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MSLOY vs. MRAAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSLOY vs. MRAAY - Performance Comparison

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

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Returns By Period

In the year-to-date period, MSLOY achieves a 10.06% return, which is significantly lower than MRAAY's 200.00% return. Over the past 10 years, MSLOY has outperformed MRAAY with an annualized return of 23.06%, while MRAAY has yielded a comparatively lower 17.54% annualized return.


MSLOY

1D
-1.96%
1M
-8.17%
6M
6.03%
YTD
10.06%
1Y
2.04%
3Y*
12.09%
5Y*
18.06%
10Y*
23.06%

MRAAY

1D
3.38%
1M
13.06%
6M
198.55%
YTD
200.00%
1Y
325.03%
3Y*
49.59%
5Y*
18.37%
10Y*
17.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSLOY vs. MRAAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSLOY
Mitsui OSK Lines Ltd ADR
10.06%-10.59%12.79%30.20%-4.00%155.20%12.78%14.66%-28.70%91.41%
MRAAY
Murata Manufacturing Inc
200.00%30.64%-23.61%28.72%-38.35%-11.42%47.88%36.50%0.24%0.69%

Correlation

The correlation between MSLOY and MRAAY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.17

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

0.17

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

0.13

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

0.10

Fundamentals

Market Cap

MSLOY:

$11.33B

MRAAY:

$112.49B

EPS

MSLOY:

¥314.04

MRAAY:

¥42.02

PE Ratio

MSLOY:

8.50

MRAAY:

118.88

PS Ratio

MSLOY:

0.99

MRAAY:

9.84

PB Ratio

MSLOY:

0.64

MRAAY:

6.68

Total Revenue (TTM)

MSLOY:

¥1.85T

MRAAY:

¥1.86T

Gross Profit (TTM)

MSLOY:

¥332.02B

MRAAY:

¥785.70B

EBITDA (TTM)

MSLOY:

¥406.92B

MRAAY:

¥475.40B

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Return for Risk

MSLOY vs. MRAAY — Risk / Return Rank

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

MSLOY
MSLOY Risk / Return Rank: 4646
Overall Rank
MSLOY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MSLOY Sortino Ratio Rank: 4343
Sortino Ratio Rank
MSLOY Omega Ratio Rank: 4343
Omega Ratio Rank
MSLOY Calmar Ratio Rank: 4949
Calmar Ratio Rank
MSLOY Martin Ratio Rank: 4848
Martin Ratio Rank

MRAAY
MRAAY Risk / Return Rank: 9999
Overall Rank
MRAAY Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MRAAY Sortino Ratio Rank: 9898
Sortino Ratio Rank
MRAAY Omega Ratio Rank: 9898
Omega Ratio Rank
MRAAY Calmar Ratio Rank: 9999
Calmar Ratio Rank
MRAAY Martin Ratio Rank: 9999
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.

MSLOY vs. MRAAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui OSK Lines Ltd ADR (MSLOY) and Murata Manufacturing Inc (MRAAY). 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.


MSLOYMRAAYDifference
Sharpe ratioReturn per unit of total volatility

-5.56

Sortino ratioReturn per unit of downside risk

-4.62

Omega ratioGain probability vs. loss probability

1.04

1.70

-0.65

Calmar ratioReturn relative to maximum drawdown

0.11

12.46

-12.35

Martin ratioReturn relative to average drawdown

0.24

42.37

-42.14

MSLOY vs. MRAAY - Sharpe Ratio Comparison

The current MSLOY Sharpe Ratio is 0.11, which is lower than the MRAAY Sharpe Ratio of 5.67. The chart below compares the historical Sharpe Ratios of MSLOY and MRAAY, 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

MSLOY vs. MRAAY - Drawdown Comparison

The maximum MSLOY drawdown since its inception was -73.99%, smaller than the maximum MRAAY drawdown of -80.45%. Use the drawdown chart below to compare losses from any high point for MSLOY and MRAAY.


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Drawdown Indicators


MSLOYMRAAYDifference

Max Drawdown

Largest peak-to-trough decline

-73.99%

-80.45%

+6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-29.00%

-26.47%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-29.00%

-45.14%

+16.14%

Max Drawdown (5Y)

Largest decline over 5 years

-45.24%

-58.28%

+13.04%

Max Drawdown (10Y)

Largest decline over 10 years

-56.69%

-61.92%

+5.23%

Current Drawdown

Current decline from peak

-24.76%

-19.26%

-5.50%

Average Drawdown

Average peak-to-trough decline

-34.56%

-41.24%

+6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.07%

7.77%

+5.30%

Volatility

MSLOY vs. MRAAY - Volatility Comparison

The current volatility for Mitsui OSK Lines Ltd ADR (MSLOY) is 10.69%, while Murata Manufacturing Inc (MRAAY) has a volatility of 33.13%. This indicates that MSLOY experiences smaller price fluctuations and is considered to be less risky than MRAAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSLOYMRAAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

33.13%

-22.44%

Volatility (6M)

Calculated over the trailing 6-month period

24.62%

52.37%

-27.75%

Volatility (1Y)

Calculated over the trailing 1-year period

28.77%

58.25%

-29.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.76%

37.62%

+5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.99%

34.26%

+17.73%

Dividends

MSLOY vs. MRAAY - Dividend Comparison

Neither MSLOY nor MRAAY has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
MRAAY
Murata Manufacturing Inc
0.00%1.01%1.10%0.00%0.00%0.66%0.00%0.00%0.00%0.00%1.53%
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. MRAAY - Financials Comparison

This section allows you to compare key financial metrics between Mitsui OSK Lines Ltd ADR and Murata Manufacturing Inc. 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


300.00B350.00B400.00B450.00B500.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
488.46B
469.09B
(MSLOY) Total Revenue
(MRAAY) Total Revenue
Values in JPY except per share items

MSLOY vs. MRAAY - Profitability Comparison

The chart below illustrates the profitability comparison between Mitsui OSK Lines Ltd ADR and Murata Manufacturing Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
17.0%
43.2%
Portfolio components
MSLOY - Gross Margin

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

MRAAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Murata Manufacturing Inc reported a gross profit of 202.76B and revenue of 469.09B. Therefore, the gross margin over that period was 43.2%.

MSLOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.

MRAAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Murata Manufacturing Inc reported an operating income of 74.29B and revenue of 469.09B, resulting in an operating margin of 15.8%.

MSLOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.

MRAAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Murata Manufacturing Inc reported a net income of 77.98B and revenue of 469.09B, resulting in a net margin of 16.6%.


Frequently Asked Questions


MSLOY and MRAAY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRAAY has higher volatility (33.13%) compared to MSLOY (10.69%). In terms of maximum drawdown, MSLOY dropped -73.99% vs MRAAY's -80.45%.

MRAAY currently has the higher Sharpe Ratio (5.67 vs 0.11), 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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