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MIH.F vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MIH.F and ^GSPC is 0.09, 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. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsubishi Heavy Industries, Ltd. (MIH.F) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
13.23%
9.31%
MIH.F
^GSPC

Key characteristics

Sharpe Ratio

MIH.F:

1.70

^GSPC:

1.74

Sortino Ratio

MIH.F:

2.28

^GSPC:

2.35

Omega Ratio

MIH.F:

1.28

^GSPC:

1.32

Calmar Ratio

MIH.F:

3.35

^GSPC:

2.61

Martin Ratio

MIH.F:

11.17

^GSPC:

10.66

Ulcer Index

MIH.F:

8.10%

^GSPC:

2.08%

Daily Std Dev

MIH.F:

53.11%

^GSPC:

12.77%

Max Drawdown

MIH.F:

-82.01%

^GSPC:

-56.78%

Current Drawdown

MIH.F:

-10.22%

^GSPC:

0.00%

Returns By Period

In the year-to-date period, MIH.F achieves a -2.53% return, which is significantly lower than ^GSPC's 4.46% return. Over the past 10 years, MIH.F has outperformed ^GSPC with an annualized return of 13.09%, while ^GSPC has yielded a comparatively lower 11.31% annualized return.


MIH.F

YTD

-2.53%

1M

4.57%

6M

19.19%

1Y

93.21%

5Y*

33.79%

10Y*

13.09%

^GSPC

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

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Risk-Adjusted Performance

MIH.F vs. ^GSPC — 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

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Heavy Industries, Ltd. (MIH.F) and S&P 500 (^GSPC). 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 1.52, compared to the broader market-2.000.002.001.521.69
The chart of Sortino ratio for MIH.F, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.006.002.112.27
The chart of Omega ratio for MIH.F, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.31
The chart of Calmar ratio for MIH.F, currently valued at 2.99, compared to the broader market0.002.004.006.002.992.50
The chart of Martin ratio for MIH.F, currently valued at 8.73, compared to the broader market0.0010.0020.0030.008.7310.15
MIH.F
^GSPC

The current MIH.F Sharpe Ratio is 1.70, which is comparable to the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of MIH.F and ^GSPC, 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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.52
1.69
MIH.F
^GSPC

Drawdowns

MIH.F vs. ^GSPC - Drawdown Comparison

The maximum MIH.F drawdown since its inception was -82.01%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MIH.F and ^GSPC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.46%
0
MIH.F
^GSPC

Volatility

MIH.F vs. ^GSPC - Volatility Comparison

Mitsubishi Heavy Industries, Ltd. (MIH.F) has a higher volatility of 15.83% compared to S&P 500 (^GSPC) at 2.97%. This indicates that MIH.F's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
15.83%
2.97%
MIH.F
^GSPC
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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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