MIELY vs. PWR
MIELY (Mitsubishi Electric Corp ADR) and PWR (Quanta Services, Inc.) are both stocks. Both are in the Industrials sector — MIELY in Electrical Equipment & Parts, PWR in Engineering & Construction. Over the past 10 years, MIELY returned 12.69%/yr vs 40.93%/yr for PWR. At a 0.23 correlation, their price movements are largely independent.
Performance
MIELY vs. PWR - Performance Comparison
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Returns By Period
In the year-to-date period, MIELY achieves a 30.02% return, which is significantly lower than PWR's 69.64% return. Over the past 10 years, MIELY has underperformed PWR with an annualized return of 12.69%, while PWR has yielded a comparatively higher 40.93% 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%
PWR
- 1D
- 1.36%
- 1M
- -5.50%
- YTD
- 69.64%
- 6M
- 57.01%
- 1Y
- 100.95%
- 3Y*
- 58.60%
- 5Y*
- 50.60%
- 10Y*
- 40.93%
MIELY vs. PWR - 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% |
PWR Quanta Services, Inc. | 69.64% | 33.70% | 46.60% | 51.70% | 24.63% | 59.50% | 77.74% | 35.84% | -22.93% | 12.22% |
Correlation
The correlation between MIELY and PWR is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
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 | 0.23 |
Fundamentals
MIELY:
$75.88B
PWR:
$108.84B
MIELY:
$421.28
PWR:
$7.29
MIELY:
0.18
PWR:
98.17
MIELY:
0.01
PWR:
4.86
MIELY:
0.01
PWR:
3.62
MIELY:
0.02
PWR:
12.03
MIELY:
$5.95T
PWR:
$29.99B
MIELY:
$1.97T
PWR:
$4.08B
MIELY:
$639.91B
PWR:
$2.40B
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Return for Risk
MIELY vs. PWR — Risk / Return Rank
MIELY
PWR
MIELY vs. PWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and Quanta Services, Inc. (PWR). 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 | PWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.47 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 8.15 | -3.92 |
| Martin ratioReturn relative to average drawdown | 14.99 | 20.17 | -5.18 |
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 | PWR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.81 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.43 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 1.22 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.35 | -0.38 |
Drawdowns
MIELY vs. PWR - Drawdown Comparison
The maximum MIELY drawdown since its inception was -89.09%, smaller than the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for MIELY and PWR.
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Drawdown Indicators
| MIELY | PWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.09% | -97.07% | +7.98% |
Max Drawdown (1Y)Largest decline over 1 year | -19.08% | -12.45% | -6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -33.89% | +9.23% |
Max Drawdown (5Y)Largest decline over 5 years | -47.41% | -33.89% | -13.52% |
Max Drawdown (10Y)Largest decline over 10 years | -55.76% | -45.53% | -10.23% |
Current DrawdownCurrent decline from peak | -38.33% | -8.86% | -29.47% |
Average DrawdownAverage peak-to-trough decline | -69.48% | -46.88% | -22.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.39% | 5.02% | +0.37% |
Volatility
MIELY vs. PWR - Volatility Comparison
Mitsubishi Electric Corp ADR (MIELY) has a higher volatility of 12.80% compared to Quanta Services, Inc. (PWR) at 11.90%. This indicates that MIELY's price experiences larger fluctuations and is considered to be riskier than PWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIELY | PWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.80% | 11.90% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 29.82% | 29.40% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.63% | 36.23% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.31% | 35.60% | -4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.07% | 33.69% | -4.62% |
Dividends
MIELY vs. PWR - Dividend Comparison
MIELY has not paid dividends to shareholders, while PWR's dividend yield for the trailing twelve months is around 0.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PWR Quanta Services, Inc. | 0.06% | 0.09% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% |
Financials
MIELY vs. PWR - Financials Comparison
This section allows you to compare key financial metrics between Mitsubishi Electric Corp ADR and Quanta Services, 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. PWR - 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%.
PWR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a gross profit of 1.11B and revenue of 7.87B. Therefore, the gross margin over that period was 14.1%.
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%.
PWR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported an operating income of 338.78M and revenue of 7.87B, resulting in an operating margin of 4.3%.
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%.
PWR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a net income of 220.63M and revenue of 7.87B, resulting in a net margin of 2.8%.
Frequently Asked Questions
MIELY and PWR have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MIELY has higher volatility (12.80%) compared to PWR (11.90%). In terms of maximum drawdown, MIELY dropped -89.09% vs PWR's -97.07%.
PWR currently has the higher Sharpe Ratio (2.81 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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