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SURYY vs. MTSFY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SURYY vs. MTSFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sumitomo Realty & Development Co. Ltd (SURYY) and Mitsui Fudosan Co Ltd ADR (MTSFY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SURYY achieves a -11.64% return, which is significantly higher than MTSFY's -13.43% return.


SURYY

1D
0.00%
1M
-30.27%
YTD
-11.64%
6M
-50.76%
1Y
-33.38%
3Y*
-1.02%
5Y*
10Y*

MTSFY

1D
0.91%
1M
-8.71%
YTD
-13.43%
6M
-15.44%
1Y
4.39%
3Y*
14.29%
5Y*
4.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SURYY vs. MTSFY - Yearly Performance Comparison


2026 (YTD)2025202420232022
SURYY
Sumitomo Realty & Development Co. Ltd
-11.64%-24.29%44.95%-0.60%1.21%
MTSFY
Mitsui Fudosan Co Ltd ADR
-13.43%43.82%-0.71%34.87%-4.40%

Correlation

The correlation between SURYY and MTSFY is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2022

0.12

The correlation between SURYY and MTSFY shifts across timeframes, from 0.12 (3 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SURYY:

$20.94B

MTSFY:

$26.76B

EPS

SURYY:

¥115.63

MTSFY:

¥306.23

PE Ratio

SURYY:

15.69

MTSFY:

15.42

PEG Ratio

SURYY:

1.38

MTSFY:

1.03

PS Ratio

SURYY:

3.15

MTSFY:

1.58

PB Ratio

SURYY:

1.35

MTSFY:

1.30

Total Revenue (TTM)

SURYY:

¥1.07T

MTSFY:

¥2.74T

Gross Profit (TTM)

SURYY:

¥349.64B

MTSFY:

¥604.28B

EBITDA (TTM)

SURYY:

¥379.18B

MTSFY:

¥547.07B

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Return for Risk

SURYY vs. MTSFY — Risk / Return Rank

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

SURYY
SURYY Risk / Return Rank: 2525
Overall Rank
SURYY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SURYY Sortino Ratio Rank: 3030
Sortino Ratio Rank
SURYY Omega Ratio Rank: 2929
Omega Ratio Rank
SURYY Calmar Ratio Rank: 2222
Calmar Ratio Rank
SURYY Martin Ratio Rank: 2020
Martin Ratio Rank

MTSFY
MTSFY Risk / Return Rank: 4545
Overall Rank
MTSFY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MTSFY Sortino Ratio Rank: 4242
Sortino Ratio Rank
MTSFY Omega Ratio Rank: 4242
Omega Ratio Rank
MTSFY Calmar Ratio Rank: 4646
Calmar Ratio Rank
MTSFY Martin Ratio Rank: 4747
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.

SURYY vs. MTSFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Realty & Development Co. Ltd (SURYY) and Mitsui Fudosan Co Ltd ADR (MTSFY). 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.


SURYYMTSFYDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

0.99

1.05

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.56

0.13

-0.69

Martin ratioReturn relative to average drawdown

-1.05

0.33

-1.37

SURYY vs. MTSFY - Sharpe Ratio Comparison

The current SURYY Sharpe Ratio is -0.42, which is lower than the MTSFY Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of SURYY and MTSFY, 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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Drawdowns

SURYY vs. MTSFY - Drawdown Comparison

The maximum SURYY drawdown since its inception was -59.85%, which is greater than MTSFY's maximum drawdown of -52.08%. Use the drawdown chart below to compare losses from any high point for SURYY and MTSFY.


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Drawdown Indicators


SURYYMTSFYDifference

Max Drawdown

Largest peak-to-trough decline

-59.85%

-52.08%

-7.77%

Max Drawdown (1Y)

Largest decline over 1 year

-59.85%

-34.56%

-25.29%

Max Drawdown (3Y)

Largest decline over 3 years

-59.85%

-34.56%

-25.29%

Max Drawdown (5Y)

Largest decline over 5 years

-34.56%

Current Drawdown

Current decline from peak

-57.00%

-29.51%

-27.49%

Average Drawdown

Average peak-to-trough decline

-19.90%

-19.95%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.01%

13.53%

+18.48%

Volatility

SURYY vs. MTSFY - Volatility Comparison

Sumitomo Realty & Development Co. Ltd (SURYY) has a higher volatility of 29.31% compared to Mitsui Fudosan Co Ltd ADR (MTSFY) at 14.87%. This indicates that SURYY's price experiences larger fluctuations and is considered to be riskier than MTSFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SURYYMTSFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.31%

14.87%

+14.44%

Volatility (6M)

Calculated over the trailing 6-month period

87.81%

24.86%

+62.95%

Volatility (1Y)

Calculated over the trailing 1-year period

79.78%

31.50%

+48.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.11%

29.70%

+32.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.11%

33.72%

+28.39%

Dividends

SURYY vs. MTSFY - Dividend Comparison

Neither SURYY nor MTSFY has paid dividends to shareholders.


PositionTTM202520242023
MTSFY
Mitsui Fudosan Co Ltd ADR
0.00%0.98%1.26%0.98%
SURYY
Sumitomo Realty & Development Co. Ltd
0.00%0.00%0.00%0.00%

Financials

SURYY vs. MTSFY - Financials Comparison

This section allows you to compare key financial metrics between Sumitomo Realty & Development Co. Ltd and Mitsui Fudosan Co Ltd 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


200.00B400.00B600.00B800.00B1.00T20222023202420252026
283.74B
741.27B
(SURYY) Total Revenue
(MTSFY) Total Revenue
Values in JPY except per share items

SURYY vs. MTSFY - Profitability Comparison

The chart below illustrates the profitability comparison between Sumitomo Realty & Development Co. Ltd and Mitsui Fudosan Co Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%20222023202420252026
23.2%
18.0%
Portfolio components
SURYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sumitomo Realty & Development Co. Ltd reported a gross profit of 65.77B and revenue of 283.74B. Therefore, the gross margin over that period was 23.2%.

MTSFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mitsui Fudosan Co Ltd ADR reported a gross profit of 133.63B and revenue of 741.27B. Therefore, the gross margin over that period was 18.0%.

SURYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sumitomo Realty & Development Co. Ltd reported an operating income of 62.29B and revenue of 283.74B, resulting in an operating margin of 22.0%.

MTSFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mitsui Fudosan Co Ltd ADR reported an operating income of 96.91B and revenue of 741.27B, resulting in an operating margin of 13.1%.

SURYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sumitomo Realty & Development Co. Ltd reported a net income of 38.35B and revenue of 283.74B, resulting in a net margin of 13.5%.

MTSFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mitsui Fudosan Co Ltd ADR reported a net income of 59.90B and revenue of 741.27B, resulting in a net margin of 8.1%.


Frequently Asked Questions


SURYY and MTSFY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SURYY has higher volatility (29.31%) compared to MTSFY (14.87%). In terms of maximum drawdown, SURYY dropped -59.85% vs MTSFY's -52.08%.

MTSFY currently has the higher Sharpe Ratio (0.14 vs -0.42), 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.

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