MTSFY vs. CTPNV.AS

Last updated Jun 9, 2026

MTSFY (Mitsui Fudosan Co Ltd ADR) and CTPNV.AS (CTP N.V) are both stocks. Both are in the Real Estate sector — MTSFY in Real Estate - Diversified, CTPNV.AS in Real Estate - Development. Over the past 5 years, MTSFY returned 3.05%/yr vs 2.38%/yr for CTPNV.AS. At a 0.15 correlation, their price movements are largely independent.

Performance

MTSFY vs. CTPNV.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsui Fudosan Co Ltd ADR (MTSFY) and CTP N.V (CTPNV.AS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MTSFY is traded in USD, while CTPNV.AS is traded in EUR. To make them comparable, the CTPNV.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MTSFY achieves a -18.54% return, which is significantly lower than CTPNV.AS's -12.27% return.

MTSFY

• 1D: 1.35%
• 1M: -12.94%
• YTD: -18.54%
• 6M: -19.49%
• 1Y: -2.62%
• 3Y*: 12.12%
• 5Y*: 3.05%
• 10Y*: —

CTPNV.AS

• 1D: 0.24%
• 1M: -2.99%
• YTD: -12.27%
• 6M: -11.89%
• 1Y: -1.46%
• 3Y*: 14.04%
• 5Y*: 2.38%
• 10Y*: —

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

MTSFY vs. CTPNV.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MTSFY Mitsui Fudosan Co Ltd ADR	-18.54%	43.82%	-0.71%	34.87%	-7.78%	-15.60%
CTPNV.AS CTP N.V	-12.27%	40.91%	-5.45%	48.60%	-42.83%	30.53%

Correlation

The correlation between MTSFY and CTPNV.AS is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (All Time) Calculated using the full available price history since Mar 26, 2021	0.15

The correlation between MTSFY and CTPNV.AS shifts across timeframes, from 0.15 (5 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

MTSFY vs. CTPNV.AS — Risk / Return Rank

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

MTSFY

MTSFY Risk / Return Rank: 37
MTSFY Sharpe Ratio Rank: 39
MTSFY Sortino Ratio Rank: 34
MTSFY Omega Ratio Rank: 33
MTSFY Calmar Ratio Rank: 40
MTSFY Martin Ratio Rank: 39

CTPNV.AS

CTPNV.AS Risk / Return Rank: 33
CTPNV.AS Sharpe Ratio Rank: 35
CTPNV.AS Sortino Ratio Rank: 29
CTPNV.AS Omega Ratio Rank: 29
CTPNV.AS Calmar Ratio Rank: 38
CTPNV.AS Martin Ratio Rank: 36

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.

MTSFY vs. CTPNV.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui Fudosan Co Ltd ADR (MTSFY) and CTP N.V (CTPNV.AS). 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	CTPNV.AS	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	-0.07	-0.01
Sortino ratio: Return per unit of downside risk	0.10	0.08	+0.02
Omega ratio: Gain probability vs. loss probability	1.01	1.01	0.00
Calmar ratio: Return relative to maximum drawdown	-0.08	-0.06	-0.02
Martin ratio: Return relative to average drawdown	-0.20	-0.16	-0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MTSFY vs. CTPNV.AS - Sharpe Ratio Comparison

The current MTSFY Sharpe Ratio is -0.08, which is comparable to the CTPNV.AS Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of MTSFY and CTPNV.AS, 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

	MTSFY	CTPNV.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.08	-0.07	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.08	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.17	-0.06

Drawdowns

MTSFY vs. CTPNV.AS - Drawdown Comparison

The maximum MTSFY drawdown since its inception was -52.08%, smaller than the maximum CTPNV.AS drawdown of -61.03%. Use the drawdown chart below to compare losses from any high point for MTSFY and CTPNV.AS.

Drawdown Indicators

	MTSFY	CTPNV.AS	Difference
Max Drawdown Largest peak-to-trough decline	-52.08%	-61.03%	+8.95%
Max Drawdown (1Y) Largest decline over 1 year	-34.56%	-29.98%	-4.58%
Max Drawdown (3Y) Largest decline over 3 years	-34.56%	-29.98%	-4.58%
Max Drawdown (5Y) Largest decline over 5 years	-34.56%	-61.03%	+26.47%
Current Drawdown Current decline from peak	-33.68%	-20.58%	-13.10%
Average Drawdown Average peak-to-trough decline	-19.93%	-25.24%	+5.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.95%	11.01%	+1.94%

Volatility

MTSFY vs. CTPNV.AS - Volatility Comparison

Mitsui Fudosan Co Ltd ADR (MTSFY) has a higher volatility of 13.86% compared to CTP N.V (CTPNV.AS) at 6.57%. This indicates that MTSFY's price experiences larger fluctuations and is considered to be riskier than CTPNV.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MTSFY	CTPNV.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.86%	6.57%	+7.29%
Volatility (6M) Calculated over the trailing 6-month period	24.57%	21.46%	+3.11%
Volatility (1Y) Calculated over the trailing 1-year period	31.22%	25.06%	+6.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.63%	29.38%	+0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.72%	29.26%	+4.46%

Dividends

MTSFY vs. CTPNV.AS - Dividend Comparison

MTSFY has not paid dividends to shareholders, while CTPNV.AS's dividend yield for the trailing twelve months is around 4.06%.

Position	TTM	2025	2024	2023	2022	2021
CTPNV.AS CTP N.V	4.06%	3.42%	3.80%	3.14%	3.62%	0.91%
MTSFY Mitsui Fudosan Co Ltd ADR	0.00%	0.98%	1.26%	0.98%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both MTSFY and CTPNV.AS in my portfolio?

MTSFY and CTPNV.AS have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.