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MIH.F vs. TM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MIH.F vs. TM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Mitsubishi Heavy Industries, Ltd. (MIH.F) and Toyota Motor Corporation (TM). The values are adjusted to include any dividend payments, if applicable.

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MIH.F vs. TM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TM
Toyota Motor Corporation
-0.54%0.31%16.07%34.08%-19.75%32.42%4.26%25.47%-1.39%-1.68%
Different Trading Currencies

MIH.F is traded in EUR, while TM is traded in USD. To make them comparable, the TM 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 higher than TM's -0.54% return. Over the past 10 years, MIH.F has outperformed TM with an annualized return of 23.28%, while TM has yielded a comparatively lower 10.04% annualized return.


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%

TM

1D
1.63%
1M
-13.04%
YTD
-0.54%
6M
10.85%
1Y
13.82%
3Y*
14.19%
5Y*
9.43%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MIH.F vs. TM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MIH.F
MIH.F Risk / Return Rank: 7979
Overall Rank
MIH.F Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MIH.F Sortino Ratio Rank: 7777
Sortino Ratio Rank
MIH.F Omega Ratio Rank: 7272
Omega Ratio Rank
MIH.F Calmar Ratio Rank: 8282
Calmar Ratio Rank
MIH.F Martin Ratio Rank: 8181
Martin Ratio Rank

TM
TM Risk / Return Rank: 6464
Overall Rank
TM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TM Sortino Ratio Rank: 6262
Sortino Ratio Rank
TM Omega Ratio Rank: 5959
Omega Ratio Rank
TM Calmar Ratio Rank: 6565
Calmar Ratio Rank
TM Martin Ratio Rank: 6767
Martin Ratio Rank
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.

MIH.F vs. TM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Heavy Industries, Ltd. (MIH.F) and Toyota Motor Corporation (TM). 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.FTMDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.44

+0.88

Sortino ratio

Return per unit of downside risk

1.99

0.90

+1.10

Omega ratio

Gain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratio

Return relative to maximum drawdown

2.66

0.73

+1.92

Martin ratio

Return relative to average drawdown

6.76

1.76

+5.00

MIH.F vs. TM - Sharpe Ratio Comparison

The current MIH.F Sharpe Ratio is 1.32, which is higher than the TM Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of MIH.F and TM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MIH.FTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.44

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.36

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.42

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.25

-0.19

Correlation

The correlation between MIH.F and TM is 0.21, 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. TM - Dividend Comparison

MIH.F has not paid dividends to shareholders, while TM's dividend yield for the trailing twelve months is around 1.37%.


TTM20252024202320222021202020192018201720162015
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%
TM
Toyota Motor Corporation
1.37%2.95%2.81%2.45%2.90%2.45%2.74%1.30%3.40%2.96%3.23%5.59%

Drawdowns

MIH.F vs. TM - Drawdown Comparison

The maximum MIH.F drawdown since its inception was -87.77%, which is greater than TM's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for MIH.F and TM.


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Drawdown Indicators


MIH.FTMDifference

Max Drawdown

Largest peak-to-trough decline

-87.77%

-60.15%

-27.62%

Max Drawdown (1Y)

Largest decline over 1 year

-22.26%

-18.26%

-4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-36.80%

+8.87%

Max Drawdown (10Y)

Largest decline over 10 years

-62.77%

-36.80%

-25.97%

Current Drawdown

Current decline from peak

-10.67%

-15.55%

+4.88%

Average Drawdown

Average peak-to-trough decline

-68.21%

-20.99%

-47.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.75%

6.66%

+2.09%

Volatility

MIH.F vs. TM - Volatility Comparison

Mitsubishi Heavy Industries, Ltd. (MIH.F) has a higher volatility of 13.37% compared to Toyota Motor Corporation (TM) at 6.96%. This indicates that MIH.F's price experiences larger fluctuations and is considered to be riskier than TM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIH.FTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.37%

6.96%

+6.41%

Volatility (6M)

Calculated over the trailing 6-month period

34.20%

19.27%

+14.93%

Volatility (1Y)

Calculated over the trailing 1-year period

46.74%

31.70%

+15.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.16%

26.00%

+18.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.86%

23.69%

+15.17%

Financials

MIH.F vs. TM - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi Heavy Industries, Ltd. and Toyota Motor Corporation. 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


Please note, different currencies. MIH.F values in EUR, TM values in USD