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MITSY vs. NTTYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MITSY vs. NTTYY - Performance Comparison

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

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Returns By Period

In the year-to-date period, MITSY achieves a 9.16% return, which is significantly higher than NTTYY's -7.93% return. Over the past 10 years, MITSY has outperformed NTTYY with an annualized return of 19.21%, while NTTYY has yielded a comparatively lower 2.00% annualized return.


MITSY

1D
1.59%
1M
-13.37%
YTD
9.16%
6M
20.87%
1Y
51.79%
3Y*
25.64%
5Y*
23.56%
10Y*
19.21%

NTTYY

1D
-0.17%
1M
-3.86%
YTD
-7.93%
6M
-7.08%
1Y
-16.06%
3Y*
-6.17%
5Y*
-1.98%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MITSY vs. NTTYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MITSY
Mitsui & Company Ltd
9.16%43.31%13.10%28.00%23.12%28.70%4.06%14.13%-4.90%20.93%
NTTYY
Nippon Telegraph and Telephone Corp ADR
-7.93%2.79%-16.66%7.84%3.06%8.63%1.78%26.78%-11.25%15.27%

Correlation

The correlation between MITSY and NTTYY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2011

0.29

Fundamentals

Market Cap

MITSY:

$91.14B

NTTYY:

$74.56B

EPS

MITSY:

$5.90K

NTTYY:

$320.51

PE Ratio

MITSY:

0.11

NTTYY:

0.07

PEG Ratio

MITSY:

0.03

NTTYY:

0.06

PS Ratio

MITSY:

0.01

NTTYY:

0.01

PB Ratio

MITSY:

0.01

NTTYY:

0.01

Total Revenue (TTM)

MITSY:

$14.19T

NTTYY:

$14.61T

Gross Profit (TTM)

MITSY:

$1.35T

NTTYY:

$2.67T

EBITDA (TTM)

MITSY:

$1.01T

NTTYY:

$3.73T

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Return for Risk

MITSY vs. NTTYY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MITSY
MITSY Risk / Return Rank: 8181
Overall Rank
MITSY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MITSY Sortino Ratio Rank: 8080
Sortino Ratio Rank
MITSY Omega Ratio Rank: 7878
Omega Ratio Rank
MITSY Calmar Ratio Rank: 7777
Calmar Ratio Rank
MITSY Martin Ratio Rank: 8787
Martin Ratio Rank

NTTYY
NTTYY Risk / Return Rank: 55
Overall Rank
NTTYY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NTTYY Sortino Ratio Rank: 66
Sortino Ratio Rank
NTTYY Omega Ratio Rank: 99
Omega Ratio Rank
NTTYY Calmar Ratio Rank: 22
Calmar Ratio Rank
NTTYY Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MITSY vs. NTTYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) and Nippon Telegraph and Telephone Corp ADR (NTTYY). 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.


MITSYNTTYYDifference

Sharpe ratio

Return per unit of total volatility

1.72

-0.95

+2.67

Sortino ratio

Return per unit of downside risk

2.38

-1.38

+3.76

Omega ratio

Gain probability vs. loss probability

1.29

0.86

+0.43

Calmar ratio

Return relative to maximum drawdown

2.35

-0.97

+3.32

Martin ratio

Return relative to average drawdown

10.26

-1.64

+11.90

MITSY vs. NTTYY - Sharpe Ratio Comparison

The current MITSY Sharpe Ratio is 1.72, which is higher than the NTTYY Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of MITSY and NTTYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MITSYNTTYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

-0.95

+2.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

-0.11

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.10

+0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.11

+0.27

Drawdowns

MITSY vs. NTTYY - Drawdown Comparison

The maximum MITSY drawdown since its inception was -44.45%, smaller than the maximum NTTYY drawdown of -63.81%. Use the drawdown chart below to compare losses from any high point for MITSY and NTTYY.


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Drawdown Indicators


MITSYNTTYYDifference

Max Drawdown

Largest peak-to-trough decline

-44.45%

-63.81%

+19.36%

Max Drawdown (1Y)

Largest decline over 1 year

-22.69%

-17.29%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-33.95%

-29.20%

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-29.20%

-4.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.95%

-29.57%

-4.38%

Current Drawdown

Current decline from peak

-21.46%

-25.91%

+4.45%

Average Drawdown

Average peak-to-trough decline

-16.06%

-23.02%

+6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

10.24%

-5.04%

Volatility

MITSY vs. NTTYY - Volatility Comparison

Mitsui & Company Ltd (MITSY) has a higher volatility of 12.76% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 4.84%. This indicates that MITSY's price experiences larger fluctuations and is considered to be riskier than NTTYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MITSYNTTYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.76%

4.84%

+7.92%

Volatility (6M)

Calculated over the trailing 6-month period

24.44%

12.21%

+12.23%

Volatility (1Y)

Calculated over the trailing 1-year period

30.29%

16.95%

+13.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.65%

18.16%

+11.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.74%

20.32%

+6.42%

Dividends

MITSY vs. NTTYY - Dividend Comparison

Neither MITSY nor NTTYY has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
NTTYY
Nippon Telegraph and Telephone Corp ADR
0.00%1.77%1.73%0.00%0.00%1.83%0.00%1.71%3.52%2.53%2.63%1.94%

Financials

MITSY vs. NTTYY - Financials Comparison

This section allows you to compare key financial metrics between Mitsui & Company Ltd and Nippon Telegraph and Telephone 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


3.00T3.50T4.00T20222023202420252026
3.71T
4.06T
(MITSY) Total Revenue
(NTTYY) Total Revenue
Values in USD except per share items

MITSY vs. NTTYY - Profitability Comparison

The chart below illustrates the profitability comparison between Mitsui & Company Ltd and Nippon Telegraph and Telephone Corp ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
9.9%
13.8%
Portfolio components
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%.

NTTYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported a gross profit of 559.59B and revenue of 4.06T. Therefore, the gross margin over that period was 13.8%.

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%.

NTTYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported an operating income of 387.88B and revenue of 4.06T, resulting in an operating margin of 9.6%.

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%.

NTTYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported a net income of 113.01B and revenue of 4.06T, resulting in a net margin of 2.8%.


Frequently Asked Questions


MITSY and NTTYY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MITSY has higher volatility (12.76%) compared to NTTYY (4.84%). In terms of maximum drawdown, MITSY dropped -44.45% vs NTTYY's -63.81%.

MITSY currently has the higher Sharpe Ratio (1.72 vs -0.95), 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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