MTSFY vs. TEG.DE
MTSFY (Mitsui Fudosan Co Ltd ADR) and TEG.DE (TAG Immobilien AG) are both stocks. Both are in the Real Estate sector — MTSFY in Real Estate - Diversified, TEG.DE in Real Estate - Services. Over the past 5 years, MTSFY returned 3.20%/yr vs -10.98%/yr for TEG.DE. At a 0.15 correlation, their price movements are largely independent.
Performance
MTSFY vs. TEG.DE - Performance Comparison
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Different Trading Currencies
MTSFY is traded in USD, while TEG.DE is traded in EUR. To make them comparable, the TEG.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MTSFY achieves a -18.57% return, which is significantly lower than TEG.DE's 4.03% return.
MTSFY
- 1D
- 0.76%
- 1M
- -13.91%
- YTD
- -18.57%
- 6M
- -18.77%
- 1Y
- -2.87%
- 3Y*
- 12.58%
- 5Y*
- 3.20%
- 10Y*
- —
TEG.DE
- 1D
- 2.78%
- 1M
- -4.31%
- YTD
- 4.03%
- 6M
- 0.03%
- 1Y
- -5.08%
- 3Y*
- 23.85%
- 5Y*
- -10.98%
- 10Y*
- 5.23%
MTSFY vs. TEG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MTSFY Mitsui Fudosan Co Ltd ADR | -18.57% | 43.82% | -0.71% | 34.87% | -7.78% | -8.75% | -11.04% | 11.36% | 4.33% |
TEG.DE TAG Immobilien AG | 4.03% | 6.97% | 2.61% | 125.18% | -74.42% | -9.19% | 33.25% | 13.09% | 25.64% |
Correlation
The correlation between MTSFY and TEG.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018 | 0.15 |
The correlation between MTSFY and TEG.DE shifts across timeframes, from 0.15 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MTSFY vs. TEG.DE — Risk / Return Rank
MTSFY
TEG.DE
MTSFY vs. TEG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsui Fudosan Co Ltd ADR (MTSFY) and TAG Immobilien AG (TEG.DE). 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 | TEG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.00 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | -0.20 | +0.12 |
| Martin ratioReturn relative to average drawdown | -0.23 | -0.46 | +0.23 |
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 | TEG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | -0.16 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | -0.26 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.10 | +0.02 |
Drawdowns
MTSFY vs. TEG.DE - Drawdown Comparison
The maximum MTSFY drawdown since its inception was -52.08%, smaller than the maximum TEG.DE drawdown of -89.87%. Use the drawdown chart below to compare losses from any high point for MTSFY and TEG.DE.
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Drawdown Indicators
| MTSFY | TEG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.08% | -89.87% | +37.79% |
Max Drawdown (1Y)Largest decline over 1 year | -34.20% | -24.83% | -9.37% |
Max Drawdown (3Y)Largest decline over 3 years | -34.20% | -31.13% | -3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -34.20% | -81.99% | +47.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -81.99% | — |
Current DrawdownCurrent decline from peak | -33.70% | -46.57% | +12.87% |
Average DrawdownAverage peak-to-trough decline | -19.92% | -29.19% | +9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.59% | 10.97% | +1.62% |
Volatility
MTSFY vs. TEG.DE - Volatility Comparison
Mitsui Fudosan Co Ltd ADR (MTSFY) has a higher volatility of 14.33% compared to TAG Immobilien AG (TEG.DE) at 9.76%. This indicates that MTSFY's price experiences larger fluctuations and is considered to be riskier than TEG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTSFY | TEG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.33% | 9.76% | +4.57% |
Volatility (6M)Calculated over the trailing 6-month period | 24.57% | 26.03% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.19% | 31.39% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.63% | 41.99% | -12.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.73% | 33.49% | +0.24% |
Dividends
MTSFY vs. TEG.DE - Dividend Comparison
MTSFY has not paid dividends to shareholders, while TEG.DE's dividend yield for the trailing twelve months is around 2.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TEG.DE TAG Immobilien AG | 2.95% | 3.02% | 0.00% | 0.00% | 14.69% | 3.58% | 3.17% | 3.38% | 3.26% | 3.60% | 4.38% | 4.35% |
Financials
MTSFY vs. TEG.DE - Financials Comparison
This section allows you to compare key financial metrics between Mitsui Fudosan Co Ltd ADR and TAG Immobilien AG. 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
Frequently Asked Questions
MTSFY and TEG.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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