RR.L vs. MIH.F
RR.L (Rolls-Royce Holdings PLC) and MIH.F (Mitsubishi Heavy Industries, Ltd.) are both stocks. Both are in the Industrials sector — RR.L in Aerospace & Defense, MIH.F in Specialty Industrial Machinery. Over the past 10 years, RR.L returned 20.98%/yr vs 20.43%/yr for MIH.F. At a 0.10 correlation, their price movements are largely independent.
Performance
RR.L vs. MIH.F - Performance Comparison
Loading charts...
Different Trading Currencies
RR.L is traded in GBp, while MIH.F is traded in EUR. To make them comparable, the MIH.F values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, RR.L achieves a 14.24% return, which is significantly higher than MIH.F's -6.33% return. Both investments have delivered pretty close results over the past 10 years, with RR.L having a 20.98% annualized return and MIH.F not far behind at 20.43%.
RR.L
- 1D
- 4.41%
- 1M
- 14.74%
- YTD
- 14.24%
- 6M
- 19.81%
- 1Y
- 51.64%
- 3Y*
- 106.71%
- 5Y*
- 64.05%
- 10Y*
- 20.98%
MIH.F
- 1D
- 4.95%
- 1M
- -9.31%
- YTD
- -6.33%
- 6M
- -10.72%
- 1Y
- -3.02%
- 3Y*
- 69.64%
- 5Y*
- 49.41%
- 10Y*
- 20.43%
RR.L vs. MIH.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 14.24% | 104.79% | 89.72% | 221.57% | -24.15% | 10.45% | -52.55% | -16.52% | -0.63% | 27.42% |
MIH.F Mitsubishi Heavy Industries, Ltd. | -6.33% | 61.65% | 148.92% | 41.76% | 92.03% | -23.66% | -25.31% | 6.71% | 1.81% | -24.93% |
Correlation
The correlation between RR.L and MIH.F is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2007 | 0.10 |
The correlation between RR.L and MIH.F shifts across timeframes, from 0.10 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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
RR.L vs. MIH.F — Risk / Return Rank
RR.L
MIH.F
RR.L vs. MIH.F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) and Mitsubishi Heavy Industries, Ltd. (MIH.F). 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.
| RR.L | MIH.F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.03 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | -0.04 | +2.59 |
| Martin ratioReturn relative to average drawdown | 7.03 | -0.13 | +7.15 |
Loading charts...
Drawdowns
RR.L vs. MIH.F - Drawdown Comparison
The maximum RR.L drawdown since its inception was -90.25%, which is greater than MIH.F's maximum drawdown of -66.95%. Use the drawdown chart below to compare losses from any high point for RR.L and MIH.F.
Loading charts...
Drawdown Indicators
| RR.L | MIH.F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.25% | -66.95% | -23.30% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -33.31% | +14.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.78% | -33.31% | +11.53% |
Max Drawdown (5Y)Largest decline over 5 years | -55.09% | -33.31% | -21.78% |
Max Drawdown (10Y)Largest decline over 10 years | -89.41% | -59.71% | -29.70% |
Current DrawdownCurrent decline from peak | -3.61% | -29.02% | +25.41% |
Average DrawdownAverage peak-to-trough decline | -28.29% | -31.23% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.91% | 11.59% | -4.68% |
Volatility
RR.L vs. MIH.F - Volatility Comparison
The current volatility for Rolls-Royce Holdings PLC (RR.L) is 11.80%, while Mitsubishi Heavy Industries, Ltd. (MIH.F) has a volatility of 15.22%. This indicates that RR.L experiences smaller price fluctuations and is considered to be less risky than MIH.F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RR.L | MIH.F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.80% | 15.22% | -3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | 34.44% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.24% | 45.10% | -8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.06% | 44.09% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.60% | 38.69% | +9.91% |
Dividends
RR.L vs. MIH.F - Dividend Comparison
RR.L's dividend yield for the trailing twelve months is around 0.73%, while MIH.F has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIH.F Mitsubishi Heavy Industries, Ltd. | 0.00% | 0.00% | 0.03% | 0.01% | 0.01% | 0.02% | 0.01% | 0.02% | 0.02% | 0.01% | 0.01% | 0.01% |
RR.L Rolls-Royce Holdings PLC | 0.73% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Financials
RR.L vs. MIH.F - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings PLC and Mitsubishi Heavy Industries, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RR.L and MIH.F have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for RR.L and MIH.F
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