PortfoliosLab logo
MITSY vs. MARUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MITSY and MARUY is 0.09, 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. MARUY - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

MITSY:

-0.60

MARUY:

-0.02

Sortino Ratio

MITSY:

-0.69

MARUY:

0.25

Omega Ratio

MITSY:

0.92

MARUY:

1.03

Calmar Ratio

MITSY:

-0.57

MARUY:

0.01

Martin Ratio

MITSY:

-0.91

MARUY:

0.01

Ulcer Index

MITSY:

22.64%

MARUY:

18.26%

Daily Std Dev

MITSY:

33.87%

MARUY:

33.61%

Max Drawdown

MITSY:

-72.08%

MARUY:

-71.68%

Current Drawdown

MITSY:

-25.65%

MARUY:

-4.90%

Fundamentals

Market Cap

MITSY:

$57.40B

MARUY:

$31.21B

EPS

MITSY:

$42.67

MARUY:

$21.15

PE Ratio

MITSY:

9.34

MARUY:

8.92

PEG Ratio

MITSY:

0.00

MARUY:

0.00

PS Ratio

MITSY:

0.00

MARUY:

0.00

PB Ratio

MITSY:

1.10

MARUY:

1.21

Total Revenue (TTM)

MITSY:

$10.98T

MARUY:

$2.05T

Gross Profit (TTM)

MITSY:

$945.36B

MARUY:

$303.71B

EBITDA (TTM)

MITSY:

$548.33B

MARUY:

$143.99B

Returns By Period

In the year-to-date period, MITSY achieves a -4.32% return, which is significantly lower than MARUY's 25.44% return. Over the past 10 years, MITSY has outperformed MARUY with an annualized return of 17.65%, while MARUY has yielded a comparatively lower 15.80% annualized return.


MITSY

YTD

-4.32%

1M

13.47%

6M

-5.80%

1Y

-21.16%

5Y*

25.33%

10Y*

17.65%

MARUY

YTD

25.44%

1M

29.59%

6M

17.24%

1Y

-3.59%

5Y*

32.56%

10Y*

15.80%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MITSY vs. MARUY — 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 2121
Overall Rank
The Sharpe Ratio Rank of MITSY is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of MITSY is 1919
Sortino Ratio Rank
The Omega Ratio Rank of MITSY is 2020
Omega Ratio Rank
The Calmar Ratio Rank of MITSY is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MITSY is 3030
Martin Ratio Rank

MARUY
The Risk-Adjusted Performance Rank of MARUY is 4848
Overall Rank
The Sharpe Ratio Rank of MARUY is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of MARUY is 4444
Sortino Ratio Rank
The Omega Ratio Rank of MARUY is 4343
Omega Ratio Rank
The Calmar Ratio Rank of MARUY is 5252
Calmar Ratio Rank
The Martin Ratio Rank of MARUY is 5151
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. MARUY - Risk-Adjusted Performance Comparison

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


The current MITSY Sharpe Ratio is -0.60, which is lower than the MARUY Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of MITSY and MARUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

MITSY vs. MARUY - Dividend Comparison

Neither MITSY nor MARUY 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%
MARUY
Marubeni Corp ADR
0.00%0.00%0.00%0.00%4.38%3.96%4.25%4.52%3.22%3.20%3.64%3.82%

Drawdowns

MITSY vs. MARUY - Drawdown Comparison

The maximum MITSY drawdown since its inception was -72.08%, roughly equal to the maximum MARUY drawdown of -71.68%. Use the drawdown chart below to compare losses from any high point for MITSY and MARUY. For additional features, visit the drawdowns tool.


Loading data...

Volatility

MITSY vs. MARUY - Volatility Comparison

Mitsui & Company Ltd (MITSY) has a higher volatility of 11.70% compared to Marubeni Corp ADR (MARUY) at 11.09%. This indicates that MITSY's price experiences larger fluctuations and is considered to be riskier than MARUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

MITSY vs. MARUY - Financials Comparison

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


0.001.00T2.00T3.00T4.00TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
3.65T
2.05T
(MITSY) Total Revenue
(MARUY) Total Revenue
Values in USD except per share items