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

Performance

MIELY vs. LII - Performance Comparison

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

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MIELY vs. LII - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIELY
Mitsubishi Electric Corp ADR
11.84%73.08%21.33%42.15%-22.04%-16.17%11.35%23.78%-33.88%21.11%
LII
Lennox International Inc.
-4.14%-19.54%37.27%89.55%-24.94%19.71%13.79%12.78%6.33%37.43%

Fundamentals

Market Cap

MIELY:

$66.48B

LII:

$16.29B

EPS

MIELY:

$364.28

LII:

$22.23

PE Ratio

MIELY:

0.18

LII:

20.88

PEG Ratio

MIELY:

0.01

LII:

1.27

PS Ratio

MIELY:

0.01

LII:

3.16

PB Ratio

MIELY:

0.02

LII:

14.01

Total Revenue (TTM)

MIELY:

$5.70T

LII:

$5.20B

Gross Profit (TTM)

MIELY:

$1.86T

LII:

$1.72B

EBITDA (TTM)

MIELY:

$649.29B

LII:

$1.12B

Returns By Period

In the year-to-date period, MIELY achieves a 11.84% return, which is significantly higher than LII's -4.14% return. Over the past 10 years, MIELY has underperformed LII with an annualized return of 12.81%, while LII has yielded a comparatively higher 14.28% annualized return.


MIELY

1D
3.53%
1M
-14.86%
YTD
11.84%
6M
26.55%
1Y
76.18%
3Y*
40.65%
5Y*
16.66%
10Y*
12.81%

LII

1D
4.84%
1M
-18.33%
YTD
-4.14%
6M
-11.83%
1Y
-16.20%
3Y*
23.91%
5Y*
9.24%
10Y*
14.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MIELY vs. LII — Risk / Return Rank

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

MIELY
MIELY Risk / Return Rank: 9191
Overall Rank
MIELY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MIELY Sortino Ratio Rank: 9191
Sortino Ratio Rank
MIELY Omega Ratio Rank: 8888
Omega Ratio Rank
MIELY Calmar Ratio Rank: 9090
Calmar Ratio Rank
MIELY Martin Ratio Rank: 9494
Martin Ratio Rank

LII
LII Risk / Return Rank: 2424
Overall Rank
LII Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LII Sortino Ratio Rank: 2121
Sortino Ratio Rank
LII Omega Ratio Rank: 2121
Omega Ratio Rank
LII Calmar Ratio Rank: 2828
Calmar Ratio Rank
LII Martin Ratio Rank: 2929
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. LII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and Lennox International Inc. (LII). 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.


MIELYLIIDifference

Sharpe ratio

Return per unit of total volatility

2.20

-0.45

+2.65

Sortino ratio

Return per unit of downside risk

2.93

-0.43

+3.36

Omega ratio

Gain probability vs. loss probability

1.36

0.95

+0.42

Calmar ratio

Return relative to maximum drawdown

3.95

-0.44

+4.40

Martin ratio

Return relative to average drawdown

15.28

-0.83

+16.11

MIELY vs. LII - Sharpe Ratio Comparison

The current MIELY Sharpe Ratio is 2.20, which is higher than the LII Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of MIELY and LII, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MIELYLIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

-0.45

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.30

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.50

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.42

-0.47

Correlation

The correlation between MIELY and LII is 0.23, 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.


Dividends

MIELY vs. LII - Dividend Comparison

MIELY has not paid dividends to shareholders, while LII's dividend yield for the trailing twelve months is around 1.37%.


TTM20252024202320222021202020192018201720162015
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%
LII
Lennox International Inc.
1.37%1.04%0.75%0.97%1.71%1.09%1.12%1.21%1.11%0.94%1.08%1.10%

Drawdowns

MIELY vs. LII - Drawdown Comparison

The maximum MIELY drawdown since its inception was -89.09%, which is greater than LII's maximum drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for MIELY and LII.


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Drawdown Indicators


MIELYLIIDifference

Max Drawdown

Largest peak-to-trough decline

-89.09%

-62.76%

-26.33%

Max Drawdown (1Y)

Largest decline over 1 year

-19.08%

-33.77%

+14.69%

Max Drawdown (5Y)

Largest decline over 5 years

-47.41%

-46.88%

-0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

-46.88%

-8.88%

Current Drawdown

Current decline from peak

-46.95%

-30.60%

-16.35%

Average Drawdown

Average peak-to-trough decline

-69.78%

-14.43%

-55.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

18.15%

-13.22%

Volatility

MIELY vs. LII - Volatility Comparison

Mitsubishi Electric Corp ADR (MIELY) and Lennox International Inc. (LII) have volatilities of 13.30% and 13.21%, 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.


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Volatility by Period


MIELYLIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.30%

13.21%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

25.72%

25.64%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

34.87%

35.84%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.17%

31.46%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.57%

28.87%

-0.30%

Financials

MIELY vs. LII - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi Electric Corp ADR and Lennox International 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00B1.00T1.50TAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.45T
1.20B
(MIELY) Total Revenue
(LII) Total Revenue
Values in USD except per share items

MIELY vs. LII - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

26.0%28.0%30.0%32.0%34.0%36.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
36.6%
32.6%
Portfolio components
MIELY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Mitsubishi Electric Corp ADR reported a gross profit of 531.01B and revenue of 1.45T. Therefore, the gross margin over that period was 36.6%.

LII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lennox International Inc. reported a gross profit of 389.30M and revenue of 1.20B. Therefore, the gross margin over that period was 32.6%.

MIELY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Mitsubishi Electric Corp ADR reported an operating income of 140.77B and revenue of 1.45T, resulting in an operating margin of 9.7%.

LII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lennox International Inc. reported an operating income of 195.80M and revenue of 1.20B, resulting in an operating margin of 16.4%.

MIELY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Mitsubishi Electric Corp ADR reported a net income of 110.83B and revenue of 1.45T, resulting in a net margin of 7.7%.

LII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lennox International Inc. reported a net income of 142.50M and revenue of 1.20B, resulting in a net margin of 11.9%.