Correlation
The correlation between MTSFY and VOO is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
MTSFY vs. VOO
Compare and contrast key facts about Mitsui Fudosan Co Ltd ADR (MTSFY) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTSFY or VOO.
Performance
MTSFY vs. VOO - Performance Comparison
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Key characteristics
MTSFY:
0.26
VOO:
0.74
MTSFY:
0.59
VOO:
1.04
MTSFY:
1.07
VOO:
1.15
MTSFY:
0.26
VOO:
0.68
MTSFY:
0.50
VOO:
2.58
MTSFY:
15.57%
VOO:
4.93%
MTSFY:
31.73%
VOO:
19.54%
MTSFY:
-51.31%
VOO:
-33.99%
MTSFY:
-12.66%
VOO:
-3.55%
Returns By Period
In the year-to-date period, MTSFY achieves a 19.78% return, which is significantly higher than VOO's 0.90% return.
MTSFY
19.78%
-4.78%
13.98%
4.52%
13.36%
13.31%
N/A
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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Risk-Adjusted Performance
MTSFY vs. VOO — Risk-Adjusted Performance Rank
MTSFY
VOO
MTSFY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsui Fudosan Co Ltd ADR (MTSFY) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
MTSFY vs. VOO - Dividend Comparison
MTSFY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTSFY Mitsui Fudosan Co Ltd ADR | 0.00% | 0.00% | 5.63% | 7.63% | 5.96% | 5.95% | 5.23% | 5.14% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
MTSFY vs. VOO - Drawdown Comparison
The maximum MTSFY drawdown since its inception was -51.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MTSFY and VOO.
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Volatility
MTSFY vs. VOO - Volatility Comparison
Mitsui Fudosan Co Ltd ADR (MTSFY) has a higher volatility of 8.16% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that MTSFY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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