MIELY vs. VGT
Compare and contrast key facts about Mitsubishi Electric Corp ADR (MIELY) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Mar 25, 2004.
Performance
MIELY vs. VGT - Performance Comparison
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MIELY vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIELY Mitsubishi Electric Corp ADR | 16.38% | 73.08% | 21.33% | 42.15% | -22.04% | -16.17% | 11.35% | 23.78% | -33.88% | 21.11% |
VGT Vanguard Information Technology ETF | -6.16% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Returns By Period
In the year-to-date period, MIELY achieves a 16.38% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, MIELY has underperformed VGT with an annualized return of 13.26%, while VGT has yielded a comparatively higher 21.51% annualized return.
MIELY
- 1D
- 4.05%
- 1M
- -10.06%
- YTD
- 16.38%
- 6M
- 33.48%
- 1Y
- 86.88%
- 3Y*
- 42.53%
- 5Y*
- 17.59%
- 10Y*
- 13.26%
VGT
- 1D
- 1.28%
- 1M
- -3.61%
- YTD
- -6.16%
- 6M
- -5.90%
- 1Y
- 29.76%
- 3Y*
- 23.10%
- 5Y*
- 14.83%
- 10Y*
- 21.51%
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Return for Risk
MIELY vs. VGT — Risk / Return Rank
MIELY
VGT
MIELY vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.50 | 1.10 | +1.40 |
Sortino ratioReturn per unit of downside risk | 3.22 | 1.67 | +1.55 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 4.37 | 1.88 | +2.49 |
Martin ratioReturn relative to average drawdown | 16.71 | 5.77 | +10.94 |
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 | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 1.10 | +1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.59 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.88 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.61 | -0.65 |
Correlation
The correlation between MIELY and VGT is 0.31, 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.
Dividends
MIELY vs. VGT - Dividend Comparison
MIELY has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.43%.
| 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% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
MIELY vs. VGT - Drawdown Comparison
The maximum MIELY drawdown since its inception was -89.09%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for MIELY and VGT.
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Drawdown Indicators
| MIELY | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.09% | -54.63% | -34.46% |
Max Drawdown (1Y)Largest decline over 1 year | -19.08% | -16.40% | -2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -47.41% | -35.07% | -12.34% |
Max Drawdown (10Y)Largest decline over 10 years | -55.76% | -35.07% | -20.69% |
Current DrawdownCurrent decline from peak | -44.79% | -11.66% | -33.13% |
Average DrawdownAverage peak-to-trough decline | -69.78% | -8.00% | -61.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 5.35% | -0.36% |
Volatility
MIELY vs. VGT - Volatility Comparison
Mitsubishi Electric Corp ADR (MIELY) has a higher volatility of 12.72% compared to Vanguard Information Technology ETF (VGT) at 8.03%. This indicates that MIELY's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIELY | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.72% | 8.03% | +4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 25.99% | 16.35% | +9.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.07% | 27.27% | +7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.23% | 25.06% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.59% | 24.48% | +4.11% |