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MSBHF vs. MARUY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSBHF vs. MARUY - Performance Comparison

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

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Returns By Period

In the year-to-date period, MSBHF achieves a 28.83% return, which is significantly higher than MARUY's 6.38% return. Both investments have delivered pretty close results over the past 10 years, with MSBHF having a 22.05% annualized return and MARUY not far behind at 21.86%.


MSBHF

1D
0.09%
1M
-14.81%
YTD
28.83%
6M
28.22%
1Y
52.96%
3Y*
25.14%
5Y*
30.33%
10Y*
22.05%

MARUY

1D
-3.70%
1M
-11.39%
YTD
6.38%
6M
4.56%
1Y
48.05%
3Y*
19.96%
5Y*
27.77%
10Y*
21.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSBHF vs. MARUY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSBHF
Mitsubishi Corp
28.83%45.58%4.78%55.88%4.23%31.37%5.16%-5.35%12.97%19.70%
MARUY
Marubeni Corp ADR
6.38%87.40%-2.29%36.86%17.84%45.49%-11.55%5.25%1.47%27.78%

Correlation

The correlation between MSBHF and MARUY is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2007

0.30

The correlation between MSBHF and MARUY shifts across timeframes, from 0.30 (all time) to 0.57 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MSBHF:

$108.33B

MARUY:

$48.12B

EPS

MSBHF:

¥210.62

MARUY:

¥3.34K

PE Ratio

MSBHF:

22.40

MARUY:

14.18

PEG Ratio

MSBHF:

16.61

MARUY:

1.33

PS Ratio

MSBHF:

0.95

MARUY:

0.93

PB Ratio

MSBHF:

1.84

MARUY:

1.77

Total Revenue (TTM)

MSBHF:

¥19.02T

MARUY:

¥8.38T

Gross Profit (TTM)

MSBHF:

¥1.66T

MARUY:

¥1.20T

EBITDA (TTM)

MSBHF:

¥1.04T

MARUY:

¥577.73B

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Return for Risk

MSBHF vs. MARUY — Risk / Return Rank

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

MSBHF
MSBHF Risk / Return Rank: 8181
Overall Rank
MSBHF Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MSBHF Sortino Ratio Rank: 8080
Sortino Ratio Rank
MSBHF Omega Ratio Rank: 7878
Omega Ratio Rank
MSBHF Calmar Ratio Rank: 7979
Calmar Ratio Rank
MSBHF Martin Ratio Rank: 8484
Martin Ratio Rank

MARUY
MARUY Risk / Return Rank: 7777
Overall Rank
MARUY Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MARUY Sortino Ratio Rank: 7878
Sortino Ratio Rank
MARUY Omega Ratio Rank: 7575
Omega Ratio Rank
MARUY Calmar Ratio Rank: 7373
Calmar Ratio Rank
MARUY Martin Ratio Rank: 7777
Martin Ratio Rank
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. MARUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Corp (MSBHF) and Marubeni Corp ADR (MARUY). 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.


MSBHFMARUYDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

2.35

1.71

+0.64

Martin ratioReturn relative to average drawdown

8.18

5.09

+3.08

MSBHF vs. MARUY - Sharpe Ratio Comparison

The current MSBHF Sharpe Ratio is 1.58, which is comparable to the MARUY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of MSBHF and MARUY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSBHF vs. MARUY - Drawdown Comparison

The maximum MSBHF drawdown since its inception was -66.05%, smaller than the maximum MARUY drawdown of -71.93%. Use the drawdown chart below to compare losses from any high point for MSBHF and MARUY.


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Drawdown Indicators


MSBHFMARUYDifference

Max Drawdown

Largest peak-to-trough decline

-66.05%

-71.93%

+5.88%

Max Drawdown (1Y)

Largest decline over 1 year

-22.61%

-28.21%

+5.60%

Max Drawdown (3Y)

Largest decline over 3 years

-32.60%

-28.21%

-4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-32.60%

-29.96%

-2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-37.81%

-53.87%

+16.06%

Current Drawdown

Current decline from peak

-21.21%

-28.21%

+7.00%

Average Drawdown

Average peak-to-trough decline

-24.35%

-27.48%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

9.46%

-2.97%

Volatility

MSBHF vs. MARUY - Volatility Comparison

Mitsubishi Corp (MSBHF) has a higher volatility of 11.98% compared to Marubeni Corp ADR (MARUY) at 10.08%. This indicates that MSBHF's price experiences larger fluctuations and is considered to be riskier than MARUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSBHFMARUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.98%

10.08%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

27.56%

27.46%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

33.81%

32.20%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.28%

30.32%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.62%

28.59%

+0.03%

Dividends

MSBHF vs. MARUY - Dividend Comparison

MSBHF's dividend yield for the trailing twelve months is around 2.43%, while MARUY has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
MARUY
Marubeni Corp ADR
0.00%1.27%1.99%0.00%0.00%0.00%0.00%0.00%0.00%1.72%3.22%
MSBHF
Mitsubishi Corp
2.43%3.05%3.54%3.03%3.46%3.84%5.07%4.56%3.64%1.42%1.39%

Financials

MSBHF vs. MARUY - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi Corp and Marubeni 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


0.001.00T2.00T3.00T4.00T5.00T6.00T20222023202420252026
5.27T
2.13T
(MSBHF) Total Revenue
(MARUY) Total Revenue
Values in JPY except per share items

MSBHF vs. MARUY - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

8.0%10.0%12.0%14.0%16.0%20222023202420252026
8.7%
15.5%
Portfolio components
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%.

MARUY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marubeni Corp ADR reported a gross profit of 329.81B and revenue of 2.13T. Therefore, the gross margin over that period was 15.5%.

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%.

MARUY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marubeni Corp ADR reported an operating income of 67.28B and revenue of 2.13T, resulting in an operating margin of 3.2%.

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%.

MARUY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marubeni Corp ADR reported a net income of 113.61B and revenue of 2.13T, resulting in a net margin of 5.3%.


Frequently Asked Questions


MSBHF and MARUY have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSBHF has higher volatility (11.98%) compared to MARUY (10.08%). In terms of maximum drawdown, MSBHF dropped -66.05% vs MARUY's -71.93%.

MSBHF currently has the higher Sharpe Ratio (1.58 vs 1.50), 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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