MTSFY vs. WDP.BR
MTSFY (Mitsui Fudosan Co Ltd ADR) and WDP.BR (Warehouses De Pauw NV) are both stocks. Both are in the Real Estate sector — MTSFY in Real Estate - Diversified, WDP.BR in REIT - Industrial. Over the past 5 years, MTSFY returned 4.31%/yr vs -3.66%/yr for WDP.BR. At a 0.15 correlation, their price movements are largely independent.
Performance
MTSFY vs. WDP.BR - Performance Comparison
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Different Trading Currencies
MTSFY is traded in USD, while WDP.BR is traded in EUR. To make them comparable, the WDP.BR values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MTSFY achieves a -13.43% return, which is significantly lower than WDP.BR's 4.18% return.
MTSFY
- 1D
- 0.91%
- 1M
- -8.71%
- YTD
- -13.43%
- 6M
- -15.44%
- 1Y
- 4.39%
- 3Y*
- 14.29%
- 5Y*
- 4.31%
- 10Y*
- —
WDP.BR
- 1D
- 1.82%
- 1M
- -0.35%
- YTD
- 4.18%
- 6M
- 11.27%
- 1Y
- 10.77%
- 3Y*
- 2.62%
- 5Y*
- -3.66%
- 10Y*
- 18.04%
MTSFY vs. WDP.BR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MTSFY Mitsui Fudosan Co Ltd ADR | -13.43% | 43.82% | -0.71% | 34.87% | -7.78% | -8.75% | -11.04% | 11.36% | 4.33% |
WDP.BR Warehouses De Pauw NV | 4.18% | 45.32% | -35.39% | 13.10% | -39.50% | 41.81% | 35.69% | 67.27% | 43.95% |
Correlation
The correlation between MTSFY and WDP.BR is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2018 | 0.15 |
The correlation between MTSFY and WDP.BR shifts across timeframes, from 0.14 (5 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MTSFY vs. WDP.BR — Risk / Return Rank
MTSFY
WDP.BR
MTSFY vs. WDP.BR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsui Fudosan Co Ltd ADR (MTSFY) and Warehouses De Pauw NV (WDP.BR). 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 | WDP.BR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.10 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 0.62 | -0.49 |
| Martin ratioReturn relative to average drawdown | 0.33 | 1.50 | -1.17 |
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Drawdowns
MTSFY vs. WDP.BR - Drawdown Comparison
The maximum MTSFY drawdown since its inception was -52.08%, smaller than the maximum WDP.BR drawdown of -57.76%. Use the drawdown chart below to compare losses from any high point for MTSFY and WDP.BR.
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Drawdown Indicators
| MTSFY | WDP.BR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.08% | -57.76% | +5.68% |
Max Drawdown (1Y)Largest decline over 1 year | -34.56% | -17.18% | -17.38% |
Max Drawdown (3Y)Largest decline over 3 years | -34.56% | -39.11% | +4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -34.56% | -57.76% | +23.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.76% | — |
Current DrawdownCurrent decline from peak | -29.51% | -33.08% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -19.95% | -18.91% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.53% | 7.15% | +6.38% |
Volatility
MTSFY vs. WDP.BR - Volatility Comparison
Mitsui Fudosan Co Ltd ADR (MTSFY) has a higher volatility of 14.87% compared to Warehouses De Pauw NV (WDP.BR) at 5.75%. This indicates that MTSFY's price experiences larger fluctuations and is considered to be riskier than WDP.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTSFY | WDP.BR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.87% | 5.75% | +9.12% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 16.70% | +8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.50% | 21.41% | +10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.70% | 27.93% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.72% | 29.46% | +4.26% |
Dividends
MTSFY vs. WDP.BR - Dividend Comparison
MTSFY has not paid dividends to shareholders, while WDP.BR's dividend yield for the trailing twelve months is around 5.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WDP.BR Warehouses De Pauw NV | 5.55% | 5.42% | 4.29% | 2.56% | 2.40% | 1.38% | 1.91% | 15.09% | 19.91% | 23.24% |
Financials
MTSFY vs. WDP.BR - Financials Comparison
This section allows you to compare key financial metrics between Mitsui Fudosan Co Ltd ADR and Warehouses De Pauw NV. 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 WDP.BR have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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