MITSY vs. VOO
Compare and contrast key facts about Mitsui & Company Ltd (MITSY) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MITSY or VOO.
Key characteristics
| MITSY | VOO | |
|---|---|---|
| YTD Return | 8.64% | 19.30% |
| 1Y Return | 7.51% | 28.36% |
| 3Y Return (Ann) | 25.18% | 10.06% |
| 5Y Return (Ann) | 25.36% | 15.26% |
| 10Y Return (Ann) | 17.09% | 12.92% |
| Sharpe Ratio | 0.25 | 2.26 |
| Daily Std Dev | 30.65% | 12.63% |
| Max Drawdown | -72.08% | -33.99% |
| Current Drawdown | -24.69% | -0.28% |
Correlation
The correlation between MITSY and VOO is 0.07, 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.
Performance
MITSY vs. VOO - Performance Comparison
In the year-to-date period, MITSY achieves a 8.64% return, which is significantly lower than VOO's 19.30% return. Over the past 10 years, MITSY has outperformed VOO with an annualized return of 17.09%, while VOO has yielded a comparatively lower 12.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MITSY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
MITSY vs. VOO - Dividend Comparison
MITSY's dividend yield for the trailing twelve months is around 2.75%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITSY Mitsui & Company Ltd | 2.75% | 2.93% | 3.16% | 3.40% | 8.26% | 8.26% | 9.31% | 6.57% | 7.62% | 8.62% | 8.90% | 14.12% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MITSY vs. VOO - Drawdown Comparison
The maximum MITSY drawdown since its inception was -72.08%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MITSY and VOO. For additional features, visit the drawdowns tool.
Volatility
MITSY vs. VOO - Volatility Comparison
Mitsui & Company Ltd (MITSY) has a higher volatility of 9.37% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that MITSY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.