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

Performance

MITEY vs. UOLGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsubishi Estate Co Ltd ADR (MITEY) and UOL Group Ltd ADR (UOLGY). 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 lower than UOLGY's 16.98% return. Over the past 10 years, MITEY has underperformed UOLGY with an annualized return of 3.59%, while UOLGY has yielded a comparatively higher 9.98% annualized return.


MITEY

1D
-1.05%
1M
0.63%
YTD
5.53%
6M
5.88%
1Y
35.26%
3Y*
27.60%
5Y*
9.06%
10Y*
3.59%

UOLGY

1D
-1.01%
1M
-2.53%
YTD
16.98%
6M
17.63%
1Y
70.71%
3Y*
17.64%
5Y*
10.45%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MITEY vs. UOLGY - 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%
UOLGY
UOL Group Ltd ADR
16.98%75.21%-15.82%-1.76%-1.65%-9.12%3.94%34.82%-30.00%65.77%

Correlation

The correlation between MITEY and UOLGY is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.18

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

0.19

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2007

0.12

The correlation between MITEY and UOLGY shifts across timeframes, from 0.06 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MITEY:

$31.02B

UOLGY:

$6.57B

EPS

MITEY:

¥184.22

UOLGY:

SGD 3.97

PE Ratio

MITEY:

22.36

UOLGY:

10.10

PEG Ratio

MITEY:

1.62

UOLGY:

0.49

PS Ratio

MITEY:

2.85

UOLGY:

1.41

PB Ratio

MITEY:

1.85

UOLGY:

0.72

Total Revenue (TTM)

MITEY:

¥1.77T

UOLGY:

SGD 6.02B

Gross Profit (TTM)

MITEY:

¥403.87B

UOLGY:

SGD 2.39B

EBITDA (TTM)

MITEY:

¥464.62B

UOLGY:

SGD 1.75B

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Return for Risk

MITEY vs. UOLGY — Risk / Return Rank

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

MITEY
MITEY Risk / Return Rank: 7070
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: 6969
Martin Ratio Rank

UOLGY
UOLGY Risk / Return Rank: 9090
Overall Rank
UOLGY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
UOLGY Sortino Ratio Rank: 8989
Sortino Ratio Rank
UOLGY Omega Ratio Rank: 8888
Omega Ratio Rank
UOLGY Calmar Ratio Rank: 8989
Calmar Ratio Rank
UOLGY Martin Ratio Rank: 9090
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. UOLGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Estate Co Ltd ADR (MITEY) and UOL Group Ltd ADR (UOLGY). 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.


MITEYUOLGYDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.20

1.39

-0.19

Calmar ratioReturn relative to maximum drawdown

1.22

4.10

-2.88

Martin ratioReturn relative to average drawdown

3.19

11.33

-8.13

MITEY vs. UOLGY - Sharpe Ratio Comparison

The current MITEY Sharpe Ratio is 1.08, which is lower than the UOLGY Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of MITEY and UOLGY, 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. UOLGY - Drawdown Comparison

The maximum MITEY drawdown since its inception was -96.31%, which is greater than UOLGY's maximum drawdown of -74.06%. Use the drawdown chart below to compare losses from any high point for MITEY and UOLGY.


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Drawdown Indicators


MITEYUOLGYDifference

Max Drawdown

Largest peak-to-trough decline

-96.31%

-74.06%

-22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-29.07%

-17.34%

-11.73%

Max Drawdown (3Y)

Largest decline over 3 years

-32.39%

-30.30%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-33.74%

-30.33%

-3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-45.73%

-42.09%

-3.64%

Current Drawdown

Current decline from peak

-91.56%

-11.79%

-79.77%

Average Drawdown

Average peak-to-trough decline

-81.06%

-19.27%

-61.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.07%

6.26%

+4.81%

Volatility

MITEY vs. UOLGY - Volatility Comparison

Mitsubishi Estate Co Ltd ADR (MITEY) has a higher volatility of 9.34% compared to UOL Group Ltd ADR (UOLGY) at 5.27%. This indicates that MITEY's price experiences larger fluctuations and is considered to be riskier than UOLGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MITEYUOLGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.34%

5.27%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

25.36%

22.36%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

32.79%

30.26%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.39%

28.86%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.20%

29.42%

-1.22%

Dividends

MITEY vs. UOLGY - Dividend Comparison

MITEY has not paid dividends to shareholders, while UOLGY's dividend yield for the trailing twelve months is around 2.50%.


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%
UOLGY
UOL Group Ltd ADR
2.50%1.96%3.72%2.74%2.15%2.12%1.98%2.11%2.88%3.39%5.17%

Financials

MITEY vs. UOLGY - Financials Comparison

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


0.00100.00B200.00B300.00B400.00B500.00B600.00B20222023202420252026
545.92B
1.68B
(MITEY) Total Revenue
(UOLGY) Total Revenue
Please note, different currencies. MITEY values in JPY, UOLGY values in SGD

MITEY vs. UOLGY - Profitability Comparison

The chart below illustrates the profitability comparison between Mitsubishi Estate Co Ltd ADR and UOL Group 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

20.0%25.0%30.0%35.0%40.0%20222023202420252026
20.7%
39.7%
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%.

UOLGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UOL Group Ltd ADR reported a gross profit of 667.37M and revenue of 1.68B. Therefore, the gross margin over that period was 39.7%.

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%.

UOLGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UOL Group Ltd ADR reported an operating income of 423.47M and revenue of 1.68B, resulting in an operating margin of 25.2%.

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%.

UOLGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UOL Group Ltd ADR reported a net income of 275.28M and revenue of 1.68B, resulting in a net margin of 16.4%.


Frequently Asked Questions


MITEY and UOLGY have a correlation of 0.06, 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 UOLGY (5.27%). In terms of maximum drawdown, MITEY dropped -96.31% vs UOLGY's -74.06%.

UOLGY currently has the higher Sharpe Ratio (2.35 vs 1.08), 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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