MSBHF vs. ITOCY
MSBHF (Mitsubishi Corp) and ITOCY (Itochu Corp ADR) are both stocks. Both operate in the Conglomerates industry within the Industrials sector. Over the past 10 years, MSBHF returned 22.67%/yr vs 20.42%/yr for ITOCY. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
MSBHF vs. ITOCY - Performance Comparison
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Returns By Period
In the year-to-date period, MSBHF achieves a 38.19% return, which is significantly higher than ITOCY's -1.07% return. Over the past 10 years, MSBHF has outperformed ITOCY with an annualized return of 22.67%, while ITOCY has yielded a comparatively lower 20.42% annualized return.
MSBHF
- 1D
- 4.75%
- 1M
- 14.96%
- 6M
- 18.48%
- YTD
- 38.19%
- 1Y
- 59.97%
- 3Y*
- 26.03%
- 5Y*
- 31.14%
- 10Y*
- 22.67%
- ALL TIME*
- 8.28%
ITOCY
- 1D
- -1.57%
- 1M
- 7.43%
- 6M
- -2.42%
- YTD
- -1.07%
- 1Y
- 19.38%
- 3Y*
- 17.33%
- 5Y*
- 16.76%
- 10Y*
- 20.42%
- ALL TIME*
- 11.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ITOCY Itochu Corp ADR | $6.90M | $6.21M | $5.97M |
MSBHF Mitsubishi Corp | $226.96K | $237.34K | $363.95K |
MSBHF vs. ITOCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSBHF Mitsubishi Corp | 38.19% | 45.58% | 4.78% | 55.88% | 4.23% | 31.37% | 5.16% | -5.35% | 12.97% | 19.70% |
ITOCY Itochu Corp ADR | -1.07% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
Correlation
The correlation between MSBHF and ITOCY is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007 | 0.26 |
The correlation between MSBHF and ITOCY shifts across timeframes, from 0.26 (all time) to 0.51 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
MSBHF:
$108.86B
ITOCY:
$88.58B
MSBHF:
¥213.20
ITOCY:
¥97.40
MSBHF:
23.13
ITOCY:
20.23
MSBHF:
17.16
ITOCY:
0.61
MSBHF:
0.98
ITOCY:
1.23
MSBHF:
1.93
ITOCY:
2.08
MSBHF:
¥19.02T
ITOCY:
¥15.03T
MSBHF:
¥1.66T
ITOCY:
¥2.51T
MSBHF:
¥1.04T
ITOCY:
¥1.26T
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Return for Risk
MSBHF vs. ITOCY — Risk / Return Rank
MSBHF
ITOCY
MSBHF vs. ITOCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Corp (MSBHF) and Itochu Corp ADR (ITOCY). 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.
| MSBHF | ITOCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.14 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.77 | +1.55 |
| Martin ratioReturn relative to average drawdown | 6.21 | 1.70 | +4.51 |
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Drawdowns
MSBHF vs. ITOCY - Drawdown Comparison
The maximum MSBHF drawdown since its inception was -66.05%, roughly equal to the maximum ITOCY drawdown of -69.11%. Use the drawdown chart below to compare losses from any high point for MSBHF and ITOCY.
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Drawdown Indicators
| MSBHF | ITOCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.05% | -69.11% | +3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -27.15% | -24.49% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -32.60% | -26.47% | -6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -32.60% | -30.18% | -2.42% |
Max Drawdown (10Y)Largest decline over 10 years | -37.81% | -30.18% | -7.63% |
Current DrawdownCurrent decline from peak | -15.49% | -14.67% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -24.35% | -14.31% | -10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.12% | 11.13% | -1.01% |
Volatility
MSBHF vs. ITOCY - Volatility Comparison
Mitsubishi Corp (MSBHF) has a higher volatility of 13.58% compared to Itochu Corp ADR (ITOCY) at 5.07%. This indicates that MSBHF's price experiences larger fluctuations and is considered to be riskier than ITOCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSBHF | ITOCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.58% | 5.07% | +8.51% |
Volatility (6M)Calculated over the trailing 6-month period | 31.68% | 20.07% | +11.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.58% | 26.37% | +10.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.04% | 26.28% | +5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.86% | 23.81% | +5.05% |
Dividends
MSBHF vs. ITOCY - Dividend Comparison
MSBHF's dividend yield for the trailing twelve months is around 2.27%, while ITOCY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | 0.00% | 1.07% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 1.85% | 3.93% | 2.83% | 3.68% | 3.30% |
MSBHF Mitsubishi Corp | 2.27% | 3.05% | 3.54% | 3.03% | 3.46% | 3.84% | 5.07% | 4.56% | 3.64% | 1.42% | 1.39% | 0.00% |
Financials
MSBHF vs. ITOCY - Financials Comparison
This section allows you to compare key financial metrics between Mitsubishi Corp and Itochu 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.
Total Revenue: Total amount of money received from sales and other business activities
MSBHF vs. ITOCY - Profitability Comparison
MSBHF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Mitsubishi Corp reported a gross profit of 457.61B and revenue of 5.27T. Therefore, the gross margin over that period was 8.7%.
ITOCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.
MSBHF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Mitsubishi Corp reported an operating income of 108.14B and revenue of 5.27T, resulting in an operating margin of 2.1%.
ITOCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.
MSBHF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Mitsubishi Corp reported a net income of 193.75B and revenue of 5.27T, resulting in a net margin of 3.7%.
ITOCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.
Frequently Asked Questions
MSBHF and ITOCY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSBHF has higher volatility (13.58%) compared to ITOCY (5.07%). In terms of maximum drawdown, MSBHF dropped -66.05% vs ITOCY's -69.11%.
MSBHF currently has the higher Sharpe Ratio (1.72 vs 0.72), 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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