PortfoliosLab logoPortfoliosLab logo
MTSFY vs. SURYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MTSFY vs. SURYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsui Fudosan Co Ltd ADR (MTSFY) and Sumitomo Realty & Development Co. Ltd (SURYY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MTSFY achieves a -13.43% return, which is significantly lower than SURYY's -11.64% return.


MTSFY

1D
0.91%
1M
-8.71%
YTD
-13.43%
6M
-15.44%
1Y
4.39%
3Y*
14.29%
5Y*
4.31%
10Y*

SURYY

1D
0.00%
1M
-30.27%
YTD
-11.64%
6M
-50.76%
1Y
-33.38%
3Y*
-1.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTSFY vs. SURYY - Yearly Performance Comparison


2026 (YTD)2025202420232022
MTSFY
Mitsui Fudosan Co Ltd ADR
-13.43%43.82%-0.71%34.87%-4.40%
SURYY
Sumitomo Realty & Development Co. Ltd
-11.64%-24.29%44.95%-0.60%1.21%

Correlation

The correlation between MTSFY and SURYY 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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2022

0.12

The correlation between MTSFY and SURYY shifts across timeframes, from 0.12 (3 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MTSFY:

$26.76B

SURYY:

$20.94B

EPS

MTSFY:

¥306.23

SURYY:

¥115.63

PE Ratio

MTSFY:

15.42

SURYY:

15.69

PEG Ratio

MTSFY:

1.03

SURYY:

1.38

PS Ratio

MTSFY:

1.58

SURYY:

3.15

PB Ratio

MTSFY:

1.30

SURYY:

1.35

Total Revenue (TTM)

MTSFY:

¥2.74T

SURYY:

¥1.07T

Gross Profit (TTM)

MTSFY:

¥604.28B

SURYY:

¥349.64B

EBITDA (TTM)

MTSFY:

¥547.07B

SURYY:

¥379.18B

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

MTSFY vs. SURYY — Risk / Return Rank

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

MTSFY
MTSFY Risk / Return Rank: 4545
Overall Rank
MTSFY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MTSFY Sortino Ratio Rank: 4242
Sortino Ratio Rank
MTSFY Omega Ratio Rank: 4242
Omega Ratio Rank
MTSFY Calmar Ratio Rank: 4646
Calmar Ratio Rank
MTSFY Martin Ratio Rank: 4747
Martin Ratio Rank

SURYY
SURYY Risk / Return Rank: 2525
Overall Rank
SURYY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SURYY Sortino Ratio Rank: 3030
Sortino Ratio Rank
SURYY Omega Ratio Rank: 2929
Omega Ratio Rank
SURYY Calmar Ratio Rank: 2222
Calmar Ratio Rank
SURYY Martin Ratio Rank: 2020
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.

MTSFY vs. SURYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui Fudosan Co Ltd ADR (MTSFY) and Sumitomo Realty & Development Co. Ltd (SURYY). 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.


MTSFYSURYYDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.05

0.99

+0.07

Calmar ratioReturn relative to maximum drawdown

0.13

-0.56

+0.69

Martin ratioReturn relative to average drawdown

0.33

-1.05

+1.37

MTSFY vs. SURYY - Sharpe Ratio Comparison

The current MTSFY Sharpe Ratio is 0.14, which is higher than the SURYY Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of MTSFY and SURYY, 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

MTSFY vs. SURYY - Drawdown Comparison

The maximum MTSFY drawdown since its inception was -52.08%, smaller than the maximum SURYY drawdown of -59.85%. Use the drawdown chart below to compare losses from any high point for MTSFY and SURYY.


Loading charts...

Drawdown Indicators


MTSFYSURYYDifference

Max Drawdown

Largest peak-to-trough decline

-52.08%

-59.85%

+7.77%

Max Drawdown (1Y)

Largest decline over 1 year

-34.56%

-59.85%

+25.29%

Max Drawdown (3Y)

Largest decline over 3 years

-34.56%

-59.85%

+25.29%

Max Drawdown (5Y)

Largest decline over 5 years

-34.56%

Current Drawdown

Current decline from peak

-29.51%

-57.00%

+27.49%

Average Drawdown

Average peak-to-trough decline

-19.95%

-19.90%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.53%

32.01%

-18.48%

Volatility

MTSFY vs. SURYY - Volatility Comparison

The current volatility for Mitsui Fudosan Co Ltd ADR (MTSFY) is 14.87%, while Sumitomo Realty & Development Co. Ltd (SURYY) has a volatility of 29.31%. This indicates that MTSFY experiences smaller price fluctuations and is considered to be less risky than SURYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MTSFYSURYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.87%

29.31%

-14.44%

Volatility (6M)

Calculated over the trailing 6-month period

24.86%

87.81%

-62.95%

Volatility (1Y)

Calculated over the trailing 1-year period

31.50%

79.78%

-48.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.70%

62.11%

-32.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.72%

62.11%

-28.39%

Dividends

MTSFY vs. SURYY - Dividend Comparison

Neither MTSFY nor SURYY has paid dividends to shareholders.


PositionTTM202520242023
MTSFY
Mitsui Fudosan Co Ltd ADR
0.00%0.98%1.26%0.98%
SURYY
Sumitomo Realty & Development Co. Ltd
0.00%0.00%0.00%0.00%

Financials

MTSFY vs. SURYY - Financials Comparison

This section allows you to compare key financial metrics between Mitsui Fudosan Co Ltd ADR and Sumitomo Realty & Development Co. Ltd. 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


200.00B400.00B600.00B800.00B1.00T20222023202420252026
741.27B
283.74B
(MTSFY) Total Revenue
(SURYY) Total Revenue
Values in JPY except per share items

MTSFY vs. SURYY - Profitability Comparison

The chart below illustrates the profitability comparison between Mitsui Fudosan Co Ltd ADR and Sumitomo Realty & Development Co. Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%20222023202420252026
18.0%
23.2%
Portfolio components
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%.

SURYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sumitomo Realty & Development Co. Ltd reported a gross profit of 65.77B and revenue of 283.74B. Therefore, the gross margin over that period was 23.2%.

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%.

SURYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sumitomo Realty & Development Co. Ltd reported an operating income of 62.29B and revenue of 283.74B, resulting in an operating margin of 22.0%.

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%.

SURYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sumitomo Realty & Development Co. Ltd reported a net income of 38.35B and revenue of 283.74B, resulting in a net margin of 13.5%.


Frequently Asked Questions


MTSFY and SURYY 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.

SURYY has higher volatility (29.31%) compared to MTSFY (14.87%). In terms of maximum drawdown, MTSFY dropped -52.08% vs SURYY's -59.85%.

MTSFY currently has the higher Sharpe Ratio (0.14 vs -0.42), 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 MTSFY and SURYY

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