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MITSY vs. ITOCY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MITSY and ITOCY is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

MITSY vs. ITOCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsui & Company Ltd (MITSY) and Itochu Corp ADR (ITOCY). The values are adjusted to include any dividend payments, if applicable.

1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%1,800.00%1,900.00%NovemberDecember2025FebruaryMarchApril
1,402.98%
1,666.34%
MITSY
ITOCY

Key characteristics

Sharpe Ratio

MITSY:

-0.61

ITOCY:

0.25

Sortino Ratio

MITSY:

-0.69

ITOCY:

0.60

Omega Ratio

MITSY:

0.92

ITOCY:

1.07

Calmar Ratio

MITSY:

-0.56

ITOCY:

0.29

Martin Ratio

MITSY:

-0.94

ITOCY:

0.70

Ulcer Index

MITSY:

21.70%

ITOCY:

11.38%

Daily Std Dev

MITSY:

33.55%

ITOCY:

31.44%

Max Drawdown

MITSY:

-72.08%

ITOCY:

-68.20%

Current Drawdown

MITSY:

-30.83%

ITOCY:

-16.49%

Fundamentals

Market Cap

MITSY:

$53.27B

ITOCY:

$65.89B

EPS

MITSY:

$46.93

ITOCY:

$8.51

PE Ratio

MITSY:

7.90

ITOCY:

10.92

PEG Ratio

MITSY:

0.00

ITOCY:

0.00

PS Ratio

MITSY:

0.00

ITOCY:

0.00

PB Ratio

MITSY:

1.01

ITOCY:

1.63

Total Revenue (TTM)

MITSY:

$10.98T

ITOCY:

$7.29T

Gross Profit (TTM)

MITSY:

$945.36B

ITOCY:

$1.17T

EBITDA (TTM)

MITSY:

$548.33B

ITOCY:

$632.81B

Returns By Period

In the year-to-date period, MITSY achieves a -10.99% return, which is significantly lower than ITOCY's -5.69% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: MITSY at 17.45% and ITOCY at 17.45%.


MITSY

YTD

-10.99%

1M

-8.45%

6M

-13.24%

1Y

-19.99%

5Y*

25.78%

10Y*

17.45%

ITOCY

YTD

-5.69%

1M

-6.82%

6M

-8.71%

1Y

9.24%

5Y*

19.11%

10Y*

17.45%

*Annualized

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Risk-Adjusted Performance

MITSY vs. ITOCY — Risk-Adjusted Performance Rank

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

MITSY
The Risk-Adjusted Performance Rank of MITSY is 2323
Overall Rank
The Sharpe Ratio Rank of MITSY is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of MITSY is 2222
Sortino Ratio Rank
The Omega Ratio Rank of MITSY is 2323
Omega Ratio Rank
The Calmar Ratio Rank of MITSY is 1818
Calmar Ratio Rank
The Martin Ratio Rank of MITSY is 3333
Martin Ratio Rank

ITOCY
The Risk-Adjusted Performance Rank of ITOCY is 6161
Overall Rank
The Sharpe Ratio Rank of ITOCY is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ITOCY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ITOCY is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ITOCY is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ITOCY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MITSY vs. ITOCY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) and Itochu Corp ADR (ITOCY). 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.


Sharpe ratio
The chart of Sharpe ratio for MITSY, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.00
MITSY: -0.61
ITOCY: 0.25
The chart of Sortino ratio for MITSY, currently valued at -0.69, compared to the broader market-6.00-4.00-2.000.002.004.00
MITSY: -0.69
ITOCY: 0.60
The chart of Omega ratio for MITSY, currently valued at 0.92, compared to the broader market0.501.001.502.00
MITSY: 0.92
ITOCY: 1.07
The chart of Calmar ratio for MITSY, currently valued at -0.56, compared to the broader market0.001.002.003.004.00
MITSY: -0.56
ITOCY: 0.29
The chart of Martin ratio for MITSY, currently valued at -0.94, compared to the broader market-5.000.005.0010.0015.0020.00
MITSY: -0.94
ITOCY: 0.70

The current MITSY Sharpe Ratio is -0.61, which is lower than the ITOCY Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of MITSY and ITOCY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.61
0.25
MITSY
ITOCY

Dividends

MITSY vs. ITOCY - Dividend Comparison

Neither MITSY nor ITOCY has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MITSY
Mitsui & Company Ltd
0.00%1.28%2.93%3.16%3.40%8.26%8.26%9.31%6.57%7.62%8.62%8.90%
ITOCY
Itochu Corp ADR
0.00%0.00%0.00%0.00%2.65%2.83%3.53%3.93%2.83%3.68%3.30%4.09%

Drawdowns

MITSY vs. ITOCY - Drawdown Comparison

The maximum MITSY drawdown since its inception was -72.08%, which is greater than ITOCY's maximum drawdown of -68.20%. Use the drawdown chart below to compare losses from any high point for MITSY and ITOCY. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-30.83%
-16.49%
MITSY
ITOCY

Volatility

MITSY vs. ITOCY - Volatility Comparison

Mitsui & Company Ltd (MITSY) has a higher volatility of 15.27% compared to Itochu Corp ADR (ITOCY) at 14.15%. This indicates that MITSY's price experiences larger fluctuations and is considered to be riskier than ITOCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.27%
14.15%
MITSY
ITOCY

Financials

MITSY vs. ITOCY - Financials Comparison

This section allows you to compare key financial metrics between Mitsui & Company Ltd and Itochu Corp 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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