MITSY vs. MSFT
MITSY (Mitsui & Company Ltd) and MSFT (Microsoft Corporation) are both stocks. MITSY operates in Conglomerates (Industrials), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, MITSY returned 18.81%/yr vs 24.39%/yr for MSFT. At a 0.25 correlation, their price movements are largely independent.
Performance
MITSY vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, MITSY achieves a 3.00% return, which is significantly higher than MSFT's -18.85% return. Over the past 10 years, MITSY has underperformed MSFT with an annualized return of 18.81%, while MSFT has yielded a comparatively higher 24.39% annualized return.
MITSY
- 1D
- -2.40%
- 1M
- -22.13%
- YTD
- 3.00%
- 6M
- 3.13%
- 1Y
- 48.76%
- 3Y*
- 18.70%
- 5Y*
- 21.77%
- 10Y*
- 18.81%
MSFT
- 1D
- 0.10%
- 1M
- -7.19%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
MITSY vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITSY Mitsui & Company Ltd | 3.00% | 43.31% | 13.10% | 28.00% | 23.12% | 28.70% | 4.06% | 14.13% | -4.90% | 20.93% |
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between MITSY and MSFT is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2011 | 0.25 |
Over the past year, the correlation between MITSY and MSFT has dropped to 0.04 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.
Fundamentals
MITSY:
$86.00B
MSFT:
$2.91T
MITSY:
¥5.90K
MSFT:
$16.79
MITSY:
16.41
MSFT:
23.27
MITSY:
4.74
MSFT:
1.63
MITSY:
0.98
MSFT:
9.16
MITSY:
1.56
MSFT:
7.02
MITSY:
¥14.19T
MSFT:
$318.27B
MITSY:
¥1.35T
MSFT:
$217.41B
MITSY:
¥1.01T
MSFT:
$200.96B
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Return for Risk
MITSY vs. MSFT — Risk / Return Rank
MITSY
MSFT
MITSY vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) and Microsoft Corporation (MSFT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MITSY | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.24 | ||
| Sortino ratioReturn per unit of downside risk | +3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.89 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | -0.53 | +2.31 |
| Martin ratioReturn relative to average drawdown | 7.05 | -1.08 | +8.13 |
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Drawdowns
MITSY vs. MSFT - Drawdown Comparison
The maximum MITSY drawdown since its inception was -44.45%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MITSY and MSFT.
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Drawdown Indicators
| MITSY | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.45% | -69.38% | +24.93% |
Max Drawdown (1Y)Largest decline over 1 year | -26.50% | -33.91% | +7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -33.95% | -33.91% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -37.15% | +3.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.95% | -37.15% | +3.20% |
Current DrawdownCurrent decline from peak | -25.90% | -27.46% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -16.07% | -21.78% | +5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.71% | 16.48% | -9.77% |
Volatility
MITSY vs. MSFT - Volatility Comparison
The current volatility for Mitsui & Company Ltd (MITSY) is 9.77%, while Microsoft Corporation (MSFT) has a volatility of 10.52%. This indicates that MITSY experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MITSY | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.77% | 10.52% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 24.95% | 22.31% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.84% | 25.42% | +5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.74% | 26.66% | +3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.76% | 27.06% | -0.30% |
Dividends
MITSY vs. MSFT - Dividend Comparison
MITSY has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
MITSY vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Mitsui & Company Ltd and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MITSY vs. MSFT - Profitability Comparison
MITSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mitsui & Company Ltd reported a gross profit of 368.30B and revenue of 3.71T. Therefore, the gross margin over that period was 9.9%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
MITSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mitsui & Company Ltd reported an operating income of 106.13B and revenue of 3.71T, resulting in an operating margin of 2.9%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
MITSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mitsui & Company Ltd reported a net income of 226.10B and revenue of 3.71T, resulting in a net margin of 6.1%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
MITSY and MSFT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.52%) compared to MITSY (9.77%). In terms of maximum drawdown, MITSY dropped -44.45% vs MSFT's -69.38%.
MITSY currently has the higher Sharpe Ratio (1.54 vs -0.70), 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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