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MITEY vs. L
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MITEY vs. L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsubishi Estate Co Ltd ADR (MITEY) and Loews Corporation (L). The values are adjusted to include any dividend payments, if applicable.

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MITEY vs. L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MITEY
Mitsubishi Estate Co Ltd ADR
15.24%75.68%2.54%6.05%-6.79%-14.36%-15.17%21.80%-9.70%-13.10%
L
Loews Corporation
1.42%24.68%22.09%19.78%1.41%28.89%-13.69%15.89%-8.56%8.56%

Fundamentals

Market Cap

MITEY:

$34.16B

L:

$22.32B

EPS

MITEY:

$196.90

L:

$7.97

PE Ratio

MITEY:

0.14

L:

13.40

PEG Ratio

MITEY:

0.01

L:

0.79

PS Ratio

MITEY:

0.02

L:

1.22

PB Ratio

MITEY:

0.01

L:

1.19

Total Revenue (TTM)

MITEY:

$1.76T

L:

$18.25B

Gross Profit (TTM)

MITEY:

$464.09B

L:

$5.95B

EBITDA (TTM)

MITEY:

$451.17B

L:

$1.37B

Returns By Period

In the year-to-date period, MITEY achieves a 15.24% return, which is significantly higher than L's 1.42% return. Over the past 10 years, MITEY has underperformed L with an annualized return of 4.54%, while L has yielded a comparatively higher 11.35% annualized return.


MITEY

1D
4.89%
1M
-16.99%
YTD
15.24%
6M
22.10%
1Y
71.17%
3Y*
33.79%
5Y*
9.84%
10Y*
4.54%

L

1D
0.86%
1M
-2.98%
YTD
1.42%
6M
6.45%
1Y
16.43%
3Y*
22.92%
5Y*
15.77%
10Y*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MITEY vs. L — Risk / Return Rank

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

MITEY
MITEY Risk / Return Rank: 9090
Overall Rank
MITEY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MITEY Sortino Ratio Rank: 9292
Sortino Ratio Rank
MITEY Omega Ratio Rank: 8888
Omega Ratio Rank
MITEY Calmar Ratio Rank: 8686
Calmar Ratio Rank
MITEY Martin Ratio Rank: 9393
Martin Ratio Rank

L
L Risk / Return Rank: 7070
Overall Rank
L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
L Sortino Ratio Rank: 6363
Sortino Ratio Rank
L Omega Ratio Rank: 6565
Omega Ratio Rank
L Calmar Ratio Rank: 7272
Calmar Ratio Rank
L Martin Ratio Rank: 7878
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.

MITEY vs. L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Estate Co Ltd ADR (MITEY) and Loews Corporation (L). 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.


MITEYLDifference

Sharpe ratio

Return per unit of total volatility

2.22

0.88

+1.34

Sortino ratio

Return per unit of downside risk

3.06

1.25

+1.81

Omega ratio

Gain probability vs. loss probability

1.37

1.18

+0.19

Calmar ratio

Return relative to maximum drawdown

3.24

1.48

+1.75

Martin ratio

Return relative to average drawdown

13.42

5.20

+8.22

MITEY vs. L - Sharpe Ratio Comparison

The current MITEY Sharpe Ratio is 2.22, which is higher than the L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of MITEY and L, 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


MITEYLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

0.88

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.81

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.45

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.33

-0.63

Correlation

The correlation between MITEY and L is 0.28, 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

MITEY vs. L - Dividend Comparison

MITEY has not paid dividends to shareholders, while L's dividend yield for the trailing twelve months is around 0.23%.


TTM20252024202320222021202020192018201720162015
MITEY
Mitsubishi Estate Co Ltd ADR
0.00%0.63%1.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.83%0.00%
L
Loews Corporation
0.23%0.24%0.30%0.36%0.43%0.43%0.56%0.48%0.55%1.58%0.53%0.65%

Drawdowns

MITEY vs. L - Drawdown Comparison

The maximum MITEY drawdown since its inception was -96.31%, which is greater than L's maximum drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for MITEY and L.


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Drawdown Indicators


MITEYLDifference

Max Drawdown

Largest peak-to-trough decline

-96.31%

-65.58%

-30.73%

Max Drawdown (1Y)

Largest decline over 1 year

-21.97%

-12.16%

-9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-37.77%

-26.11%

-11.66%

Max Drawdown (10Y)

Largest decline over 10 years

-45.73%

-48.53%

+2.80%

Current Drawdown

Current decline from peak

-90.79%

-4.86%

-85.93%

Average Drawdown

Average peak-to-trough decline

-80.96%

-16.81%

-64.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

3.47%

+1.83%

Volatility

MITEY vs. L - Volatility Comparison

Mitsubishi Estate Co Ltd ADR (MITEY) has a higher volatility of 10.79% compared to Loews Corporation (L) at 4.54%. This indicates that MITEY's price experiences larger fluctuations and is considered to be riskier than L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MITEYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.79%

4.54%

+6.25%

Volatility (6M)

Calculated over the trailing 6-month period

24.54%

10.63%

+13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

32.20%

18.70%

+13.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.02%

19.48%

+8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.90%

25.55%

+2.35%

Financials

MITEY vs. L - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi Estate Co Ltd ADR and Loews 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


0.00100.00B200.00B300.00B400.00B500.00B600.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
475.30B
4.73B
(MITEY) Total Revenue
(L) Total Revenue
Values in USD except per share items

MITEY vs. L - Profitability Comparison

The chart below illustrates the profitability comparison between Mitsubishi Estate Co Ltd ADR and Loews Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
32.0%
0
Portfolio components
MITEY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Mitsubishi Estate Co Ltd ADR reported a gross profit of 152.17B and revenue of 475.30B. Therefore, the gross margin over that period was 32.0%.

L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Loews Corporation reported a gross profit of 0.00 and revenue of 4.73B. Therefore, the gross margin over that period was 0.0%.

MITEY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Mitsubishi Estate Co Ltd ADR reported an operating income of 121.95B and revenue of 475.30B, resulting in an operating margin of 25.7%.

L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Loews Corporation reported an operating income of 619.00M and revenue of 4.73B, resulting in an operating margin of 13.1%.

MITEY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Mitsubishi Estate Co Ltd ADR reported a net income of 100.24B and revenue of 475.30B, resulting in a net margin of 21.1%.

L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Loews Corporation reported a net income of 402.00M and revenue of 4.73B, resulting in a net margin of 8.5%.