ROHCY vs. MIELY

Last updated Jun 30, 2026

ROHCY (Rohm Co Ltd ADR) and MIELY (Mitsubishi Electric Corp ADR) are both stocks. ROHCY operates in Semiconductors (Technology), while MIELY operates in Electrical Equipment & Parts (Industrials). Over the past 10 years, ROHCY returned 13.45%/yr vs 12.36%/yr for MIELY. At a 0.30 correlation, their price movements are largely independent.

Performance

ROHCY vs. MIELY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rohm Co Ltd ADR (ROHCY) and Mitsubishi Electric Corp ADR (MIELY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROHCY achieves a 132.08% return, which is significantly higher than MIELY's 25.78% return. Over the past 10 years, ROHCY has outperformed MIELY with an annualized return of 13.45%, while MIELY has yielded a comparatively lower 12.36% annualized return.

ROHCY

• 1D: 0.00%
• 1M: -3.05%
• YTD: 132.08%
• 6M: 132.08%
• 1Y: 159.70%
• 3Y*: 12.97%
• 5Y*: 8.13%
• 10Y*: 13.45%

MIELY

• 1D: 0.41%
• 1M: -10.83%
• YTD: 25.78%
• 6M: 23.54%
• 1Y: 68.01%
• 3Y*: 38.33%
• 5Y*: 20.86%
• 10Y*: 12.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROHCY vs. MIELY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ROHCY Rohm Co Ltd ADR	132.08%	56.57%	-49.11%	3.36%	-20.60%	-9.16%	25.79%	22.73%	-41.72%	92.89%
MIELY Mitsubishi Electric Corp ADR	25.78%	73.08%	21.33%	42.15%	-22.04%	-16.17%	11.35%	23.78%	-33.88%	21.11%

Correlation

The correlation between ROHCY and MIELY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Nov 24, 2008	0.30

Fundamentals

Market Cap ROHCY : $12.76B MIELY : $73.40B
EPS ROHCY : -¥375.34 MIELY : ¥422.87
PS Ratio ROHCY : 4.75 MIELY : 2.03
PB Ratio ROHCY : 2.72 MIELY : 2.64
Total Revenue (TTM) ROHCY : ¥485.46B MIELY : ¥5.95T
Gross Profit (TTM) ROHCY : ¥116.26B MIELY : ¥1.97T
EBITDA (TTM) ROHCY : ¥57.21B MIELY : ¥639.91B

Return for Risk

ROHCY vs. MIELY — Risk / Return Rank

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

ROHCY

ROHCY Risk / Return Rank: 95
ROHCY Sharpe Ratio Rank: 94
ROHCY Sortino Ratio Rank: 93
ROHCY Omega Ratio Rank: 95
ROHCY Calmar Ratio Rank: 96
ROHCY Martin Ratio Rank: 96

MIELY

MIELY Risk / Return Rank: 87
MIELY Sharpe Ratio Rank: 88
MIELY Sortino Ratio Rank: 86
MIELY Omega Ratio Rank: 84
MIELY Calmar Ratio Rank: 88
MIELY Martin Ratio Rank: 90

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.

ROHCY vs. MIELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rohm Co Ltd ADR (ROHCY) and Mitsubishi Electric Corp ADR (MIELY). 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.

	ROHCY	MIELY	Difference
Sharpe ratio: Return per unit of total volatility	2.63	1.83	+0.80
Sortino ratio: Return per unit of downside risk	3.40	2.62	+0.78
Omega ratio: Gain probability vs. loss probability	1.50	1.32	+0.19
Calmar ratio: Return relative to maximum drawdown	6.97	3.46	+3.51
Martin ratio: Return relative to average drawdown	19.08	10.42	+8.66

ROHCY vs. MIELY - Sharpe Ratio Comparison

The current ROHCY Sharpe Ratio is 2.63, which is higher than the MIELY Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of ROHCY and MIELY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ROHCY vs. MIELY - Drawdown Comparison

The maximum ROHCY drawdown since its inception was -73.15%, smaller than the maximum MIELY drawdown of -89.09%. Use the drawdown chart below to compare losses from any high point for ROHCY and MIELY.

Drawdown Indicators

	ROHCY	MIELY	Difference
Max Drawdown Largest peak-to-trough decline	-73.15%	-89.09%	+15.94%
Max Drawdown (1Y) Largest decline over 1 year	-23.05%	-19.73%	-3.32%
Max Drawdown (3Y) Largest decline over 3 years	-68.72%	-24.66%	-44.06%
Max Drawdown (5Y) Largest decline over 5 years	-70.45%	-40.18%	-30.27%
Max Drawdown (10Y) Largest decline over 10 years	-73.15%	-55.76%	-17.39%
Current Drawdown Current decline from peak	-6.48%	-40.34%	+33.86%
Average Drawdown Average peak-to-trough decline	-31.51%	-69.36%	+37.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.41%	6.55%	+1.86%

Volatility

ROHCY vs. MIELY - Volatility Comparison

Rohm Co Ltd ADR (ROHCY) has a higher volatility of 23.76% compared to Mitsubishi Electric Corp ADR (MIELY) at 11.11%. This indicates that ROHCY's price experiences larger fluctuations and is considered to be riskier than MIELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROHCY	MIELY	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.76%	11.11%	+12.65%
Volatility (6M) Calculated over the trailing 6-month period	50.89%	30.63%	+20.26%
Volatility (1Y) Calculated over the trailing 1-year period	61.25%	37.44%	+23.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.56%	31.47%	+13.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.57%	28.98%	+12.59%

Dividends

ROHCY vs. MIELY - Dividend Comparison

Neither ROHCY nor MIELY has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
MIELY Mitsubishi Electric Corp ADR	0.00%	0.72%	0.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.98%	1.76%
ROHCY Rohm Co Ltd ADR	0.00%	1.21%	1.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.87%

Financials

Frequently Asked Questions

Can I hold both ROHCY and MIELY in my portfolio?

ROHCY and MIELY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROHCY or MIELY?

ROHCY has higher volatility (23.76%) compared to MIELY (11.11%). In terms of maximum drawdown, ROHCY dropped -73.15% vs MIELY's -89.09%.

Which has better risk-adjusted returns?

ROHCY currently has the higher Sharpe Ratio (2.63 vs 1.83), 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.