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MITSY vs. GSIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MITSY vs. GSIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsui & Company Ltd (MITSY) and Themes Global Systemically Important Banks ETF (GSIB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MITSY achieves a 3.00% return, which is significantly lower than GSIB's 13.98% return.


MITSY

1D
-2.40%
1M
-22.13%
YTD
3.00%
6M
3.13%
1Y
48.76%
3Y*
18.70%
5Y*
21.77%
10Y*
18.81%

GSIB

1D
1.92%
1M
8.41%
YTD
13.98%
6M
16.88%
1Y
47.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MITSY vs. GSIB - Yearly Performance Comparison


2026 (YTD)202520242023
MITSY
Mitsui & Company Ltd
3.00%43.31%13.10%3.76%
GSIB
Themes Global Systemically Important Banks ETF
13.98%61.67%32.86%1.75%

Correlation

The correlation between MITSY and GSIB is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2023

0.38

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Return for Risk

MITSY vs. GSIB — Risk / Return Rank

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

MITSY
MITSY Risk / Return Rank: 7979
Overall Rank
MITSY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MITSY Sortino Ratio Rank: 8080
Sortino Ratio Rank
MITSY Omega Ratio Rank: 7777
Omega Ratio Rank
MITSY Calmar Ratio Rank: 7474
Calmar Ratio Rank
MITSY Martin Ratio Rank: 8383
Martin Ratio Rank

GSIB
GSIB Risk / Return Rank: 8181
Overall Rank
GSIB Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GSIB Sortino Ratio Rank: 8989
Sortino Ratio Rank
GSIB Omega Ratio Rank: 8383
Omega Ratio Rank
GSIB Calmar Ratio Rank: 7474
Calmar Ratio Rank
GSIB Martin Ratio Rank: 7171
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.

MITSY vs. GSIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) and Themes Global Systemically Important Banks ETF (GSIB). 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.


MITSYGSIBDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.26

1.43

-0.17

Calmar ratioReturn relative to maximum drawdown

1.79

3.28

-1.49

Martin ratioReturn relative to average drawdown

7.05

11.54

-4.49

MITSY vs. GSIB - Sharpe Ratio Comparison

The current MITSY Sharpe Ratio is 1.54, which is lower than the GSIB Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of MITSY and GSIB, 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

MITSY vs. GSIB - Drawdown Comparison

The maximum MITSY drawdown since its inception was -44.45%, which is greater than GSIB's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for MITSY and GSIB.


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Drawdown Indicators


MITSYGSIBDifference

Max Drawdown

Largest peak-to-trough decline

-44.45%

-17.71%

-26.74%

Max Drawdown (1Y)

Largest decline over 1 year

-26.50%

-13.90%

-12.60%

Max Drawdown (3Y)

Largest decline over 3 years

-33.95%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.95%

Current Drawdown

Current decline from peak

-25.90%

0.00%

-25.90%

Average Drawdown

Average peak-to-trough decline

-16.07%

-2.05%

-14.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.71%

3.94%

+2.77%

Volatility

MITSY vs. GSIB - Volatility Comparison

Mitsui & Company Ltd (MITSY) has a higher volatility of 9.77% compared to Themes Global Systemically Important Banks ETF (GSIB) at 5.59%. This indicates that MITSY's price experiences larger fluctuations and is considered to be riskier than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MITSYGSIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.77%

5.59%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

24.95%

14.41%

+10.54%

Volatility (1Y)

Calculated over the trailing 1-year period

30.84%

17.63%

+13.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.74%

18.51%

+11.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.76%

18.51%

+8.25%

Dividends

MITSY vs. GSIB - Dividend Comparison

MITSY has not paid dividends to shareholders, while GSIB's dividend yield for the trailing twelve months is around 1.67%.


PositionTTM2025202420232022202120202019201820172016
GSIB
Themes Global Systemically Important Banks ETF
1.67%1.91%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MITSY
Mitsui & Company Ltd
0.00%1.17%1.61%0.00%0.00%0.00%0.00%0.00%0.00%1.65%3.82%

Frequently Asked Questions


MITSY and GSIB have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MITSY has higher volatility (9.77%) compared to GSIB (5.59%). In terms of maximum drawdown, MITSY dropped -44.45% vs GSIB's -17.71%.

GSIB currently has the higher Sharpe Ratio (2.59 vs 1.54), 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.

Portfolio Optimizer

Find the right allocation for MITSY and GSIB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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