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

Correlation

The correlation between MITSY and MARUY is 0.57, 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.


-0.50.00.51.00.6

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.

600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2025FebruaryMarch
1,166.41%
714.36%
MITSY
MARUY

Key characteristics

Sharpe Ratio

MITSY:

-0.52

MARUY:

-0.07

Sortino Ratio

MITSY:

-0.55

MARUY:

0.12

Omega Ratio

MITSY:

0.93

MARUY:

1.01

Calmar Ratio

MITSY:

-0.48

MARUY:

-0.08

Martin Ratio

MITSY:

-0.85

MARUY:

-0.13

Ulcer Index

MITSY:

19.18%

MARUY:

16.81%

Daily Std Dev

MITSY:

31.12%

MARUY:

31.13%

Max Drawdown

MITSY:

-72.08%

MARUY:

-71.68%

Current Drawdown

MITSY:

-31.15%

MARUY:

-18.11%

Fundamentals

Market Cap

MITSY:

$54.06B

MARUY:

$27.20B

EPS

MITSY:

$44.73

MARUY:

$18.77

PE Ratio

MITSY:

8.28

MARUY:

8.65

PEG Ratio

MITSY:

0.00

MARUY:

0.00

Total Revenue (TTM)

MITSY:

$10.66T

MARUY:

$3.87T

Gross Profit (TTM)

MITSY:

$947.72B

MARUY:

$585.69B

EBITDA (TTM)

MITSY:

$767.48B

MARUY:

$258.61B

Returns By Period

In the year-to-date period, MITSY achieves a -11.39% return, which is significantly lower than MARUY's 8.02% return. Over the past 10 years, MITSY has outperformed MARUY with an annualized return of 17.51%, while MARUY has yielded a comparatively lower 14.10% annualized return.


MITSY

YTD

-11.39%

1M

-4.94%

6M

-8.95%

1Y

-18.59%

5Y*

22.80%

10Y*

17.51%

MARUY

YTD

8.02%

1M

9.86%

6M

-1.40%

1Y

-4.96%

5Y*

22.25%

10Y*

14.10%

*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 2323
Overall Rank
The Sharpe Ratio Rank of MITSY is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of MITSY is 2222
Sortino Ratio Rank
The Omega Ratio Rank of MITSY is 2222
Omega Ratio Rank
The Calmar Ratio Rank of MITSY is 2121
Calmar Ratio Rank
The Martin Ratio Rank of MITSY is 3030
Martin Ratio Rank

MARUY
The Risk-Adjusted Performance Rank of MARUY is 4242
Overall Rank
The Sharpe Ratio Rank of MARUY is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MARUY is 3838
Sortino Ratio Rank
The Omega Ratio Rank of MARUY is 3838
Omega Ratio Rank
The Calmar Ratio Rank of MARUY is 4444
Calmar Ratio Rank
The Martin Ratio Rank of MARUY is 4646
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.


Sharpe ratio
The chart of Sharpe ratio for MITSY, currently valued at -0.51, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.51-0.05
The chart of Sortino ratio for MITSY, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.520.15
The chart of Omega ratio for MITSY, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.02
The chart of Calmar ratio for MITSY, currently valued at -0.46, compared to the broader market0.001.002.003.004.005.00-0.46-0.05
The chart of Martin ratio for MITSY, currently valued at -0.82, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.82-0.09
MITSY
MARUY

The current MITSY Sharpe Ratio is -0.52, which is lower than the MARUY Sharpe Ratio of -0.07. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2025FebruaryMarch
-0.51
-0.05
MITSY
MARUY

Dividends

MITSY vs. MARUY - Dividend Comparison

MITSY's dividend yield for the trailing twelve months is around 1.45%, while MARUY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MITSY
Mitsui & Company Ltd
1.41%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.


-35.00%-30.00%-25.00%-20.00%-15.00%OctoberNovemberDecember2025FebruaryMarch
-29.42%
-17.20%
MITSY
MARUY

Volatility

MITSY vs. MARUY - Volatility Comparison

The current volatility for Mitsui & Company Ltd (MITSY) is 9.01%, while Marubeni Corp ADR (MARUY) has a volatility of 10.81%. This indicates that MITSY experiences smaller price fluctuations and is considered to be less risky than MARUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%7.00%8.00%9.00%10.00%11.00%OctoberNovemberDecember2025FebruaryMarch
9.01%
10.81%
MITSY
MARUY

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


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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