MITEY vs. L

Last updated Jun 3, 2026

MITEY (Mitsubishi Estate Co Ltd ADR) and L (Loews Corporation) are both stocks. MITEY operates in Real Estate - Diversified (Real Estate), while L operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, MITEY returned 3.12%/yr vs 10.66%/yr for L. At a 0.28 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, MITEY achieves a 3.10% return, which is significantly higher than L's -0.25% return. Over the past 10 years, MITEY has underperformed L with an annualized return of 3.12%, while L has yielded a comparatively higher 10.66% annualized return.

MITEY

• 1D: 1.92%
• 1M: -10.05%
• YTD: 3.10%
• 6M: 7.87%
• 1Y: 33.48%
• 3Y*: 27.98%
• 5Y*: 8.66%
• 10Y*: 3.12%

L

• 1D: 1.06%
• 1M: -6.01%
• YTD: -0.25%
• 6M: -1.19%
• 1Y: 17.30%
• 3Y*: 22.20%
• 5Y*: 12.91%
• 10Y*: 10.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MITEY vs. L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MITEY Mitsubishi Estate Co Ltd ADR	3.10%	75.68%	2.54%	6.05%	-6.79%	-14.36%	-15.17%	21.80%	-9.70%	-13.10%
L Loews Corporation	-0.25%	24.68%	22.09%	19.78%	1.41%	28.89%	-13.69%	15.89%	-8.56%	8.56%

Correlation

The correlation between MITEY and L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007	0.28

The correlation between MITEY and L shifts across timeframes, from 0.17 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap MITEY : $30.30B L : $21.64B
EPS MITEY : $184.22 L : $8.96
PE Ratio MITEY : 0.14 L : 11.71
PEG Ratio MITEY : 0.01 L : 0.69
PS Ratio MITEY : 0.02 L : 1.20
PB Ratio MITEY : 0.01 L : 1.16
Total Revenue (TTM) MITEY : $1.77T L : $18.29B
Gross Profit (TTM) MITEY : $403.87B L : $8.42B
EBITDA (TTM) MITEY : $464.62B L : $2.64B

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: 68
MITEY Sharpe Ratio Rank: 71
MITEY Sortino Ratio Rank: 68
MITEY Omega Ratio Rank: 65
MITEY Calmar Ratio Rank: 66
MITEY Martin Ratio Rank: 70

L

L Risk / Return Rank: 72
L Sharpe Ratio Rank: 73
L Sortino Ratio Rank: 65
L Omega Ratio Rank: 65
L Calmar Ratio Rank: 76
L Martin Ratio Rank: 78

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.

	MITEY	L	Difference
Sharpe ratio Return per unit of total volatility	1.05	1.09	-0.05
Sortino ratio Return per unit of downside risk	1.66	1.51	+0.15
Omega ratio Gain probability vs. loss probability	1.20	1.20	0.00
Calmar ratio Return relative to maximum drawdown	1.33	2.23	-0.90
Martin ratio Return relative to average drawdown	3.92	5.98	-2.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MITEY vs. L - Sharpe Ratio Comparison

The current MITEY Sharpe Ratio is 1.05, which is comparable to the L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of MITEY and L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MITEY	L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	1.09	-0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.66	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.11	0.42	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	0.33	-0.64

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.

Drawdown Indicators

	MITEY	L	Difference
Max Drawdown Largest peak-to-trough decline	-96.31%	-65.58%	-30.73%
Max Drawdown (1Y) Largest decline over 1 year	-28.16%	-7.99%	-20.17%
Max Drawdown (3Y) Largest decline over 3 years	-32.39%	-12.16%	-20.23%
Max Drawdown (5Y) Largest decline over 5 years	-35.73%	-26.11%	-9.62%
Max Drawdown (10Y) Largest decline over 10 years	-45.73%	-48.53%	+2.80%
Current Drawdown Current decline from peak	-91.76%	-6.77%	-84.99%
Average Drawdown Average peak-to-trough decline	-81.05%	-16.75%	-64.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.56%	2.98%	+6.58%

Volatility

MITEY vs. L - Volatility Comparison

Mitsubishi Estate Co Ltd ADR (MITEY) has a higher volatility of 10.90% compared to Loews Corporation (L) at 7.62%. 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.

Volatility by Period

	MITEY	L	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.90%	7.62%	+3.28%
Volatility (6M) Calculated over the trailing 6-month period	25.29%	12.55%	+12.74%
Volatility (1Y) Calculated over the trailing 1-year period	32.26%	15.88%	+16.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.34%	19.61%	+8.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.14%	25.64%	+2.50%

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 0.24%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
L Loews Corporation	0.24%	0.24%	0.30%	0.36%	0.43%	0.43%	0.56%	0.48%	0.55%	1.58%	0.53%	0.65%
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%

Financials

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.

MITEY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mitsubishi Estate Co Ltd ADR reported a gross profit of 112.98B and revenue of 545.92B. Therefore, the gross margin over that period was 20.7%.

L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Loews Corporation reported a gross profit of 2.38B and revenue of 4.56B. Therefore, the gross margin over that period was 52.3%.

MITEY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mitsubishi Estate Co Ltd ADR reported an operating income of 104.24B and revenue of 545.92B, resulting in an operating margin of 19.1%.

L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Loews Corporation reported an operating income of 539.00M and revenue of 4.56B, resulting in an operating margin of 11.8%.

MITEY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mitsubishi Estate Co Ltd ADR reported a net income of 67.19B and revenue of 545.92B, resulting in a net margin of 12.3%.

L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Loews Corporation reported a net income of 572.00M and revenue of 4.56B, resulting in a net margin of 12.6%.

Frequently Asked Questions

Can I hold both MITEY and L in my portfolio?

MITEY and L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MITEY or L?

MITEY has higher volatility (10.90%) compared to L (7.62%). In terms of maximum drawdown, MITEY dropped -96.31% vs L's -65.58%.

Which has better risk-adjusted returns?

L currently has the higher Sharpe Ratio (1.09 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.