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MIH.F vs. VRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MIH.F and VRT is 0.07, 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.


-0.50.00.51.00.1

Performance

MIH.F vs. VRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsubishi Heavy Industries, Ltd. (MIH.F) and Vertiv Holdings Co. (VRT). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
11.87%
43.80%
MIH.F
VRT

Key characteristics

Sharpe Ratio

MIH.F:

1.70

VRT:

1.06

Sortino Ratio

MIH.F:

2.28

VRT:

1.55

Omega Ratio

MIH.F:

1.28

VRT:

1.23

Calmar Ratio

MIH.F:

3.35

VRT:

1.89

Martin Ratio

MIH.F:

11.17

VRT:

4.62

Ulcer Index

MIH.F:

8.10%

VRT:

15.02%

Daily Std Dev

MIH.F:

53.11%

VRT:

65.46%

Max Drawdown

MIH.F:

-82.01%

VRT:

-71.24%

Current Drawdown

MIH.F:

-10.22%

VRT:

-28.36%

Fundamentals

Market Cap

MIH.F:

€46.78B

VRT:

$41.14B

EPS

MIH.F:

€0.48

VRT:

$1.26

PE Ratio

MIH.F:

28.10

VRT:

85.75

PEG Ratio

MIH.F:

0.78

VRT:

0.99

Total Revenue (TTM)

MIH.F:

€1.40T

VRT:

$5.67B

Gross Profit (TTM)

MIH.F:

€284.88B

VRT:

$587.80M

Returns By Period

In the year-to-date period, MIH.F achieves a -2.53% return, which is significantly higher than VRT's -3.21% return.


MIH.F

YTD

-2.53%

1M

4.57%

6M

19.19%

1Y

93.21%

5Y*

33.79%

10Y*

13.09%

VRT

YTD

-3.21%

1M

-19.08%

6M

43.80%

1Y

74.83%

5Y*

53.64%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MIH.F vs. VRT — Risk-Adjusted Performance Rank

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

MIH.F
The Risk-Adjusted Performance Rank of MIH.F is 8888
Overall Rank
The Sharpe Ratio Rank of MIH.F is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of MIH.F is 8383
Sortino Ratio Rank
The Omega Ratio Rank of MIH.F is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MIH.F is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MIH.F is 9292
Martin Ratio Rank

VRT
The Risk-Adjusted Performance Rank of VRT is 7878
Overall Rank
The Sharpe Ratio Rank of VRT is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VRT is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VRT is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VRT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VRT is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MIH.F vs. VRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Heavy Industries, Ltd. (MIH.F) and Vertiv Holdings Co. (VRT). 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.


Sharpe ratio
The chart of Sharpe ratio for MIH.F, currently valued at 1.44, compared to the broader market-2.000.002.004.001.441.03
The chart of Sortino ratio for MIH.F, currently valued at 2.04, compared to the broader market-6.00-4.00-2.000.002.004.006.002.041.51
The chart of Omega ratio for MIH.F, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.23
The chart of Calmar ratio for MIH.F, currently valued at 2.82, compared to the broader market0.002.004.006.002.821.80
The chart of Martin ratio for MIH.F, currently valued at 8.28, compared to the broader market0.0010.0020.0030.008.284.34
MIH.F
VRT

The current MIH.F Sharpe Ratio is 1.70, which is higher than the VRT Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of MIH.F and VRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.44
1.03
MIH.F
VRT

Dividends

MIH.F vs. VRT - Dividend Comparison

MIH.F's dividend yield for the trailing twelve months is around 0.01%, less than VRT's 0.10% yield.


TTM20242023202220212020201920182017201620152014
MIH.F
Mitsubishi Heavy Industries, Ltd.
0.01%0.01%0.01%0.01%0.03%0.02%0.02%0.02%0.01%0.01%0.01%0.01%
VRT
Vertiv Holdings Co.
0.10%0.10%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MIH.F vs. VRT - Drawdown Comparison

The maximum MIH.F drawdown since its inception was -82.01%, which is greater than VRT's maximum drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for MIH.F and VRT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.46%
-28.36%
MIH.F
VRT

Volatility

MIH.F vs. VRT - Volatility Comparison

The current volatility for Mitsubishi Heavy Industries, Ltd. (MIH.F) is 15.84%, while Vertiv Holdings Co. (VRT) has a volatility of 40.37%. This indicates that MIH.F experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
15.84%
40.37%
MIH.F
VRT

Financials

MIH.F vs. VRT - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi Heavy Industries, Ltd. and Vertiv Holdings Co.. 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, VRT values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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