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

Performance

MIELY vs. ESLT - Performance Comparison

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

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Returns By Period

In the year-to-date period, MIELY achieves a 20.83% return, which is significantly lower than ESLT's 48.00% return. Over the past 10 years, MIELY has underperformed ESLT with an annualized return of 11.88%, while ESLT has yielded a comparatively higher 26.53% annualized return.


MIELY

1D
0.58%
1M
-14.54%
YTD
20.83%
6M
14.90%
1Y
71.43%
3Y*
35.14%
5Y*
17.49%
10Y*
11.88%

ESLT

1D
-6.48%
1M
9.58%
YTD
48.00%
6M
66.16%
1Y
98.98%
3Y*
60.86%
5Y*
46.38%
10Y*
26.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIELY vs. ESLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIELY
Mitsubishi Electric Corp ADR
20.83%73.08%21.33%42.15%-22.04%-16.17%11.35%23.78%-33.88%21.11%
ESLT
Elbit Systems Ltd
48.00%125.14%22.17%31.30%-4.82%34.77%-14.56%37.62%-13.22%32.65%

Correlation

The correlation between MIELY and ESLT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.15

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

0.18

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.16

Fundamentals

Market Cap

MIELY:

$70.51B

ESLT:

$41.10B

EPS

MIELY:

¥421.28

ESLT:

$12.36

PE Ratio

MIELY:

26.65

ESLT:

69.08

PEG Ratio

MIELY:

1.18

ESLT:

3.27

PS Ratio

MIELY:

1.94

ESLT:

4.93

PB Ratio

MIELY:

2.51

ESLT:

9.65

Total Revenue (TTM)

MIELY:

¥5.95T

ESLT:

$8.23B

Gross Profit (TTM)

MIELY:

¥1.97T

ESLT:

$2.03B

EBITDA (TTM)

MIELY:

¥639.91B

ESLT:

$861.06M

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Return for Risk

MIELY vs. ESLT — Risk / Return Rank

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

MIELY
MIELY Risk / Return Rank: 8888
Overall Rank
MIELY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MIELY Sortino Ratio Rank: 8787
Sortino Ratio Rank
MIELY Omega Ratio Rank: 8585
Omega Ratio Rank
MIELY Calmar Ratio Rank: 8888
Calmar Ratio Rank
MIELY Martin Ratio Rank: 9191
Martin Ratio Rank

ESLT
ESLT Risk / Return Rank: 9090
Overall Rank
ESLT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ESLT Sortino Ratio Rank: 9191
Sortino Ratio Rank
ESLT Omega Ratio Rank: 8888
Omega Ratio Rank
ESLT Calmar Ratio Rank: 8888
Calmar Ratio Rank
ESLT Martin Ratio Rank: 8989
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. ESLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and Elbit Systems Ltd (ESLT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MIELYESLTDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.34

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

3.64

3.83

-0.19

Martin ratioReturn relative to average drawdown

11.91

10.61

+1.30

MIELY vs. ESLT - Sharpe Ratio Comparison

The current MIELY Sharpe Ratio is 1.94, which is comparable to the ESLT Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of MIELY and ESLT, 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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Drawdowns

MIELY vs. ESLT - Drawdown Comparison

The maximum MIELY drawdown since its inception was -89.09%, which is greater than ESLT's maximum drawdown of -53.79%. Use the drawdown chart below to compare losses from any high point for MIELY and ESLT.


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Drawdown Indicators


MIELYESLTDifference

Max Drawdown

Largest peak-to-trough decline

-89.09%

-53.79%

-35.30%

Max Drawdown (1Y)

Largest decline over 1 year

-19.73%

-25.98%

+6.25%

Max Drawdown (3Y)

Largest decline over 3 years

-24.66%

-25.98%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-44.97%

-32.89%

-12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

-32.89%

-22.87%

Current Drawdown

Current decline from peak

-42.68%

-15.71%

-26.97%

Average Drawdown

Average peak-to-trough decline

-69.42%

-13.91%

-55.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

9.36%

-3.35%

Volatility

MIELY vs. ESLT - Volatility Comparison

The current volatility for Mitsubishi Electric Corp ADR (MIELY) is 12.39%, while Elbit Systems Ltd (ESLT) has a volatility of 19.89%. This indicates that MIELY experiences smaller price fluctuations and is considered to be less risky than ESLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIELYESLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.39%

19.89%

-7.50%

Volatility (6M)

Calculated over the trailing 6-month period

30.32%

35.93%

-5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

36.95%

44.11%

-7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.40%

33.66%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.10%

29.42%

-0.32%

Dividends

MIELY vs. ESLT - Dividend Comparison

MIELY has not paid dividends to shareholders, while ESLT's dividend yield for the trailing twelve months is around 0.36%.


PositionTTM20252024202320222021202020192018201720162015
ESLT
Elbit Systems Ltd
0.36%0.47%0.77%0.94%1.22%1.03%1.28%1.14%1.54%1.32%1.57%1.63%
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%

Financials

MIELY vs. ESLT - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi Electric Corp ADR and Elbit Systems 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


0.00500.00B1.00T1.50T20222023202420252026
1.77T
2.19B
(MIELY) Total Revenue
(ESLT) Total Revenue
Please note, different currencies. MIELY values in JPY, ESLT values in USD

MIELY vs. ESLT - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

24.0%26.0%28.0%30.0%32.0%34.0%36.0%20222023202420252026
32.2%
25.2%
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%.

ESLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported a gross profit of 552.06M and revenue of 2.19B. Therefore, the gross margin over that period was 25.2%.

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%.

ESLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported an operating income of 205.13M and revenue of 2.19B, resulting in an operating margin of 9.4%.

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%.

ESLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Elbit Systems Ltd reported a net income of 160.79M and revenue of 2.19B, resulting in a net margin of 7.4%.


Frequently Asked Questions


MIELY and ESLT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESLT has higher volatility (19.89%) compared to MIELY (12.39%). In terms of maximum drawdown, MIELY dropped -89.09% vs ESLT's -53.79%.

ESLT currently has the higher Sharpe Ratio (2.26 vs 1.94), 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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