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

Performance

MITEY vs. SKHSY - Performance Comparison

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

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Returns By Period

In the year-to-date period, MITEY achieves a 5.53% return, which is significantly higher than SKHSY's -8.87% return. Over the past 10 years, MITEY has outperformed SKHSY with an annualized return of 3.59%, while SKHSY has yielded a comparatively lower 2.46% annualized return.


MITEY

1D
-1.05%
1M
1.31%
YTD
5.53%
6M
5.53%
1Y
35.26%
3Y*
27.60%
5Y*
9.06%
10Y*
3.59%

SKHSY

1D
0.05%
1M
-4.37%
YTD
-8.87%
6M
-8.58%
1Y
-3.51%
3Y*
3.45%
5Y*
1.51%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MITEY vs. SKHSY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MITEY
Mitsubishi Estate Co Ltd ADR
5.53%75.68%2.54%6.05%-6.79%-14.36%-15.17%21.80%-9.70%-13.10%
SKHSY
Sekisui House Ltd ADR
-8.87%-4.64%9.76%27.31%-19.79%6.10%-3.85%44.36%-18.48%10.96%

Correlation

The correlation between MITEY and SKHSY is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.45

The correlation between MITEY and SKHSY has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap

MITEY:

$31.02B

SKHSY:

$13.19B

EPS

MITEY:

¥184.22

SKHSY:

¥290.58

PE Ratio

MITEY:

22.34

SKHSY:

11.28

PEG Ratio

MITEY:

1.61

SKHSY:

0.86

PS Ratio

MITEY:

2.85

SKHSY:

0.51

PB Ratio

MITEY:

1.85

SKHSY:

0.99

Total Revenue (TTM)

MITEY:

¥1.77T

SKHSY:

¥4.20T

Gross Profit (TTM)

MITEY:

¥403.87B

SKHSY:

¥645.52B

EBITDA (TTM)

MITEY:

¥464.62B

SKHSY:

¥308.90B

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Return for Risk

MITEY vs. SKHSY — Risk / Return Rank

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

MITEY
MITEY Risk / Return Rank: 6969
Overall Rank
MITEY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MITEY Sortino Ratio Rank: 7171
Sortino Ratio Rank
MITEY Omega Ratio Rank: 6868
Omega Ratio Rank
MITEY Calmar Ratio Rank: 6666
Calmar Ratio Rank
MITEY Martin Ratio Rank: 6868
Martin Ratio Rank

SKHSY
SKHSY Risk / Return Rank: 3333
Overall Rank
SKHSY Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SKHSY Sortino Ratio Rank: 3030
Sortino Ratio Rank
SKHSY Omega Ratio Rank: 3030
Omega Ratio Rank
SKHSY Calmar Ratio Rank: 3636
Calmar Ratio Rank
SKHSY Martin Ratio Rank: 3434
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. SKHSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Estate Co Ltd ADR (MITEY) and Sekisui House Ltd ADR (SKHSY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MITEYSKHSYDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.20

0.99

+0.21

Calmar ratioReturn relative to maximum drawdown

1.22

-0.18

+1.40

Martin ratioReturn relative to average drawdown

3.19

-0.43

+3.62

MITEY vs. SKHSY - Sharpe Ratio Comparison

The current MITEY Sharpe Ratio is 1.08, which is higher than the SKHSY Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of MITEY and SKHSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MITEY vs. SKHSY - Drawdown Comparison

The maximum MITEY drawdown since its inception was -96.31%, which is greater than SKHSY's maximum drawdown of -54.78%. Use the drawdown chart below to compare losses from any high point for MITEY and SKHSY.


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Drawdown Indicators


MITEYSKHSYDifference

Max Drawdown

Largest peak-to-trough decline

-96.31%

-54.78%

-41.53%

Max Drawdown (1Y)

Largest decline over 1 year

-29.07%

-19.67%

-9.40%

Max Drawdown (3Y)

Largest decline over 3 years

-32.39%

-28.60%

-3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-33.74%

-28.60%

-5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-45.73%

-34.80%

-10.93%

Current Drawdown

Current decline from peak

-91.56%

-26.84%

-64.72%

Average Drawdown

Average peak-to-trough decline

-81.06%

-16.51%

-64.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.07%

8.25%

+2.82%

Volatility

MITEY vs. SKHSY - Volatility Comparison

Mitsubishi Estate Co Ltd ADR (MITEY) has a higher volatility of 9.34% compared to Sekisui House Ltd ADR (SKHSY) at 6.83%. This indicates that MITEY's price experiences larger fluctuations and is considered to be riskier than SKHSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MITEYSKHSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.34%

6.83%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

25.36%

15.39%

+9.97%

Volatility (1Y)

Calculated over the trailing 1-year period

32.79%

22.55%

+10.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.39%

23.23%

+5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.20%

22.74%

+5.46%

Dividends

MITEY vs. SKHSY - Dividend Comparison

Neither MITEY nor SKHSY has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
SKHSY
Sekisui House Ltd ADR
0.00%2.23%1.87%0.00%0.00%0.00%0.00%0.00%0.00%1.58%5.08%

Financials

MITEY vs. SKHSY - Financials Comparison

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


200.00B400.00B600.00B800.00B1.00T1.20T20222023202420252026
545.92B
901.86B
(MITEY) Total Revenue
(SKHSY) Total Revenue
Values in JPY except per share items

MITEY vs. SKHSY - Profitability Comparison

The chart below illustrates the profitability comparison between Mitsubishi Estate Co Ltd ADR and Sekisui House Ltd ADR 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%5.0%10.0%15.0%20.0%25.0%30.0%35.0%20222023202420252026
20.7%
22.0%
Portfolio components
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%.

SKHSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sekisui House Ltd ADR reported a gross profit of 198.28B and revenue of 901.86B. Therefore, the gross margin over that period was 22.0%.

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%.

SKHSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sekisui House Ltd ADR reported an operating income of 75.52B and revenue of 901.86B, resulting in an operating margin of 8.4%.

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%.

SKHSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sekisui House Ltd ADR reported a net income of 58.03B and revenue of 901.86B, resulting in a net margin of 6.4%.


Frequently Asked Questions


MITEY and SKHSY have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MITEY has higher volatility (9.34%) compared to SKHSY (6.83%). In terms of maximum drawdown, MITEY dropped -96.31% vs SKHSY's -54.78%.

MITEY currently has the higher Sharpe Ratio (1.08 vs -0.16), 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.

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