MIELY vs. GFS
MIELY (Mitsubishi Electric Corp ADR) and GFS (GLOBALFOUNDRIES Inc.) are both stocks. MIELY operates in Electrical Equipment & Parts (Industrials), while GFS operates in Semiconductors (Technology). Over the past 3 years, MIELY returned 35.14%/yr vs 8.97%/yr for GFS. At a 0.28 correlation, their price movements are largely independent.
Performance
MIELY vs. GFS - Performance Comparison
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Returns By Period
In the year-to-date period, MIELY achieves a 20.83% return, which is significantly lower than GFS's 133.05% return.
MIELY
- 1D
- 0.58%
- 1M
- -13.60%
- YTD
- 20.83%
- 6M
- 14.90%
- 1Y
- 71.76%
- 3Y*
- 35.14%
- 5Y*
- 17.49%
- 10Y*
- 11.88%
GFS
- 1D
- 0.79%
- 1M
- 14.57%
- YTD
- 133.05%
- 6M
- 110.12%
- 1Y
- 121.62%
- 3Y*
- 8.97%
- 5Y*
- —
- 10Y*
- —
MIELY vs. GFS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MIELY Mitsubishi Electric Corp ADR | 20.83% | 73.08% | 21.33% | 42.15% | -22.04% | -8.92% |
GFS GLOBALFOUNDRIES Inc. | 133.05% | -18.62% | -29.19% | 12.45% | -17.05% | 38.23% |
Correlation
The correlation between MIELY and GFS is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021 | 0.28 |
Fundamentals
MIELY:
$70.51B
GFS:
$45.65B
MIELY:
¥421.28
GFS:
$1.39
MIELY:
26.65
GFS:
58.52
MIELY:
1.94
GFS:
6.66
MIELY:
2.51
GFS:
3.90
MIELY:
¥5.95T
GFS:
$6.84B
MIELY:
¥1.97T
GFS:
$1.81B
MIELY:
¥639.91B
GFS:
$2.16B
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Return for Risk
MIELY vs. GFS — Risk / Return Rank
MIELY
GFS
MIELY vs. GFS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and GLOBALFOUNDRIES Inc. (GFS). 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.
| MIELY | GFS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 4.79 | -1.15 |
| Martin ratioReturn relative to average drawdown | 11.91 | 9.21 | +2.70 |
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Drawdowns
MIELY vs. GFS - Drawdown Comparison
The maximum MIELY drawdown since its inception was -89.09%, which is greater than GFS's maximum drawdown of -61.53%. Use the drawdown chart below to compare losses from any high point for MIELY and GFS.
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Drawdown Indicators
| MIELY | GFS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.09% | -61.53% | -27.56% |
Max Drawdown (1Y)Largest decline over 1 year | -19.73% | -24.10% | +4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -55.40% | +30.74% |
Max Drawdown (5Y)Largest decline over 5 years | -44.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -55.76% | — | — |
Current DrawdownCurrent decline from peak | -42.68% | -9.54% | -33.14% |
Average DrawdownAverage peak-to-trough decline | -69.42% | -34.49% | -34.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 12.50% | -6.49% |
Volatility
MIELY vs. GFS - Volatility Comparison
The current volatility for Mitsubishi Electric Corp ADR (MIELY) is 12.39%, while GLOBALFOUNDRIES Inc. (GFS) has a volatility of 26.45%. This indicates that MIELY experiences smaller price fluctuations and is considered to be less risky than GFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIELY | GFS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.39% | 26.45% | -14.06% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 45.29% | -14.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.95% | 54.03% | -17.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.40% | 51.19% | -19.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.10% | 51.19% | -22.09% |
Dividends
MIELY vs. GFS - Dividend Comparison
Neither MIELY nor GFS has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GFS GLOBALFOUNDRIES Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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. GFS - Financials Comparison
This section allows you to compare key financial metrics between Mitsubishi Electric Corp ADR and GLOBALFOUNDRIES Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MIELY vs. GFS - Profitability Comparison
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%.
GFS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GLOBALFOUNDRIES Inc. reported a gross profit of 451.00M and revenue of 1.63B. Therefore, the gross margin over that period was 27.6%.
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%.
GFS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GLOBALFOUNDRIES Inc. reported an operating income of 180.00M and revenue of 1.63B, resulting in an operating margin of 11.0%.
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%.
GFS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GLOBALFOUNDRIES Inc. reported a net income of 103.00M and revenue of 1.63B, resulting in a net margin of 6.3%.
Frequently Asked Questions
MIELY and GFS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFS has higher volatility (26.45%) compared to MIELY (12.39%). In terms of maximum drawdown, MIELY dropped -89.09% vs GFS's -61.53%.
GFS currently has the higher Sharpe Ratio (2.14 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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