MIH.F vs. MARUY
MIH.F (Mitsubishi Heavy Industries, Ltd.) and MARUY (Marubeni Corp ADR) are both stocks. Both are in the Industrials sector — MIH.F in Specialty Industrial Machinery, MARUY in Conglomerates. Over the past 10 years, MIH.F returned 19.27%/yr vs 21.54%/yr for MARUY. At a 0.23 correlation, their price movements are largely independent.
Performance
MIH.F vs. MARUY - Performance Comparison
Loading charts...
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 -5.55% return, which is significantly lower than MARUY's 14.53% return. Over the past 10 years, MIH.F has underperformed MARUY with an annualized return of 19.27%, while MARUY has yielded a comparatively higher 21.54% annualized return.
MIH.F
- 1D
- 4.87%
- 1M
- -19.85%
- YTD
- -5.55%
- 6M
- -9.46%
- 1Y
- -4.01%
- 3Y*
- 69.42%
- 5Y*
- 49.21%
- 10Y*
- 19.27%
MARUY
- 1D
- 1.06%
- 1M
- -14.93%
- YTD
- 14.53%
- 6M
- 15.53%
- 1Y
- 53.32%
- 3Y*
- 26.22%
- 5Y*
- 29.63%
- 10Y*
- 21.54%
MIH.F vs. MARUY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIH.F Mitsubishi Heavy Industries, Ltd. | -5.55% | 53.66% | 160.27% | 44.65% | 82.05% | -17.87% | -29.30% | 12.57% | 0.40% | -28.00% |
MARUY Marubeni Corp ADR | 14.53% | 65.16% | 4.16% | 32.76% | 25.14% | 56.37% | -18.84% | 7.63% | 6.23% | 12.08% |
Correlation
The correlation between MIH.F and MARUY is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.23 |
The correlation between MIH.F and MARUY shifts across timeframes, from 0.23 (all time) to 0.34 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.29 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.27 | -2.40 |
| Martin ratioReturn relative to average drawdown | -0.35 | 7.79 | -8.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MIH.F | MARUY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 1.74 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | 0.99 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.75 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.28 | -0.24 |
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 -66.94%. Use the drawdown chart below to compare losses from any high point for MIH.F and MARUY.
Loading charts...
Drawdown Indicators
| MIH.F | MARUY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.77% | -66.94% | -20.83% |
Max Drawdown (1Y)Largest decline over 1 year | -32.74% | -23.56% | -9.18% |
Max Drawdown (3Y)Largest decline over 3 years | -32.74% | -27.56% | -5.18% |
Max Drawdown (5Y)Largest decline over 5 years | -32.74% | -27.56% | -5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -62.77% | -52.11% | -10.66% |
Current DrawdownCurrent decline from peak | -28.52% | -21.89% | -6.63% |
Average DrawdownAverage peak-to-trough decline | -67.90% | -20.11% | -47.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.42% | 6.87% | +4.55% |
Volatility
MIH.F vs. MARUY - Volatility Comparison
Mitsubishi Heavy Industries, Ltd. (MIH.F) has a higher volatility of 15.53% 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.
Loading charts...
Volatility by Period
| MIH.F | MARUY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.53% | 12.64% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 34.99% | 26.33% | +8.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.61% | 30.83% | +14.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.53% | 30.02% | +14.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.84% | 28.75% | +10.09% |
Dividends
MIH.F vs. MARUY - Dividend Comparison
Neither MIH.F nor MARUY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
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
Frequently Asked Questions
MIH.F and MARUY have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for MIH.F and MARUY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer