MIELY vs. MIH.F
MIELY (Mitsubishi Electric Corp ADR) and MIH.F (Mitsubishi Heavy Industries, Ltd.) are both stocks. Both are in the Industrials sector — MIELY in Electrical Equipment & Parts, MIH.F in Specialty Industrial Machinery. Over the past 10 years, MIELY returned 12.69%/yr vs 18.76%/yr for MIH.F. At a 0.22 correlation, their price movements are largely independent.
Performance
MIELY vs. MIH.F - Performance Comparison
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Different Trading Currencies
MIELY is traded in USD, while MIH.F is traded in EUR. To make them comparable, the MIH.F values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MIELY achieves a 30.02% return, which is significantly higher than MIH.F's -11.03% return. Over the past 10 years, MIELY has underperformed MIH.F with an annualized return of 12.69%, while MIH.F has yielded a comparatively higher 18.76% 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%
MIH.F
- 1D
- 1.07%
- 1M
- -23.13%
- YTD
- -11.03%
- 6M
- -10.04%
- 1Y
- -5.53%
- 3Y*
- 72.32%
- 5Y*
- 46.41%
- 10Y*
- 18.76%
MIELY vs. MIH.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MIH.F Mitsubishi Heavy Industries, Ltd. | -11.03% | 73.47% | 145.38% | 49.22% | 72.03% | -24.35% | -22.39% | 10.19% | -4.33% | -17.82% |
Correlation
The correlation between MIELY and MIH.F is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007 | 0.22 |
Over the past year, MIELY and MIH.F have become more correlated (0.46) than their long-term average of 0.22, meaning their price movements have been converging.
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Return for Risk
MIELY vs. MIH.F — Risk / Return Rank
MIELY
MIH.F
MIELY vs. MIH.F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and Mitsubishi Heavy Industries, Ltd. (MIH.F). 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.
| MIELY | MIH.F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.02 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | -0.16 | +4.40 |
| Martin ratioReturn relative to average drawdown | 14.99 | -0.48 | +15.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MIELY | MIH.F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | -0.12 | +2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.02 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.48 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.18 | -0.21 |
Drawdowns
MIELY vs. MIH.F - Drawdown Comparison
The maximum MIELY drawdown since its inception was -89.09%, which is greater than MIH.F's maximum drawdown of -72.08%. Use the drawdown chart below to compare losses from any high point for MIELY and MIH.F.
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Drawdown Indicators
| MIELY | MIH.F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.09% | -72.08% | -17.01% |
Max Drawdown (1Y)Largest decline over 1 year | -19.08% | -34.08% | +15.00% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -34.08% | +9.42% |
Max Drawdown (5Y)Largest decline over 5 years | -47.41% | -34.08% | -13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -55.76% | -58.70% | +2.94% |
Current DrawdownCurrent decline from peak | -38.33% | -33.37% | -4.96% |
Average DrawdownAverage peak-to-trough decline | -69.48% | -38.26% | -31.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.39% | 11.57% | -6.18% |
Volatility
MIELY vs. MIH.F - Volatility Comparison
The current volatility for Mitsubishi Electric Corp ADR (MIELY) is 12.80%, while Mitsubishi Heavy Industries, Ltd. (MIH.F) has a volatility of 15.87%. This indicates that MIELY experiences smaller price fluctuations and is considered to be less risky than MIH.F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIELY | MIH.F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.80% | 15.87% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 29.82% | 34.92% | -5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.63% | 45.87% | -9.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.31% | 45.03% | -13.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.07% | 39.30% | -10.23% |
Dividends
MIELY vs. MIH.F - Dividend Comparison
Neither MIELY nor MIH.F has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MIH.F Mitsubishi Heavy Industries, Ltd. | 0.00% | 0.00% | 0.03% | 0.01% | 0.01% | 0.02% | 0.01% | 0.02% | 0.02% | 0.01% | 0.01% | 0.01% |
Financials
MIELY vs. MIH.F - Financials Comparison
This section allows you to compare key financial metrics between Mitsubishi Electric Corp ADR and Mitsubishi Heavy Industries, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MIELY and MIH.F have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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