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MIELY vs. LII
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MIELY and LII is 0.06, 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.


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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Key characteristics

Sharpe Ratio

MIELY:

0.41

LII:

0.48

Sortino Ratio

MIELY:

0.84

LII:

0.83

Omega Ratio

MIELY:

1.11

LII:

1.11

Calmar Ratio

MIELY:

0.57

LII:

0.64

Martin Ratio

MIELY:

1.46

LII:

1.72

Ulcer Index

MIELY:

10.91%

LII:

9.22%

Daily Std Dev

MIELY:

42.27%

LII:

33.98%

Max Drawdown

MIELY:

-68.47%

LII:

-62.76%

Current Drawdown

MIELY:

0.00%

LII:

-16.06%

Fundamentals

Market Cap

MIELY:

$43.47B

LII:

$20.13B

EPS

MIELY:

$2.17

LII:

$22.46

PE Ratio

MIELY:

19.30

LII:

25.25

PEG Ratio

MIELY:

2.53

LII:

2.17

PS Ratio

MIELY:

0.01

LII:

3.75

PB Ratio

MIELY:

1.58

LII:

23.61

Total Revenue (TTM)

MIELY:

$1.29T

LII:

$5.37B

Gross Profit (TTM)

MIELY:

$372.90B

LII:

$1.76B

EBITDA (TTM)

MIELY:

$108.89B

LII:

$1.07B

Returns By Period

In the year-to-date period, MIELY achieves a 22.50% return, which is significantly higher than LII's -6.72% return. Over the past 10 years, MIELY has underperformed LII with an annualized return of 6.73%, while LII has yielded a comparatively higher 18.87% annualized return.


MIELY

YTD

22.50%

1M

12.55%

6M

23.13%

1Y

16.12%

3Y*

24.99%

5Y*

13.45%

10Y*

6.73%

LII

YTD

-6.72%

1M

7.79%

6M

-16.06%

1Y

13.57%

3Y*

42.92%

5Y*

24.89%

10Y*

18.87%

*Annualized

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Mitsubishi Electric Corp ADR

Lennox International Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MIELY vs. LII — Risk-Adjusted Performance Rank

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

MIELY
The Risk-Adjusted Performance Rank of MIELY is 6767
Overall Rank
The Sharpe Ratio Rank of MIELY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MIELY is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MIELY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of MIELY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of MIELY is 6969
Martin Ratio Rank

LII
The Risk-Adjusted Performance Rank of LII is 6868
Overall Rank
The Sharpe Ratio Rank of LII is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of LII is 6262
Sortino Ratio Rank
The Omega Ratio Rank of LII is 6161
Omega Ratio Rank
The Calmar Ratio Rank of LII is 7777
Calmar Ratio Rank
The Martin Ratio Rank of LII is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MIELY vs. LII - Risk-Adjusted Performance 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.


The current MIELY Sharpe Ratio is 0.41, which is comparable to the LII Sharpe Ratio of 0.48. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 0.81%.


TTM20242023202220212020201920182017201620152014
MIELY
Mitsubishi Electric Corp ADR
0.00%1.13%2.28%3.04%2.84%2.22%2.67%3.25%1.72%1.75%2.03%1.51%
LII
Lennox International Inc.
0.81%0.75%0.97%1.71%1.09%1.12%1.21%1.11%0.94%1.08%1.10%1.20%

Drawdowns

MIELY vs. LII - Drawdown Comparison

The maximum MIELY drawdown since its inception was -68.47%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MIELY vs. LII - Volatility Comparison

Mitsubishi Electric Corp ADR (MIELY) has a higher volatility of 8.40% compared to Lennox International Inc. (LII) at 7.89%. This indicates that MIELY's price experiences larger fluctuations and is considered to be riskier than LII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.00500.00B1.00T1.50T20212022202320242025
1.29T
1.07B
(MIELY) Total Revenue
(LII) Total Revenue
Values in USD except per share items