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

Correlation

The correlation between MITSY and NTTYY is 0.22, 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.


-0.50.00.51.00.2

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-12.70%
-5.68%
MITSY
NTTYY

Key characteristics

Sharpe Ratio

MITSY:

-0.14

NTTYY:

-1.10

Sortino Ratio

MITSY:

0.02

NTTYY:

-1.59

Omega Ratio

MITSY:

1.00

NTTYY:

0.83

Calmar Ratio

MITSY:

-0.13

NTTYY:

-0.70

Martin Ratio

MITSY:

-0.24

NTTYY:

-1.09

Ulcer Index

MITSY:

17.71%

NTTYY:

18.70%

Daily Std Dev

MITSY:

30.71%

NTTYY:

18.56%

Max Drawdown

MITSY:

-72.08%

NTTYY:

-84.64%

Current Drawdown

MITSY:

-30.78%

NTTYY:

-25.58%

Fundamentals

Market Cap

MITSY:

$53.82B

NTTYY:

$79.29B

EPS

MITSY:

$43.86

NTTYY:

$2.20

PE Ratio

MITSY:

8.47

NTTYY:

10.84

PEG Ratio

MITSY:

0.00

NTTYY:

2.96

Total Revenue (TTM)

MITSY:

$10.66T

NTTYY:

$6.90T

Gross Profit (TTM)

MITSY:

$947.72B

NTTYY:

$1.66T

EBITDA (TTM)

MITSY:

$767.48B

NTTYY:

$1.74T

Returns By Period

In the year-to-date period, MITSY achieves a -10.92% return, which is significantly lower than NTTYY's -4.27% return. Over the past 10 years, MITSY has outperformed NTTYY with an annualized return of 17.94%, while NTTYY has yielded a comparatively lower 7.77% annualized return.


MITSY

YTD

-10.92%

1M

-3.98%

6M

-11.32%

1Y

-5.90%

5Y*

21.20%

10Y*

17.94%

NTTYY

YTD

-4.27%

1M

-1.42%

6M

-3.93%

1Y

-20.04%

5Y*

1.60%

10Y*

7.77%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MITSY vs. NTTYY — 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

NTTYY
The Risk-Adjusted Performance Rank of NTTYY is 88
Overall Rank
The Sharpe Ratio Rank of NTTYY is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of NTTYY is 44
Sortino Ratio Rank
The Omega Ratio Rank of NTTYY is 77
Omega Ratio Rank
The Calmar Ratio Rank of NTTYY is 88
Calmar Ratio Rank
The Martin Ratio Rank of NTTYY is 2020
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. NTTYY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MITSY, currently valued at -0.14, compared to the broader market-2.000.002.004.00-0.14-1.10
The chart of Sortino ratio for MITSY, currently valued at 0.02, compared to the broader market-6.00-4.00-2.000.002.004.006.000.02-1.59
The chart of Omega ratio for MITSY, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.83
The chart of Calmar ratio for MITSY, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.13-0.70
The chart of Martin ratio for MITSY, currently valued at -0.24, compared to the broader market0.0010.0020.0030.00-0.24-1.09
MITSY
NTTYY

The current MITSY Sharpe Ratio is -0.14, which is higher than the NTTYY Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of MITSY and NTTYY, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.14
-1.10
MITSY
NTTYY

Dividends

MITSY vs. NTTYY - Dividend Comparison

MITSY's dividend yield for the trailing twelve months is around 1.44%, while NTTYY has not paid dividends to shareholders.


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%
NTTYY
Nippon Telegraph and Telephone Corp ADR
0.00%0.00%2.80%3.10%3.60%3.61%3.45%3.50%2.54%2.63%3.78%9.55%

Drawdowns

MITSY vs. NTTYY - Drawdown Comparison

The maximum MITSY drawdown since its inception was -72.08%, smaller than the maximum NTTYY drawdown of -84.64%. Use the drawdown chart below to compare losses from any high point for MITSY and NTTYY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%SeptemberOctoberNovemberDecember2025February
-30.78%
-25.58%
MITSY
NTTYY

Volatility

MITSY vs. NTTYY - Volatility Comparison

Mitsui & Company Ltd (MITSY) has a higher volatility of 6.40% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 5.64%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
6.40%
5.64%
MITSY
NTTYY

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


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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