MIH.F vs. MARUY
Compare and contrast key facts about Mitsubishi Heavy Industries, Ltd. (MIH.F) and Marubeni Corp ADR (MARUY).
Performance
MIH.F vs. MARUY - Performance Comparison
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MIH.F vs. MARUY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIH.F Mitsubishi Heavy Industries, Ltd. | 18.04% | 53.66% | 160.27% | 44.65% | 82.05% | -17.87% | -29.30% | 12.57% | 0.40% | -28.00% |
MARUY Marubeni Corp ADR | 40.45% | 65.16% | 4.16% | 32.76% | 25.14% | 56.37% | -18.84% | 7.63% | 6.23% | 12.08% |
Different Trading Currencies
MIH.F is traded in EUR, while MARUY is traded in USD. To make them comparable, the MARUY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MIH.F achieves a 18.04% return, which is significantly lower than MARUY's 40.45% return. Both investments have delivered pretty close results over the past 10 years, with MIH.F having a 23.28% annualized return and MARUY not far ahead at 23.46%.
MIH.F
- 1D
- 6.36%
- 1M
- -10.05%
- YTD
- 18.04%
- 6M
- 16.72%
- 1Y
- 61.94%
- 3Y*
- 96.20%
- 5Y*
- 56.91%
- 10Y*
- 23.28%
MARUY
- 1D
- 4.95%
- 1M
- 3.50%
- YTD
- 40.45%
- 6M
- 55.92%
- 1Y
- 120.33%
- 3Y*
- 40.30%
- 5Y*
- 37.18%
- 10Y*
- 23.46%
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Return for Risk
MIH.F vs. MARUY — Risk / Return Rank
MIH.F
MARUY
MIH.F vs. MARUY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Heavy Industries, Ltd. (MIH.F) and Marubeni Corp ADR (MARUY). 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.
| MIH.F | MARUY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 3.78 | -2.46 |
Sortino ratioReturn per unit of downside risk | 1.99 | 4.29 | -2.29 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.58 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 7.11 | -4.45 |
Martin ratioReturn relative to average drawdown | 6.76 | 22.96 | -16.20 |
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
| MIH.F | MARUY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 3.78 | -2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 1.26 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.82 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.28 | -0.23 |
Correlation
The correlation between MIH.F and MARUY is 0.23, 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
MIH.F vs. MARUY - Dividend Comparison
Neither MIH.F nor MARUY has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MARUY Marubeni Corp ADR | 0.00% | 1.27% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.72% | 3.22% | 0.00% |
Drawdowns
MIH.F vs. MARUY - Drawdown Comparison
The maximum MIH.F drawdown since its inception was -87.77%, which is greater than MARUY's maximum drawdown of -70.10%. Use the drawdown chart below to compare losses from any high point for MIH.F and MARUY.
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Drawdown Indicators
| MIH.F | MARUY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.77% | -71.93% | -15.84% |
Max Drawdown (1Y)Largest decline over 1 year | -22.26% | -18.77% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | -29.96% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -62.77% | -53.87% | -8.90% |
Current DrawdownCurrent decline from peak | -10.67% | -6.66% | -4.01% |
Average DrawdownAverage peak-to-trough decline | -68.21% | -27.63% | -40.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.75% | 5.54% | +3.21% |
Volatility
MIH.F vs. MARUY - Volatility Comparison
Mitsubishi Heavy Industries, Ltd. (MIH.F) has a higher volatility of 13.37% compared to Marubeni Corp ADR (MARUY) at 12.64%. This indicates that MIH.F's price experiences larger fluctuations and is considered to be riskier than MARUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIH.F | MARUY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.37% | 12.64% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 34.20% | 23.46% | +10.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.74% | 32.00% | +14.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.16% | 29.72% | +14.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.86% | 28.68% | +10.18% |
Financials
MIH.F vs. MARUY - Financials Comparison
This section allows you to compare key financial metrics between Mitsubishi Heavy Industries, Ltd. and Marubeni Corp 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