MITSY vs. IXC
MITSY (Mitsui & Company Ltd) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global Energy Sector Index. Over the past 10 years, MITSY returned 18.99%/yr vs 10.29%/yr for IXC. At a 0.38 correlation, their price movements are largely independent.
Performance
MITSY vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, MITSY achieves a 7.11% return, which is significantly lower than IXC's 32.22% return. Over the past 10 years, MITSY has outperformed IXC with an annualized return of 18.99%, while IXC has yielded a comparatively lower 10.29% annualized return.
MITSY
- 1D
- -1.88%
- 1M
- -13.95%
- YTD
- 7.11%
- 6M
- 19.18%
- 1Y
- 50.70%
- 3Y*
- 24.85%
- 5Y*
- 22.59%
- 10Y*
- 18.99%
IXC
- 1D
- 0.87%
- 1M
- -1.75%
- YTD
- 32.22%
- 6M
- 30.00%
- 1Y
- 48.10%
- 3Y*
- 18.84%
- 5Y*
- 19.64%
- 10Y*
- 10.29%
MITSY vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITSY Mitsui & Company Ltd | 7.11% | 43.31% | 13.10% | 28.00% | 23.12% | 28.70% | 4.06% | 14.13% | -4.90% | 20.93% |
IXC iShares Global Energy ETF | 32.22% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between MITSY and IXC is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2011 | 0.38 |
Over the past year, the correlation between MITSY and IXC has dropped to 0.16 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
MITSY vs. IXC — Risk / Return Rank
MITSY
IXC
MITSY vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) and iShares Global Energy ETF (IXC). 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.
| MITSY | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.42 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 5.00 | -2.78 |
| Martin ratioReturn relative to average drawdown | 9.56 | 15.10 | -5.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MITSY | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 2.58 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.84 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.38 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.32 | +0.05 |
Drawdowns
MITSY vs. IXC - Drawdown Comparison
The maximum MITSY drawdown since its inception was -44.45%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for MITSY and IXC.
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Drawdown Indicators
| MITSY | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.45% | -67.88% | +23.43% |
Max Drawdown (1Y)Largest decline over 1 year | -22.94% | -9.66% | -13.28% |
Max Drawdown (3Y)Largest decline over 3 years | -33.95% | -19.06% | -14.89% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -24.93% | -9.02% |
Max Drawdown (10Y)Largest decline over 10 years | -33.95% | -64.16% | +30.21% |
Current DrawdownCurrent decline from peak | -22.94% | -4.84% | -18.10% |
Average DrawdownAverage peak-to-trough decline | -16.06% | -17.48% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 3.20% | +2.14% |
Volatility
MITSY vs. IXC - Volatility Comparison
Mitsui & Company Ltd (MITSY) has a higher volatility of 12.80% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that MITSY's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITSY | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.80% | 7.50% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 24.52% | 15.42% | +9.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.35% | 18.75% | +11.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.66% | 23.50% | +6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.74% | 26.85% | -0.11% |
Dividends
MITSY vs. IXC - Dividend Comparison
MITSY has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.79% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
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% | 0.00% |
Frequently Asked Questions
MITSY and IXC have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MITSY has higher volatility (12.80%) compared to IXC (7.50%). In terms of maximum drawdown, MITSY dropped -44.45% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.58 vs 1.68), 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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