PortfoliosLab logoPortfoliosLab logo
MSLOY vs. MIELY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSLOY vs. MIELY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsui OSK Lines Ltd ADR (MSLOY) and Mitsubishi Electric Corp ADR (MIELY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MSLOY achieves a 22.92% return, which is significantly lower than MIELY's 25.28% return. Over the past 10 years, MSLOY has outperformed MIELY with an annualized return of 25.39%, while MIELY has yielded a comparatively lower 12.72% annualized return.


MSLOY

1D
-0.38%
1M
15.89%
6M
16.99%
YTD
22.92%
1Y
11.48%
3Y*
14.10%
5Y*
21.23%
10Y*
25.39%
ALL TIME*
7.22%

MIELY

1D
7.55%
1M
-0.45%
6M
16.35%
YTD
25.28%
1Y
56.29%
3Y*
40.59%
5Y*
22.22%
10Y*
12.72%
ALL TIME*
-1.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.06M$6.23M$8.24M
$800.17K$1.04M$1.09M

MSLOY vs. MIELY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSLOY
Mitsui OSK Lines Ltd ADR
22.92%-10.59%12.79%30.20%-4.00%155.20%12.78%14.66%-28.70%91.41%
MIELY
Mitsubishi Electric Corp ADR
25.28%73.08%21.33%42.15%-22.04%-16.17%11.35%23.78%-33.88%21.11%

Correlation

The correlation between MSLOY and MIELY is 0.15, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.15

Correlation (3Y)
Balances recent behavior with more history.

0.20

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.17

Correlation (10Y)
Provides a long-term view across more market conditions.

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2009

0.11

Fundamentals

Market Cap

MSLOY:

$12.68B

MIELY:

$74.35B

EPS

MSLOY:

¥314.04

MIELY:

¥422.87

PE Ratio

MSLOY:

9.25

MIELY:

27.06

PS Ratio

MSLOY:

1.08

MIELY:

1.97

PB Ratio

MSLOY:

0.69

MIELY:

2.56

Total Revenue (TTM)

MSLOY:

¥1.85T

MIELY:

¥5.95T

Gross Profit (TTM)

MSLOY:

¥332.02B

MIELY:

¥1.97T

EBITDA (TTM)

MSLOY:

¥406.92B

MIELY:

¥639.91B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MSLOY vs. MIELY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MSLOY
MSLOY Risk / Return Rank: 5252
Overall Rank
MSLOY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
MSLOY Sortino Ratio Rank: 5050
Sortino Ratio Rank
MSLOY Omega Ratio Rank: 4949
Omega Ratio Rank
MSLOY Calmar Ratio Rank: 5252
Calmar Ratio Rank
MSLOY Martin Ratio Rank: 5353
Martin Ratio Rank

MIELY
MIELY Risk / Return Rank: 8282
Overall Rank
MIELY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MIELY Sortino Ratio Rank: 8282
Sortino Ratio Rank
MIELY Omega Ratio Rank: 8080
Omega Ratio Rank
MIELY Calmar Ratio Rank: 8181
Calmar Ratio Rank
MIELY Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MSLOY vs. MIELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui OSK Lines Ltd ADR (MSLOY) and Mitsubishi Electric Corp ADR (MIELY). 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.


MSLOYMIELYDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratioReturn relative to maximum drawdown

0.30

2.16

-1.86

Martin ratioReturn relative to average drawdown

0.67

6.64

-5.97

MSLOY vs. MIELY - Sharpe Ratio Comparison

The current MSLOY Sharpe Ratio is 0.31, which is lower than the MIELY Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of MSLOY and MIELY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MSLOY vs. MIELY - Drawdown Comparison

The maximum MSLOY drawdown since its inception was -73.99%, smaller than the maximum MIELY drawdown of -89.09%. Use the drawdown chart below to compare losses from any high point for MSLOY and MIELY.


Loading charts...

Drawdown Indicators


MSLOYMIELYDifference

Max Drawdown

Largest peak-to-trough decline

-73.99%

-89.09%

+15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-29.00%

-26.12%

-2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-29.00%

-26.12%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-45.24%

-40.18%

-5.06%

Max Drawdown (10Y)

Largest decline over 10 years

-56.69%

-55.76%

-0.93%

Current Drawdown

Current decline from peak

-15.97%

-40.57%

+24.60%

Average Drawdown

Average peak-to-trough decline

-34.51%

-69.23%

+34.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.65%

8.50%

+5.15%

Volatility

MSLOY vs. MIELY - Volatility Comparison

The current volatility for Mitsui OSK Lines Ltd ADR (MSLOY) is 6.87%, while Mitsubishi Electric Corp ADR (MIELY) has a volatility of 15.43%. This indicates that MSLOY experiences smaller price fluctuations and is considered to be less risky than MIELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MSLOYMIELYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

15.43%

-8.56%

Volatility (6M)

Calculated over the trailing 6-month period

24.66%

33.29%

-8.63%

Volatility (1Y)

Calculated over the trailing 1-year period

28.84%

39.77%

-10.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.76%

31.95%

+10.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.94%

29.17%

+22.77%

Dividends

MSLOY vs. MIELY - Dividend Comparison

Neither MSLOY nor MIELY has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
MIELY
Mitsubishi Electric Corp ADR
0.00%0.72%0.79%0.00%0.00%0.00%0.00%0.00%0.00%0.98%1.76%
MSLOY
Mitsui OSK Lines Ltd ADR
0.00%4.11%3.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

MSLOY vs. MIELY - Financials Comparison

This section allows you to compare key financial metrics between Mitsui OSK Lines Ltd ADR and Mitsubishi Electric 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


Values in USD except per share items

MSLOY vs. MIELY - Profitability Comparison

The chart below illustrates the profitability comparison between Mitsui OSK Lines Ltd ADR and Mitsubishi Electric 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

MSLOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Mitsui OSK Lines Ltd ADR reported a gross profit of 83.15B and revenue of 488.46B. Therefore, the gross margin over that period was 17.0%.

MIELY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Mitsubishi Electric Corp ADR reported a gross profit of 569.69B and revenue of 1.77T. Therefore, the gross margin over that period was 32.2%.

MSLOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Mitsui OSK Lines Ltd ADR reported an operating income of 24.70B and revenue of 488.46B, resulting in an operating margin of 5.1%.

MIELY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Mitsubishi Electric Corp ADR reported an operating income of 161.29B and revenue of 1.77T, resulting in an operating margin of 9.1%.

MSLOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Mitsui OSK Lines Ltd ADR reported a net income of 33.35B and revenue of 488.46B, resulting in a net margin of 6.8%.

MIELY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Mitsubishi Electric Corp ADR reported a net income of 132.06B and revenue of 1.77T, resulting in a net margin of 7.5%.


Frequently Asked Questions


MSLOY and MIELY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MIELY has higher volatility (15.43%) compared to MSLOY (6.87%). In terms of maximum drawdown, MSLOY dropped -73.99% vs MIELY's -89.09%.

MIELY currently has the higher Sharpe Ratio (1.44 vs 0.31), 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.

Portfolio Optimizer

Find the right allocation for MSLOY and MIELY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer