MITSY vs. TGOPY

Last updated Jun 13, 2026

MITSY (Mitsui & Company Ltd) and TGOPY (3i Group PLC ADR) are both stocks. MITSY operates in Conglomerates (Industrials), while TGOPY operates in Asset Management (Financial Services). Over the past 5 years, MITSY returned 21.77%/yr vs 16.53%/yr for TGOPY. At a 0.16 correlation, their price movements are largely independent.

Performance

MITSY vs. TGOPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsui & Company Ltd (MITSY) and 3i Group PLC ADR (TGOPY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MITSY achieves a 3.00% return, which is significantly higher than TGOPY's -28.83% return.

MITSY

• 1D: -2.40%
• 1M: -22.14%
• YTD: 3.00%
• 6M: 3.13%
• 1Y: 47.13%
• 3Y*: 18.70%
• 5Y*: 21.77%
• 10Y*: 18.81%

TGOPY

• 1D: 3.29%
• 1M: -7.30%
• YTD: -28.83%
• 6M: -25.41%
• 1Y: -45.34%
• 3Y*: 8.86%
• 5Y*: 16.53%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MITSY vs. TGOPY - 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%	9.00%
TGOPY 3i Group PLC ADR	-28.83%	-1.54%	48.13%	94.86%	-2.38%	30.67%	8.74%	49.49%	-17.88%	-0.91%

Correlation

The correlation between MITSY and TGOPY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Sep 22, 2017	0.16

The correlation between MITSY and TGOPY shifts across timeframes, from 0.16 (all time) to 0.26 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap MITSY : $86.00B TGOPY : $31.55B
EPS MITSY : ¥5.90K TGOPY : £3.45
PE Ratio MITSY : 16.41 TGOPY : 1.68
PS Ratio MITSY : 0.98 TGOPY : 3.11
PB Ratio MITSY : 1.56 TGOPY : 0.76
Total Revenue (TTM) MITSY : ¥14.19T TGOPY : £5.58B
Gross Profit (TTM) MITSY : ¥1.35T TGOPY : £5.57B
EBITDA (TTM) MITSY : ¥1.01T TGOPY : £9.84B

Return for Risk

MITSY vs. TGOPY — Risk / Return Rank

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

MITSY

MITSY Risk / Return Rank: 79
MITSY Sharpe Ratio Rank: 84
MITSY Sortino Ratio Rank: 80
MITSY Omega Ratio Rank: 77
MITSY Calmar Ratio Rank: 74
MITSY Martin Ratio Rank: 83

TGOPY

TGOPY Risk / Return Rank: 6
TGOPY Sharpe Ratio Rank: 5
TGOPY Sortino Ratio Rank: 8
TGOPY Omega Ratio Rank: 6
TGOPY Calmar Ratio Rank: 9
TGOPY Martin Ratio Rank: 4

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. TGOPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) and 3i Group PLC ADR (TGOPY). 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	TGOPY	Difference
Sharpe ratio: Return per unit of total volatility	1.54	-0.99	+2.53
Sortino ratio: Return per unit of downside risk	2.17	-1.31	+3.48
Omega ratio: Gain probability vs. loss probability	1.26	0.80	+0.46
Calmar ratio: Return relative to maximum drawdown	1.79	-0.86	+2.65
Martin ratio: Return relative to average drawdown	7.05	-1.65	+8.70

MITSY vs. TGOPY - Sharpe Ratio Comparison

The current MITSY Sharpe Ratio is 1.54, which is higher than the TGOPY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of MITSY and TGOPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MITSY vs. TGOPY - Drawdown Comparison

The maximum MITSY drawdown since its inception was -44.45%, smaller than the maximum TGOPY drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for MITSY and TGOPY.

Drawdown Indicators

	MITSY	TGOPY	Difference
Max Drawdown Largest peak-to-trough decline	-44.45%	-58.64%	+14.19%
Max Drawdown (1Y) Largest decline over 1 year	-26.50%	-52.74%	+26.24%
Max Drawdown (3Y) Largest decline over 3 years	-33.95%	-52.74%	+18.79%
Max Drawdown (5Y) Largest decline over 5 years	-33.95%	-52.74%	+18.79%
Max Drawdown (10Y) Largest decline over 10 years	-33.95%	—	—
Current Drawdown Current decline from peak	-25.90%	-48.34%	+22.44%
Average Drawdown Average peak-to-trough decline	-16.07%	-10.86%	-5.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.71%	27.49%	-20.78%

Volatility

MITSY vs. TGOPY - Volatility Comparison

The current volatility for Mitsui & Company Ltd (MITSY) is 9.77%, while 3i Group PLC ADR (TGOPY) has a volatility of 19.46%. This indicates that MITSY experiences smaller price fluctuations and is considered to be less risky than TGOPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MITSY	TGOPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.77%	19.46%	-9.69%
Volatility (6M) Calculated over the trailing 6-month period	24.95%	39.20%	-14.25%
Volatility (1Y) Calculated over the trailing 1-year period	30.84%	45.78%	-14.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.74%	38.29%	-8.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.76%	48.31%	-21.55%

Dividends

MITSY vs. TGOPY - Dividend Comparison

MITSY has not paid dividends to shareholders, while TGOPY's dividend yield for the trailing twelve months is around 3.40%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
TGOPY 3i Group PLC ADR	3.40%	2.42%	1.83%	2.23%	14.27%	2.62%	2.70%	3.04%	1.66%	0.75%	0.00%

Financials

Frequently Asked Questions

Can I hold both MITSY and TGOPY in my portfolio?

MITSY and TGOPY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MITSY or TGOPY?

TGOPY has higher volatility (19.46%) compared to MITSY (9.77%). In terms of maximum drawdown, MITSY dropped -44.45% vs TGOPY's -58.64%.

Which has better risk-adjusted returns?

MITSY currently has the higher Sharpe Ratio (1.54 vs -0.99), 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.