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

Performance

MIELY vs. LRCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsubishi Electric Corp ADR (MIELY) and Lam Research Corporation (LRCX). 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 30.02% return, which is significantly lower than LRCX's 101.03% return. Over the past 10 years, MIELY has underperformed LRCX with an annualized return of 12.69%, while LRCX has yielded a comparatively higher 47.12% 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%

LRCX

1D
2.78%
1M
32.93%
YTD
101.03%
6M
115.41%
1Y
313.85%
3Y*
79.31%
5Y*
40.79%
10Y*
47.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIELY vs. LRCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LRCX
Lam Research Corporation
101.03%139.16%-6.84%88.63%-40.72%53.66%64.18%119.33%-24.40%76.21%

Correlation

The correlation between MIELY and LRCX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.30

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

0.32

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2007

0.26

Fundamentals

Market Cap

MIELY:

$75.88B

LRCX:

$434.03B

EPS

MIELY:

$421.28

LRCX:

$5.29

PE Ratio

MIELY:

0.18

LRCX:

65.00

PEG Ratio

MIELY:

0.01

LRCX:

4.92

PS Ratio

MIELY:

0.01

LRCX:

20.11

PB Ratio

MIELY:

0.02

LRCX:

41.01

Total Revenue (TTM)

MIELY:

$5.95T

LRCX:

$21.68B

Gross Profit (TTM)

MIELY:

$1.97T

LRCX:

$10.84B

EBITDA (TTM)

MIELY:

$639.91B

LRCX:

$6.10B

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Return for Risk

MIELY vs. LRCX — Risk / Return Rank

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

MIELY
MIELY Risk / Return Rank: 8989
Overall Rank
MIELY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MIELY Sortino Ratio Rank: 8888
Sortino Ratio Rank
MIELY Omega Ratio Rank: 8686
Omega Ratio Rank
MIELY Calmar Ratio Rank: 8888
Calmar Ratio Rank
MIELY Martin Ratio Rank: 9292
Martin Ratio Rank

LRCX
LRCX Risk / Return Rank: 9898
Overall Rank
LRCX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
LRCX Sortino Ratio Rank: 9898
Sortino Ratio Rank
LRCX Omega Ratio Rank: 9797
Omega Ratio Rank
LRCX Calmar Ratio Rank: 9999
Calmar Ratio Rank
LRCX Martin Ratio Rank: 9999
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. LRCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and Lam Research Corporation (LRCX). 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.


MIELYLRCXDifference
Sharpe ratioReturn per unit of total volatility

-4.13

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.37

1.67

-0.30

Calmar ratioReturn relative to maximum drawdown

4.24

15.81

-11.57

Martin ratioReturn relative to average drawdown

14.99

53.72

-38.73

MIELY vs. LRCX - Sharpe Ratio Comparison

The current MIELY Sharpe Ratio is 2.21, which is lower than the LRCX Sharpe Ratio of 6.34. The chart below compares the historical Sharpe Ratios of MIELY and LRCX, 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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Sharpe Ratios by Period


MIELYLRCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

6.34

-4.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.89

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

1.06

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.44

-0.46

Drawdowns

MIELY vs. LRCX - Drawdown Comparison

The maximum MIELY drawdown since its inception was -89.09%, roughly equal to the maximum LRCX drawdown of -87.90%. Use the drawdown chart below to compare losses from any high point for MIELY and LRCX.


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Drawdown Indicators


MIELYLRCXDifference

Max Drawdown

Largest peak-to-trough decline

-89.09%

-87.90%

-1.19%

Max Drawdown (1Y)

Largest decline over 1 year

-19.08%

-20.01%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-24.66%

-47.10%

+22.44%

Max Drawdown (5Y)

Largest decline over 5 years

-47.41%

-56.39%

+8.98%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

-56.39%

+0.63%

Current Drawdown

Current decline from peak

-38.33%

0.00%

-38.33%

Average Drawdown

Average peak-to-trough decline

-69.48%

-28.19%

-41.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

5.87%

-0.48%

Volatility

MIELY vs. LRCX - Volatility Comparison

The current volatility for Mitsubishi Electric Corp ADR (MIELY) is 12.80%, while Lam Research Corporation (LRCX) has a volatility of 16.14%. This indicates that MIELY experiences smaller price fluctuations and is considered to be less risky than LRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIELYLRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.80%

16.14%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

29.82%

40.20%

-10.38%

Volatility (1Y)

Calculated over the trailing 1-year period

36.63%

49.88%

-13.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.31%

45.94%

-14.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.07%

44.58%

-15.51%

Dividends

MIELY vs. LRCX - Dividend Comparison

MIELY has not paid dividends to shareholders, while LRCX's dividend yield for the trailing twelve months is around 0.29%.


PositionTTM20252024202320222021202020192018201720162015
LRCX
Lam Research Corporation
0.29%0.57%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%
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. LRCX - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi Electric Corp ADR and Lam Research Corporation. 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
5.84B
(MIELY) Total Revenue
(LRCX) Total Revenue
Values in USD except per share items

MIELY vs. LRCX - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%20222023202420252026
32.2%
49.8%
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%.

LRCX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lam Research Corporation reported a gross profit of 2.91B and revenue of 5.84B. Therefore, the gross margin over that period was 49.8%.

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%.

LRCX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lam Research Corporation reported an operating income of 2.05B and revenue of 5.84B, resulting in an operating margin of 35.0%.

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%.

LRCX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lam Research Corporation reported a net income of 1.83B and revenue of 5.84B, resulting in a net margin of 31.3%.


Frequently Asked Questions


MIELY and LRCX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LRCX has higher volatility (16.14%) compared to MIELY (12.80%). In terms of maximum drawdown, MIELY dropped -89.09% vs LRCX's -87.90%.

LRCX currently has the higher Sharpe Ratio (6.34 vs 2.21), 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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