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

Performance

MIELY vs. WOLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsubishi Electric Corp ADR (MIELY) and Wolfspeed, Inc. (WOLF). 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 24.47% return, which is significantly lower than WOLF's 218.32% return.


MIELY

1D
-0.63%
1M
-14.11%
YTD
24.47%
6M
22.62%
1Y
77.00%
3Y*
37.25%
5Y*
17.88%
10Y*
12.21%

WOLF

1D
0.65%
1M
18.93%
YTD
218.32%
6M
141.90%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIELY vs. WOLF - Yearly Performance Comparison


2026 (YTD)2025
MIELY
Mitsubishi Electric Corp ADR
24.47%14.06%
WOLF
Wolfspeed, Inc.
218.32%-21.22%

Correlation

The correlation between MIELY and WOLF is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.24

Fundamentals

Market Cap

MIELY:

$72.64B

WOLF:

$21.77B

EPS

MIELY:

$421.28

WOLF:

-$11.53

PS Ratio

MIELY:

0.01

WOLF:

10.68

PB Ratio

MIELY:

0.02

WOLF:

21.31

Total Revenue (TTM)

MIELY:

$5.95T

WOLF:

$712.50M

Gross Profit (TTM)

MIELY:

$1.97T

WOLF:

-$208.10M

EBITDA (TTM)

MIELY:

$639.91B

WOLF:

-$1.26B

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Return for Risk

MIELY vs. WOLF — 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: 8989
Calmar Ratio Rank
MIELY Martin Ratio Rank: 9292
Martin Ratio Rank

WOLF
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. WOLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Electric Corp ADR (MIELY) and Wolfspeed, Inc. (WOLF). 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.


MIELYWOLFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

4.06

Martin ratioReturn relative to average drawdown

13.81

MIELY vs. WOLF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MIELYWOLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

2.34

-2.37

Drawdowns

MIELY vs. WOLF - Drawdown Comparison

The maximum MIELY drawdown since its inception was -89.09%, which is greater than WOLF's maximum drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for MIELY and WOLF.


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Drawdown Indicators


MIELYWOLFDifference

Max Drawdown

Largest peak-to-trough decline

-89.09%

-58.22%

-30.87%

Max Drawdown (1Y)

Largest decline over 1 year

-19.08%

Max Drawdown (3Y)

Largest decline over 3 years

-24.66%

Max Drawdown (5Y)

Largest decline over 5 years

-45.47%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

Current Drawdown

Current decline from peak

-40.96%

-24.60%

-16.36%

Average Drawdown

Average peak-to-trough decline

-69.46%

-34.87%

-34.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

Volatility

MIELY vs. WOLF - Volatility Comparison


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Volatility by Period


MIELYWOLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.39%

Volatility (6M)

Calculated over the trailing 6-month period

29.92%

Volatility (1Y)

Calculated over the trailing 1-year period

36.77%

120.69%

-83.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.34%

120.69%

-89.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.08%

120.69%

-91.61%

Dividends

MIELY vs. WOLF - Dividend Comparison

Neither MIELY nor WOLF has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
WOLF
Wolfspeed, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

MIELY vs. WOLF - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi Electric Corp ADR and Wolfspeed, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00B1.00T1.50T20222023202420252026
1.77T
150.20M
(MIELY) Total Revenue
(WOLF) Total Revenue
Values in USD except per share items

MIELY vs. WOLF - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%20222023202420252026
32.2%
-18.0%
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%.

WOLF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wolfspeed, Inc. reported a gross profit of -27.00M and revenue of 150.20M. Therefore, the gross margin over that period was -18.0%.

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%.

WOLF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wolfspeed, Inc. reported an operating income of -101.30M and revenue of 150.20M, resulting in an operating margin of -67.4%.

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%.

WOLF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wolfspeed, Inc. reported a net income of -119.90M and revenue of 150.20M, resulting in a net margin of -79.8%.


Frequently Asked Questions


MIELY and WOLF have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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