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

Correlation

The correlation between MITSY and ITOCY is 0.42, 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.


-0.50.00.51.00.4

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.

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember
-10.80%
-1.08%
MITSY
ITOCY

Key characteristics

Sharpe Ratio

MITSY:

0.39

ITOCY:

0.76

Sortino Ratio

MITSY:

0.72

ITOCY:

1.27

Omega Ratio

MITSY:

1.09

ITOCY:

1.15

Calmar Ratio

MITSY:

0.38

ITOCY:

1.29

Martin Ratio

MITSY:

0.80

ITOCY:

3.36

Ulcer Index

MITSY:

15.18%

ITOCY:

6.25%

Daily Std Dev

MITSY:

30.79%

ITOCY:

27.58%

Max Drawdown

MITSY:

-72.08%

ITOCY:

-68.20%

Current Drawdown

MITSY:

-22.29%

ITOCY:

-11.45%

Fundamentals

Market Cap

MITSY:

$61.26B

ITOCY:

$71.17B

EPS

MITSY:

$43.33

ITOCY:

$7.27

PE Ratio

MITSY:

9.66

ITOCY:

13.62

PEG Ratio

MITSY:

0.00

ITOCY:

0.00

Total Revenue (TTM)

MITSY:

$14.28T

ITOCY:

$14.55T

Gross Profit (TTM)

MITSY:

$1.32T

ITOCY:

$2.33T

EBITDA (TTM)

MITSY:

$1.02T

ITOCY:

$1.27T

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with MITSY having a 19.30% annualized return and ITOCY not far ahead at 19.79%.


MITSY

YTD

0.00%

1M

-0.80%

6M

-10.88%

1Y

12.10%

5Y*

23.65%

10Y*

19.30%

ITOCY

YTD

0.00%

1M

-0.40%

6M

-0.73%

1Y

21.02%

5Y*

16.68%

10Y*

19.79%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 0.39, compared to the broader market-4.00-2.000.002.000.390.76
The chart of Sortino ratio for MITSY, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.721.27
The chart of Omega ratio for MITSY, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.15
The chart of Calmar ratio for MITSY, currently valued at 0.38, compared to the broader market0.002.004.006.000.381.29
The chart of Martin ratio for MITSY, currently valued at 0.80, compared to the broader market0.005.0010.0015.0020.0025.000.803.36
MITSY
ITOCY

The current MITSY Sharpe Ratio is 0.39, which is lower than the ITOCY Sharpe Ratio of 0.76. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember
0.39
0.76
MITSY
ITOCY

Dividends

MITSY vs. ITOCY - Dividend Comparison

MITSY's dividend yield for the trailing twelve months is around 1.28%, while ITOCY has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
MITSY
Mitsui & Company Ltd
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%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-22.29%
-11.45%
MITSY
ITOCY

Volatility

MITSY vs. ITOCY - Volatility Comparison

Mitsui & Company Ltd (MITSY) has a higher volatility of 7.21% compared to Itochu Corp ADR (ITOCY) at 5.41%. 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%AugustSeptemberOctoberNovemberDecember
7.21%
5.41%
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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