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STMPA.PA vs. MIELY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STMPA.PA vs. MIELY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in STMicroelectronics N.V. (STMPA.PA) and Mitsubishi Electric Corp ADR (MIELY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

STMPA.PA is traded in EUR, while MIELY is traded in USD. To make them comparable, the MIELY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, STMPA.PA achieves a 198.06% return, which is significantly higher than MIELY's 26.76% return. Over the past 10 years, STMPA.PA has outperformed MIELY with an annualized return of 29.86%, while MIELY has yielded a comparatively lower 11.93% annualized return.


STMPA.PA

1D
-2.58%
1M
36.07%
YTD
198.06%
6M
199.41%
1Y
169.27%
3Y*
18.09%
5Y*
17.77%
10Y*
29.86%

MIELY

1D
-0.75%
1M
-12.24%
YTD
26.76%
6M
23.71%
1Y
74.84%
3Y*
34.08%
5Y*
19.17%
10Y*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STMPA.PA vs. MIELY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STMPA.PA
STMicroelectronics N.V.
198.06%-6.47%-45.87%37.73%-23.50%43.89%27.10%94.08%-30.69%70.97%
MIELY
Mitsubishi Electric Corp ADR
26.76%52.54%29.34%37.89%-17.21%-9.90%2.17%26.58%-30.78%6.23%

Correlation

The correlation between STMPA.PA and MIELY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

0.21

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Return for Risk

STMPA.PA vs. MIELY — Risk / Return Rank

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

STMPA.PA
STMPA.PA Risk / Return Rank: 9292
Overall Rank
STMPA.PA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STMPA.PA Sortino Ratio Rank: 9393
Sortino Ratio Rank
STMPA.PA Omega Ratio Rank: 9494
Omega Ratio Rank
STMPA.PA Calmar Ratio Rank: 9191
Calmar Ratio Rank
STMPA.PA Martin Ratio Rank: 8888
Martin Ratio Rank

MIELY
MIELY Risk / Return Rank: 8989
Overall Rank
MIELY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MIELY Sortino Ratio Rank: 8888
Sortino Ratio Rank
MIELY Omega Ratio Rank: 8686
Omega Ratio Rank
MIELY Calmar Ratio Rank: 8989
Calmar Ratio Rank
MIELY Martin Ratio Rank: 9292
Martin Ratio Rank
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.

STMPA.PA vs. MIELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STMPA.PA) 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.


STMPA.PAMIELYDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.53

1.36

+0.17

Calmar ratioReturn relative to maximum drawdown

4.99

4.46

+0.53

Martin ratioReturn relative to average drawdown

10.87

14.41

-3.54

STMPA.PA vs. MIELY - Sharpe Ratio Comparison

The current STMPA.PA Sharpe Ratio is 3.42, which is higher than the MIELY Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of STMPA.PA 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.


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Sharpe Ratios by Period


STMPA.PAMIELYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.42

2.12

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.63

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.41

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.03

+0.29

Drawdowns

STMPA.PA vs. MIELY - Drawdown Comparison

The maximum STMPA.PA drawdown since its inception was -95.75%, which is greater than MIELY's maximum drawdown of -87.88%. Use the drawdown chart below to compare losses from any high point for STMPA.PA and MIELY.


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Drawdown Indicators


STMPA.PAMIELYDifference

Max Drawdown

Largest peak-to-trough decline

-95.75%

-87.88%

-7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-33.59%

-16.87%

-16.72%

Max Drawdown (3Y)

Largest decline over 3 years

-66.46%

-25.78%

-40.68%

Max Drawdown (5Y)

Largest decline over 5 years

-66.46%

-32.68%

-33.78%

Max Drawdown (10Y)

Largest decline over 10 years

-66.46%

-44.87%

-21.59%

Current Drawdown

Current decline from peak

-2.58%

-27.30%

+24.72%

Average Drawdown

Average peak-to-trough decline

-59.07%

-65.75%

+6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.50%

5.21%

+10.29%

Volatility

STMPA.PA vs. MIELY - Volatility Comparison

STMicroelectronics N.V. (STMPA.PA) has a higher volatility of 21.03% compared to Mitsubishi Electric Corp ADR (MIELY) at 11.75%. This indicates that STMPA.PA'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.


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Volatility by Period


STMPA.PAMIELYDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.03%

11.75%

+9.28%

Volatility (6M)

Calculated over the trailing 6-month period

36.43%

28.81%

+7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

50.06%

35.61%

+14.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.69%

30.57%

+9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.16%

28.96%

+11.20%

Dividends

STMPA.PA vs. MIELY - Dividend Comparison

STMPA.PA's dividend yield for the trailing twelve months is around 0.40%, while MIELY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
STMPA.PA
STMicroelectronics N.V.
0.40%1.20%1.08%0.42%0.60%0.38%0.46%0.77%1.41%1.00%2.02%5.01%

Financials

STMPA.PA vs. MIELY - Financials Comparison

This section allows you to compare key financial metrics between STMicroelectronics N.V. and Mitsubishi Electric Corp ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. STMPA.PA values in EUR, MIELY values in USD

Frequently Asked Questions


STMPA.PA and MIELY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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