MITSY vs. IVV
Compare and contrast key facts about Mitsui & Company Ltd (MITSY) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MITSY or IVV.
Key characteristics
| MITSY | IVV | |
|---|---|---|
| YTD Return | 15.95% | 23.74% |
| 1Y Return | 19.32% | 35.46% |
| 3Y Return (Ann) | 27.35% | 11.02% |
| 5Y Return (Ann) | 26.88% | 16.24% |
| 10Y Return (Ann) | 19.04% | 14.02% |
| Sharpe Ratio | 0.64 | 2.86 |
| Sortino Ratio | 1.01 | 3.81 |
| Omega Ratio | 1.13 | 1.52 |
| Calmar Ratio | 0.62 | 3.06 |
| Martin Ratio | 1.72 | 17.70 |
| Ulcer Index | 11.69% | 2.01% |
| Daily Std Dev | 31.37% | 12.43% |
| Max Drawdown | -72.08% | -55.25% |
| Current Drawdown | -19.63% | -0.35% |
Correlation
The correlation between MITSY and IVV is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MITSY vs. IVV - Performance Comparison
In the year-to-date period, MITSY achieves a 15.95% return, which is significantly lower than IVV's 23.74% return. Over the past 10 years, MITSY has outperformed IVV with an annualized return of 19.04%, while IVV has yielded a comparatively lower 14.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MITSY vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) and iShares Core S&P 500 ETF (IVV). 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.
Dividends
MITSY vs. IVV - Dividend Comparison
MITSY's dividend yield for the trailing twelve months is around 1.24%, less than IVV's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITSY Mitsui & Company Ltd | 1.24% | 2.93% | 3.16% | 3.40% | 8.26% | 8.26% | 9.31% | 6.57% | 7.62% | 8.62% | 8.90% | 14.12% |
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
MITSY vs. IVV - Drawdown Comparison
The maximum MITSY drawdown since its inception was -72.08%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MITSY and IVV. For additional features, visit the drawdowns tool.
Volatility
MITSY vs. IVV - Volatility Comparison
Mitsui & Company Ltd (MITSY) has a higher volatility of 10.68% compared to iShares Core S&P 500 ETF (IVV) at 3.05%. This indicates that MITSY's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.