drawdown since its inception was -89.09%, which is greater than DVY's maximum drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for MIELY and DVY.
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Drawdown Indicators
| MIELY | DVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.09% | -62.59% | -26.50% |
Max Drawdown (1Y)Largest decline over 1 year | -19.08% | -6.89% | -12.19% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -16.00% | -8.66% |
Max Drawdown (5Y)Largest decline over 5 years | -47.41% | -17.54% | -29.87% |
Max Drawdown (10Y)Largest decline over 10 years | -55.76% | -41.59% | -14.17% |
Current DrawdownCurrent decline from peak | -38.33% | -1.96% | -36.37% |
Average DrawdownAverage peak-to-trough decline | -69.48% | -8.79% | -60.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.39% | 1.95% | +3.44% |
Volatility
MIELY vs. DVY - Volatility Comparison
Mitsubishi Electric Corp ADR (MIELY) has a higher volatility of 12.80% compared to iShares Select Dividend ETF (DVY) at 2.79%. This indicates that MIELY's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIELY | DVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.80% | 2.79% | +10.01% |
Volatility (6M)Calculated over the trailing 6-month period | 29.82% | 7.56% | +22.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.63% | 11.14% | +25.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.31% | 15.20% | +16.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.07% | 18.01% | +11.06% |
Dividends
MIELY vs. DVY - Dividend Comparison
MIELY has not paid dividends to shareholders, while DVY's dividend yield for the trailing twelve months is around 3.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 3.41% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
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% | 0.00% |
Frequently Asked Questions
MIELY and DVY have a correlation of 0.26, 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 DVY (2.79%). In terms of maximum drawdown, MIELY dropped -89.09% vs DVY's -62.59%.
MIELY currently has the higher Sharpe Ratio (2.21 vs 1.90), 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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