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

Correlation

The correlation between MITSY and META is 0.03, 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.


-0.50.00.51.00.0

Performance

MITSY vs. META - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-12.70%
38.38%
MITSY
META

Key characteristics

Sharpe Ratio

MITSY:

-0.14

META:

1.84

Sortino Ratio

MITSY:

0.02

META:

2.34

Omega Ratio

MITSY:

1.00

META:

1.32

Calmar Ratio

MITSY:

-0.13

META:

3.04

Martin Ratio

MITSY:

-0.24

META:

9.21

Ulcer Index

MITSY:

17.71%

META:

6.07%

Daily Std Dev

MITSY:

30.71%

META:

30.36%

Max Drawdown

MITSY:

-72.08%

META:

-76.74%

Current Drawdown

MITSY:

-30.78%

META:

0.00%

Fundamentals

Market Cap

MITSY:

$53.82B

META:

$1.82T

EPS

MITSY:

$43.86

META:

$23.83

PE Ratio

MITSY:

8.47

META:

30.21

PEG Ratio

MITSY:

0.00

META:

1.45

Total Revenue (TTM)

MITSY:

$10.66T

META:

$164.50B

Gross Profit (TTM)

MITSY:

$947.72B

META:

$134.34B

EBITDA (TTM)

MITSY:

$767.48B

META:

$81.63B

Returns By Period

In the year-to-date period, MITSY achieves a -10.92% return, which is significantly lower than META's 24.43% return. Over the past 10 years, MITSY has underperformed META with an annualized return of 17.94%, while META has yielded a comparatively higher 25.51% annualized return.


MITSY

YTD

-10.92%

1M

-3.98%

6M

-11.32%

1Y

-5.90%

5Y*

21.20%

10Y*

17.94%

META

YTD

24.43%

1M

22.60%

6M

35.83%

1Y

54.53%

5Y*

27.94%

10Y*

25.51%

*Annualized

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Risk-Adjusted Performance

MITSY vs. META — 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 3636
Overall Rank
The Sharpe Ratio Rank of MITSY is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of MITSY is 3232
Sortino Ratio Rank
The Omega Ratio Rank of MITSY is 3232
Omega Ratio Rank
The Calmar Ratio Rank of MITSY is 3838
Calmar Ratio Rank
The Martin Ratio Rank of MITSY is 4141
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 8989
Overall Rank
The Sharpe Ratio Rank of META is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 8484
Sortino Ratio Rank
The Omega Ratio Rank of META is 8585
Omega Ratio Rank
The Calmar Ratio Rank of META is 9595
Calmar Ratio Rank
The Martin Ratio Rank of META is 9090
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. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) and Meta Platforms, Inc. (META). 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 -0.14, compared to the broader market-2.000.002.004.00-0.141.84
The chart of Sortino ratio for MITSY, currently valued at 0.02, compared to the broader market-6.00-4.00-2.000.002.004.006.000.022.34
The chart of Omega ratio for MITSY, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.32
The chart of Calmar ratio for MITSY, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.133.04
The chart of Martin ratio for MITSY, currently valued at -0.24, compared to the broader market0.0010.0020.0030.00-0.249.21
MITSY
META

The current MITSY Sharpe Ratio is -0.14, which is lower than the META Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of MITSY and META, 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-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
-0.14
1.84
MITSY
META

Dividends

MITSY vs. META - Dividend Comparison

MITSY's dividend yield for the trailing twelve months is around 1.44%, more than META's 0.27% yield.


TTM20242023202220212020201920182017201620152014
MITSY
Mitsui & Company Ltd
1.44%1.28%2.93%3.16%3.40%8.26%8.26%9.31%6.57%7.62%8.62%8.90%
META
Meta Platforms, Inc.
0.27%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MITSY vs. META - Drawdown Comparison

The maximum MITSY drawdown since its inception was -72.08%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for MITSY and META. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-30.78%
0
MITSY
META

Volatility

MITSY vs. META - Volatility Comparison

Mitsui & Company Ltd (MITSY) has a higher volatility of 6.40% compared to Meta Platforms, Inc. (META) at 4.55%. This indicates that MITSY's price experiences larger fluctuations and is considered to be riskier than META 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%SeptemberOctoberNovemberDecember2025February
6.40%
4.55%
MITSY
META

Financials

MITSY vs. META - Financials Comparison

This section allows you to compare key financial metrics between Mitsui & Company Ltd and Meta Platforms, Inc.. 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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