MIELY vs. SMTOY
MIELY (Mitsubishi Electric Corp ADR) and SMTOY (Sumitomo Electric Industries Ltd ADR) are both stocks. MIELY operates in Electrical Equipment & Parts (Industrials), while SMTOY operates in Auto Parts (Consumer Cyclical). Over the past 10 years, MIELY returned 11.88%/yr vs 18.33%/yr for SMTOY. At a 0.25 correlation, their price movements are largely independent.
Performance
MIELY vs. SMTOY - Performance Comparison
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Returns By Period
In the year-to-date period, MIELY achieves a 20.83% return, which is significantly lower than SMTOY's 77.18% return. Over the past 10 years, MIELY has underperformed SMTOY with an annualized return of 11.88%, while SMTOY has yielded a comparatively higher 18.33% annualized return.
MIELY
- 1D
- 0.58%
- 1M
- -14.54%
- YTD
- 20.83%
- 6M
- 14.90%
- 1Y
- 71.43%
- 3Y*
- 35.14%
- 5Y*
- 17.49%
- 10Y*
- 11.88%
SMTOY
- 1D
- 3.84%
- 1M
- -13.42%
- YTD
- 77.18%
- 6M
- 69.65%
- 1Y
- 251.37%
- 3Y*
- 80.96%
- 5Y*
- 37.15%
- 10Y*
- 18.33%
MIELY vs. SMTOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIELY Mitsubishi Electric Corp ADR | 20.83% | 73.08% | 21.33% | 42.15% | -22.04% | -16.17% | 11.35% | 23.78% | -33.88% | 21.11% |
SMTOY Sumitomo Electric Industries Ltd ADR | 77.18% | 131.61% | 41.93% | 12.95% | -13.35% | -1.73% | -11.45% | 14.66% | -20.89% | 16.55% |
Correlation
The correlation between MIELY and SMTOY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2007 | 0.25 |
The correlation between MIELY and SMTOY shifts across timeframes, from 0.25 (all time) to 0.46 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
MIELY:
$70.51B
SMTOY:
$55.11B
MIELY:
¥421.28
SMTOY:
¥481.54
MIELY:
26.65
SMTOY:
23.51
MIELY:
1.18
SMTOY:
0.52
MIELY:
1.94
SMTOY:
1.70
MIELY:
2.51
SMTOY:
3.20
MIELY:
¥5.95T
SMTOY:
¥5.18T
MIELY:
¥1.97T
SMTOY:
¥1.05T
MIELY:
¥639.91B
SMTOY:
¥657.37B
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Return for Risk
MIELY vs. SMTOY — Risk / Return Rank
MIELY
SMTOY
MIELY vs. SMTOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and Sumitomo Electric Industries Ltd ADR (SMTOY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MIELY | SMTOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.51 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 9.97 | -6.33 |
| Martin ratioReturn relative to average drawdown | 11.91 | 34.19 | -22.28 |
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Drawdowns
MIELY vs. SMTOY - Drawdown Comparison
The maximum MIELY drawdown since its inception was -89.09%, smaller than the maximum SMTOY drawdown of -94.82%. Use the drawdown chart below to compare losses from any high point for MIELY and SMTOY.
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Drawdown Indicators
| MIELY | SMTOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.09% | -94.82% | +5.73% |
Max Drawdown (1Y)Largest decline over 1 year | -19.73% | -25.38% | +5.65% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -38.52% | +13.86% |
Max Drawdown (5Y)Largest decline over 5 years | -44.97% | -38.52% | -6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -55.76% | -52.67% | -3.09% |
Current DrawdownCurrent decline from peak | -42.68% | -53.75% | +11.07% |
Average DrawdownAverage peak-to-trough decline | -69.42% | -64.86% | -4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 7.39% | -1.38% |
Volatility
MIELY vs. SMTOY - Volatility Comparison
The current volatility for Mitsubishi Electric Corp ADR (MIELY) is 12.39%, while Sumitomo Electric Industries Ltd ADR (SMTOY) has a volatility of 27.31%. This indicates that MIELY experiences smaller price fluctuations and is considered to be less risky than SMTOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIELY | SMTOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.39% | 27.31% | -14.92% |
Volatility (6M)Calculated over the trailing 6-month period | 30.32% | 52.50% | -22.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.95% | 59.27% | -22.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.40% | 40.39% | -8.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.10% | 36.14% | -7.04% |
Dividends
MIELY vs. SMTOY - Dividend Comparison
Neither MIELY nor SMTOY has paid dividends to shareholders.
| 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% |
SMTOY Sumitomo Electric Industries Ltd ADR | 0.00% | 1.06% | 1.35% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% | 2.26% |
Financials
MIELY vs. SMTOY - Financials Comparison
This section allows you to compare key financial metrics between Mitsubishi Electric Corp ADR and Sumitomo Electric Industries Ltd ADR. 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. SMTOY - 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%.
SMTOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported a gross profit of 318.17B and revenue of 1.45T. Therefore, the gross margin over that period was 22.0%.
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%.
SMTOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported an operating income of 149.83B and revenue of 1.45T, resulting in an operating margin of 10.3%.
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%.
SMTOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported a net income of 195.83B and revenue of 1.45T, resulting in a net margin of 13.5%.
Frequently Asked Questions
MIELY and SMTOY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMTOY has higher volatility (27.31%) compared to MIELY (12.39%). In terms of maximum drawdown, MIELY dropped -89.09% vs SMTOY's -94.82%.
SMTOY currently has the higher Sharpe Ratio (4.27 vs 1.94), 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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