MTSFY vs. AVB
MTSFY (Mitsui Fudosan Co Ltd ADR) and AVB (AvalonBay Communities, Inc.) are both stocks. Both are in the Real Estate sector — MTSFY in Real Estate - Diversified, AVB in REIT - Residential. Over the past 5 years, MTSFY returned 3.05%/yr vs 1.10%/yr for AVB. At a 0.15 correlation, their price movements are largely independent.
Performance
MTSFY vs. AVB - Performance Comparison
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Returns By Period
In the year-to-date period, MTSFY achieves a -18.54% return, which is significantly lower than AVB's 4.63% return.
MTSFY
- 1D
- 1.35%
- 1M
- -12.94%
- YTD
- -18.54%
- 6M
- -19.49%
- 1Y
- -2.62%
- 3Y*
- 12.12%
- 5Y*
- 3.05%
- 10Y*
- —
AVB
- 1D
- -1.11%
- 1M
- 1.92%
- YTD
- 4.63%
- 6M
- 7.83%
- 1Y
- -4.05%
- 3Y*
- 3.50%
- 5Y*
- 1.10%
- 10Y*
- 4.47%
MTSFY vs. AVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MTSFY Mitsui Fudosan Co Ltd ADR | -18.54% | 43.82% | -0.71% | 34.87% | -7.78% | -8.75% | -11.04% | 11.36% | 4.33% |
AVB AvalonBay Communities, Inc. | 4.63% | -14.60% | 21.44% | 20.34% | -33.92% | 62.17% | -20.27% | 24.10% | 13.39% |
Correlation
The correlation between MTSFY and AVB is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018 | 0.15 |
Fundamentals
MTSFY:
$25.18B
AVB:
$26.42B
MTSFY:
$306.23
AVB:
$8.02
MTSFY:
0.09
AVB:
23.40
MTSFY:
0.01
AVB:
13.46
MTSFY:
0.01
AVB:
8.72
MTSFY:
0.01
AVB:
2.26
MTSFY:
$2.74T
AVB:
$3.06B
MTSFY:
$604.28B
AVB:
$2.08B
MTSFY:
$547.07B
AVB:
$1.99B
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Return for Risk
MTSFY vs. AVB — Risk / Return Rank
MTSFY
AVB
MTSFY vs. AVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsui Fudosan Co Ltd ADR (MTSFY) and AvalonBay Communities, Inc. (AVB). 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.
| MTSFY | AVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.98 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | -0.19 | +0.12 |
| Martin ratioReturn relative to average drawdown | -0.20 | -0.37 | +0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MTSFY | AVB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | -0.20 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.05 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.42 | -0.31 |
Drawdowns
MTSFY vs. AVB - Drawdown Comparison
The maximum MTSFY drawdown since its inception was -52.08%, smaller than the maximum AVB drawdown of -70.04%. Use the drawdown chart below to compare losses from any high point for MTSFY and AVB.
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Drawdown Indicators
| MTSFY | AVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.08% | -70.04% | +17.96% |
Max Drawdown (1Y)Largest decline over 1 year | -34.56% | -20.87% | -13.69% |
Max Drawdown (3Y)Largest decline over 3 years | -34.56% | -29.40% | -5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -34.56% | -38.36% | +3.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.91% | — |
Current DrawdownCurrent decline from peak | -33.68% | -16.71% | -16.97% |
Average DrawdownAverage peak-to-trough decline | -19.93% | -11.74% | -8.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.95% | 10.95% | +2.00% |
Volatility
MTSFY vs. AVB - Volatility Comparison
Mitsui Fudosan Co Ltd ADR (MTSFY) has a higher volatility of 13.86% compared to AvalonBay Communities, Inc. (AVB) at 5.81%. This indicates that MTSFY's price experiences larger fluctuations and is considered to be riskier than AVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTSFY | AVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.86% | 5.81% | +8.05% |
Volatility (6M)Calculated over the trailing 6-month period | 24.57% | 15.17% | +9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.22% | 20.23% | +10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.63% | 22.21% | +7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.72% | 24.69% | +9.03% |
Dividends
MTSFY vs. AVB - Dividend Comparison
MTSFY has not paid dividends to shareholders, while AVB's dividend yield for the trailing twelve months is around 3.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVB AvalonBay Communities, Inc. | 3.75% | 3.86% | 3.09% | 3.53% | 3.94% | 2.52% | 3.96% | 2.90% | 3.38% | 3.18% | 3.05% | 2.72% |
MTSFY Mitsui Fudosan Co Ltd ADR | 0.00% | 0.98% | 1.26% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MTSFY vs. AVB - Financials Comparison
This section allows you to compare key financial metrics between Mitsui Fudosan Co Ltd ADR and AvalonBay Communities, 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.
Total Revenue: Total amount of money received from sales and other business activities
MTSFY vs. AVB - Profitability Comparison
MTSFY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mitsui Fudosan Co Ltd ADR reported a gross profit of 133.63B and revenue of 741.27B. Therefore, the gross margin over that period was 18.0%.
AVB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported a gross profit of 521.68M and revenue of 770.28M. Therefore, the gross margin over that period was 67.7%.
MTSFY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mitsui Fudosan Co Ltd ADR reported an operating income of 96.91B and revenue of 741.27B, resulting in an operating margin of 13.1%.
AVB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported an operating income of 218.54M and revenue of 770.28M, resulting in an operating margin of 28.4%.
MTSFY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mitsui Fudosan Co Ltd ADR reported a net income of 59.90B and revenue of 741.27B, resulting in a net margin of 8.1%.
AVB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported a net income of 325.73M and revenue of 770.28M, resulting in a net margin of 42.3%.
Frequently Asked Questions
MTSFY and AVB have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTSFY has higher volatility (13.86%) compared to AVB (5.81%). In terms of maximum drawdown, MTSFY dropped -52.08% vs AVB's -70.04%.
MTSFY currently has the higher Sharpe Ratio (-0.08 vs -0.20), 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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