SMTOY vs. MIELY

Last updated Jun 13, 2026

SMTOY (Sumitomo Electric Industries Ltd ADR) and MIELY (Mitsubishi Electric Corp ADR) are both stocks. SMTOY operates in Auto Parts (Consumer Cyclical), while MIELY operates in Electrical Equipment & Parts (Industrials). Over the past 10 years, SMTOY returned 18.33%/yr vs 11.88%/yr for MIELY. At a 0.25 correlation, their price movements are largely independent.

Performance

SMTOY vs. MIELY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sumitomo Electric Industries Ltd ADR (SMTOY) 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, SMTOY achieves a 77.18% return, which is significantly higher than MIELY's 20.83% return. Over the past 10 years, SMTOY has outperformed MIELY with an annualized return of 18.33%, while MIELY has yielded a comparatively lower 11.88% annualized return.

SMTOY

• 1D: 3.84%
• 1M: -13.42%
• YTD: 77.18%
• 6M: 69.65%
• 1Y: 251.37%
• 3Y*: 80.96%
• 5Y*: 37.15%
• 10Y*: 18.33%

MIELY

• 1D: 0.58%
• 1M: -14.54%
• YTD: 20.83%
• 6M: 14.90%
• 1Y: 71.43%
• 3Y*: 35.14%
• 5Y*: 17.49%
• 10Y*: 11.88%

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

SMTOY vs. MIELY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SMTOY Sumitomo Electric Industries Ltd ADR	77.18%	131.61%	41.93%	12.95%	-13.35%	-1.73%	-11.45%	14.66%	-20.89%	16.55%
MIELY Mitsubishi Electric Corp ADR	20.83%	73.08%	21.33%	42.15%	-22.04%	-16.17%	11.35%	23.78%	-33.88%	21.11%

Correlation

The correlation between SMTOY and MIELY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Aug 3, 2007	0.25

The correlation between SMTOY and MIELY shifts across timeframes, from 0.25 (all time) to 0.46 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SMTOY : $55.11B MIELY : $70.51B
EPS SMTOY : ¥481.54 MIELY : ¥421.28
PE Ratio SMTOY : 23.51 MIELY : 26.65
PEG Ratio SMTOY : 0.52 MIELY : 1.18
PS Ratio SMTOY : 1.70 MIELY : 1.94
PB Ratio SMTOY : 3.20 MIELY : 2.51
Total Revenue (TTM) SMTOY : ¥5.18T MIELY : ¥5.95T
Gross Profit (TTM) SMTOY : ¥1.05T MIELY : ¥1.97T
EBITDA (TTM) SMTOY : ¥657.37B MIELY : ¥639.91B

Return for Risk

SMTOY vs. MIELY — Risk / Return Rank

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

SMTOY

SMTOY Risk / Return Rank: 97
SMTOY Sharpe Ratio Rank: 98
SMTOY Sortino Ratio Rank: 94
SMTOY Omega Ratio Rank: 94
SMTOY Calmar Ratio Rank: 98
SMTOY Martin Ratio Rank: 98

MIELY

MIELY Risk / Return Rank: 88
MIELY Sharpe Ratio Rank: 89
MIELY Sortino Ratio Rank: 87
MIELY Omega Ratio Rank: 85
MIELY Calmar Ratio Rank: 88
MIELY Martin Ratio Rank: 91

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.

SMTOY vs. MIELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Electric Industries Ltd ADR (SMTOY) 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.

	SMTOY	MIELY	Difference
Sharpe ratio: Return per unit of total volatility	4.27	1.94	+2.33
Sortino ratio: Return per unit of downside risk	3.75	2.73	+1.02
Omega ratio: Gain probability vs. loss probability	1.51	1.34	+0.18
Calmar ratio: Return relative to maximum drawdown	9.97	3.64	+6.33
Martin ratio: Return relative to average drawdown	34.19	11.91	+22.28

SMTOY vs. MIELY - Sharpe Ratio Comparison

The current SMTOY Sharpe Ratio is 4.27, which is higher than the MIELY Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SMTOY 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

SMTOY vs. MIELY - Drawdown Comparison

The maximum SMTOY drawdown since its inception was -94.82%, which is greater than MIELY's maximum drawdown of -89.09%. Use the drawdown chart below to compare losses from any high point for SMTOY and MIELY.

Drawdown Indicators

	SMTOY	MIELY	Difference
Max Drawdown Largest peak-to-trough decline	-94.82%	-89.09%	-5.73%
Max Drawdown (1Y) Largest decline over 1 year	-25.38%	-19.73%	-5.65%
Max Drawdown (3Y) Largest decline over 3 years	-38.52%	-24.66%	-13.86%
Max Drawdown (5Y) Largest decline over 5 years	-38.52%	-44.97%	+6.45%
Max Drawdown (10Y) Largest decline over 10 years	-52.67%	-55.76%	+3.09%
Current Drawdown Current decline from peak	-53.75%	-42.68%	-11.07%
Average Drawdown Average peak-to-trough decline	-64.86%	-69.42%	+4.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.39%	6.01%	+1.38%

Volatility

SMTOY vs. MIELY - Volatility Comparison

Sumitomo Electric Industries Ltd ADR (SMTOY) has a higher volatility of 27.31% compared to Mitsubishi Electric Corp ADR (MIELY) at 12.39%. This indicates that SMTOY'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

	SMTOY	MIELY	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.31%	12.39%	+14.92%
Volatility (6M) Calculated over the trailing 6-month period	52.50%	30.32%	+22.18%
Volatility (1Y) Calculated over the trailing 1-year period	59.27%	36.95%	+22.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.39%	31.40%	+8.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.14%	29.10%	+7.04%

Dividends

SMTOY vs. MIELY - Dividend Comparison

Neither SMTOY 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%
SMTOY Sumitomo Electric Industries Ltd ADR	0.00%	1.06%	1.35%	1.37%	0.00%	0.00%	0.00%	0.00%	0.00%	1.23%	2.26%

Financials

SMTOY vs. MIELY - Profitability Comparison

The chart below illustrates the profitability comparison between Sumitomo Electric Industries Ltd ADR and Mitsubishi Electric Corp ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SMTOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported a gross profit of 318.17B and revenue of 1.45T. Therefore, the gross margin over that period was 22.0%.

MIELY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mitsubishi Electric Corp ADR reported a gross profit of 569.69B and revenue of 1.77T. Therefore, the gross margin over that period was 32.2%.

SMTOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported an operating income of 149.83B and revenue of 1.45T, resulting in an operating margin of 10.3%.

MIELY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mitsubishi Electric Corp ADR reported an operating income of 161.29B and revenue of 1.77T, resulting in an operating margin of 9.1%.

SMTOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported a net income of 195.83B and revenue of 1.45T, resulting in a net margin of 13.5%.

MIELY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mitsubishi Electric Corp ADR reported a net income of 132.06B and revenue of 1.77T, resulting in a net margin of 7.5%.

Frequently Asked Questions

Can I hold both SMTOY and MIELY in my portfolio?

SMTOY and MIELY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SMTOY or MIELY?

SMTOY has higher volatility (27.31%) compared to MIELY (12.39%). In terms of maximum drawdown, SMTOY dropped -94.82% vs MIELY's -89.09%.

Which has better risk-adjusted returns?

SMTOY currently has the higher Sharpe Ratio (4.27 vs 1.94), 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.