MTSFY vs. FR
MTSFY (Mitsui Fudosan Co Ltd ADR) and FR (First Industrial Realty Trust, Inc.) are both stocks. Both are in the Real Estate sector — MTSFY in Real Estate - Diversified, FR in REIT - Industrial. Over the past 5 years, MTSFY returned 4.29%/yr vs 6.67%/yr for FR. At a 0.18 correlation, their price movements are largely independent.
Performance
MTSFY vs. FR - Performance Comparison
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Returns By Period
In the year-to-date period, MTSFY achieves a -17.27% return, which is significantly lower than FR's 15.43% return.
MTSFY
- 1D
- -0.32%
- 1M
- -3.58%
- 6M
- -21.78%
- YTD
- -17.27%
- 1Y
- 0.68%
- 3Y*
- 13.21%
- 5Y*
- 4.29%
- 10Y*
- —
FR
- 1D
- 0.18%
- 1M
- 4.36%
- 6M
- 11.64%
- YTD
- 15.43%
- 1Y
- 35.94%
- 3Y*
- 9.78%
- 5Y*
- 6.67%
- 10Y*
- 11.71%
MTSFY vs. FR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MTSFY Mitsui Fudosan Co Ltd ADR | -17.27% | 43.82% | -0.71% | 34.87% | -7.78% | -8.75% | -11.04% | 11.36% | 4.33% |
FR First Industrial Realty Trust, Inc. | 15.43% | 18.17% | -2.01% | 11.91% | -25.37% | 60.33% | 4.24% | 47.37% | 3.75% |
Correlation
The correlation between MTSFY and FR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2018 | 0.18 |
Fundamentals
MTSFY:
$25.51B
FR:
$8.62B
MTSFY:
¥306.81
FR:
$4.02
MTSFY:
14.84
FR:
16.17
MTSFY:
1.52
FR:
7.71
MTSFY:
¥2.74T
FR:
$744.49M
MTSFY:
¥604.28B
FR:
$450.27M
MTSFY:
¥547.07B
FR:
$506.99M
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Return for Risk
MTSFY vs. FR — Risk / Return Rank
MTSFY
FR
MTSFY vs. FR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsui Fudosan Co Ltd ADR (MTSFY) and First Industrial Realty Trust, Inc. (FR). 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.
| MTSFY | FR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.31 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.00 | 3.62 | -3.62 |
| Martin ratioReturn relative to average drawdown | -0.01 | 11.32 | -11.33 |
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Drawdowns
MTSFY vs. FR - Drawdown Comparison
The maximum MTSFY drawdown since its inception was -52.08%, smaller than the maximum FR drawdown of -95.42%. Use the drawdown chart below to compare losses from any high point for MTSFY and FR.
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Drawdown Indicators
| MTSFY | FR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.08% | -95.42% | +43.34% |
Max Drawdown (1Y)Largest decline over 1 year | -36.16% | -10.24% | -25.92% |
Max Drawdown (3Y)Largest decline over 3 years | -36.16% | -25.42% | -10.74% |
Max Drawdown (5Y)Largest decline over 5 years | -36.16% | -35.95% | -0.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.12% | — |
Current DrawdownCurrent decline from peak | -32.65% | 0.00% | -32.65% |
Average DrawdownAverage peak-to-trough decline | -20.06% | -25.28% | +5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.03% | 3.27% | +12.76% |
Volatility
MTSFY vs. FR - Volatility Comparison
Mitsui Fudosan Co Ltd ADR (MTSFY) has a higher volatility of 9.10% compared to First Industrial Realty Trust, Inc. (FR) at 6.30%. This indicates that MTSFY's price experiences larger fluctuations and is considered to be riskier than FR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTSFY | FR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 6.30% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 25.60% | 14.64% | +10.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.87% | 20.14% | +11.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.86% | 22.91% | +6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.67% | 24.39% | +9.28% |
Dividends
MTSFY vs. FR - Dividend Comparison
MTSFY has not paid dividends to shareholders, while FR's dividend yield for the trailing twelve months is around 2.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 2.91% | 3.11% | 2.95% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.01% | 2.67% | 2.71% | 2.30% |
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. FR - Financials Comparison
This section allows you to compare key financial metrics between Mitsui Fudosan Co Ltd ADR and First Industrial Realty Trust, 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. FR - Profitability Comparison
MTSFY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
FR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, First Industrial Realty Trust, Inc. reported a gross profit of 141.21M and revenue of 194.83M. Therefore, the gross margin over that period was 72.5%.
MTSFY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
FR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, First Industrial Realty Trust, Inc. reported an operating income of 118.24M and revenue of 194.83M, resulting in an operating margin of 60.7%.
MTSFY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.
FR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, First Industrial Realty Trust, Inc. reported a net income of 155.84M and revenue of 194.83M, resulting in a net margin of 80.0%.
Frequently Asked Questions
MTSFY and FR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTSFY has higher volatility (9.10%) compared to FR (6.30%). In terms of maximum drawdown, MTSFY dropped -52.08% vs FR's -95.42%.
FR currently has the higher Sharpe Ratio (1.85 vs -0.00), 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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