MSBHF vs. ITOCY

Last updated Jun 4, 2026

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 23.29%/yr vs 18.46%/yr for ITOCY. At a 0.26 correlation, their price movements are largely independent.

Performance

MSBHF vs. ITOCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsubishi Corp (MSBHF) and Itochu Corp ADR (ITOCY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MSBHF achieves a 43.17% return, which is significantly higher than ITOCY's -8.98% return. Over the past 10 years, MSBHF has outperformed ITOCY with an annualized return of 23.29%, while ITOCY has yielded a comparatively lower 18.46% annualized return.

MSBHF

• 1D: 4.98%
• 1M: -2.95%
• YTD: 43.17%
• 6M: 37.76%
• 1Y: 64.15%
• 3Y*: 35.22%
• 5Y*: 32.24%
• 10Y*: 23.29%

ITOCY

• 1D: -1.41%
• 1M: -7.55%
• YTD: -8.98%
• 6M: -2.34%
• 1Y: 9.42%
• 3Y*: 18.07%
• 5Y*: 14.25%
• 10Y*: 18.46%

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

MSBHF vs. ITOCY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MSBHF Mitsubishi Corp	43.17%	45.58%	4.78%	55.88%	4.23%	31.37%	5.16%	-5.35%	12.97%	19.70%
ITOCY Itochu Corp ADR	-8.98%	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 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jul 18, 2007	0.26

Over the past year, MSBHF and ITOCY have become more correlated (0.49) than their long-term average of 0.26, meaning their price movements have been converging.

Fundamentals

Market Cap MSBHF : $120.39B ITOCY : $80.45B
EPS MSBHF : $210.62 ITOCY : $86.32
PE Ratio MSBHF : 0.15 ITOCY : 0.13
PEG Ratio MSBHF : 0.11 ITOCY : 0.00
PS Ratio MSBHF : 0.01 ITOCY : 0.01
PB Ratio MSBHF : 0.01 ITOCY : 0.01
Total Revenue (TTM) MSBHF : $19.02T ITOCY : $15.03T
Gross Profit (TTM) MSBHF : $1.66T ITOCY : $2.51T
EBITDA (TTM) MSBHF : $1.04T ITOCY : $1.26T

Return for Risk

MSBHF vs. ITOCY — Risk / Return Rank

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

MSBHF

MSBHF Risk / Return Rank: 86
MSBHF Sharpe Ratio Rank: 87
MSBHF Sortino Ratio Rank: 84
MSBHF Omega Ratio Rank: 82
MSBHF Calmar Ratio Rank: 86
MSBHF Martin Ratio Rank: 91

ITOCY

ITOCY Risk / Return Rank: 49
ITOCY Sharpe Ratio Rank: 53
ITOCY Sortino Ratio Rank: 46
ITOCY Omega Ratio Rank: 44
ITOCY Calmar Ratio Rank: 51
ITOCY Martin Ratio Rank: 53

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.

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.

	MSBHF	ITOCY	Difference
Sharpe ratio Return per unit of total volatility	1.94	0.35	+1.59
Sortino ratio Return per unit of downside risk	2.62	0.70	+1.92
Omega ratio Gain probability vs. loss probability	1.33	1.08	+0.24
Calmar ratio Return relative to maximum drawdown	3.57	0.44	+3.13
Martin ratio Return relative to average drawdown	13.16	1.23	+11.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSBHF vs. ITOCY - Sharpe Ratio Comparison

The current MSBHF Sharpe Ratio is 1.94, which is higher than the ITOCY Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of MSBHF and ITOCY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MSBHF	ITOCY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	0.35	+1.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.04	0.55	+0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.77	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.39	-0.09

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.

Drawdown Indicators

	MSBHF	ITOCY	Difference
Max Drawdown Largest peak-to-trough decline	-66.05%	-69.11%	+3.06%
Max Drawdown (1Y) Largest decline over 1 year	-18.05%	-21.49%	+3.44%
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 Drawdown Current decline from peak	-12.44%	-21.49%	+9.05%
Average Drawdown Average peak-to-trough decline	-24.37%	-14.26%	-10.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.89%	7.69%	-2.80%

Volatility

MSBHF vs. ITOCY - Volatility Comparison

Mitsubishi Corp (MSBHF) has a higher volatility of 14.99% compared to Itochu Corp ADR (ITOCY) at 8.77%. 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.

Volatility by Period

	MSBHF	ITOCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.99%	8.77%	+6.22%
Volatility (6M) Calculated over the trailing 6-month period	26.46%	21.06%	+5.40%
Volatility (1Y) Calculated over the trailing 1-year period	33.27%	26.92%	+6.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.09%	26.22%	+4.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.50%	23.98%	+4.52%

Dividends

MSBHF vs. ITOCY - Dividend Comparison

MSBHF's dividend yield for the trailing twelve months is around 2.19%, 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	2.19%	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 - Profitability Comparison

The chart below illustrates the profitability comparison between Mitsubishi Corp and Itochu Corp ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

MSBHF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 Jun 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 Jun 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 Jun 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 Jun 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 Jun 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

Can I hold both MSBHF and ITOCY in my portfolio?

MSBHF and ITOCY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MSBHF or ITOCY?

MSBHF has higher volatility (14.99%) compared to ITOCY (8.77%). In terms of maximum drawdown, MSBHF dropped -66.05% vs ITOCY's -69.11%.

Which has better risk-adjusted returns?

MSBHF currently has the higher Sharpe Ratio (1.94 vs 0.35), 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.