TEVA vs. MIELY
TEVA (Teva Pharmaceutical Industries Limited) and MIELY (Mitsubishi Electric Corp ADR) are both stocks. TEVA operates in Drug Manufacturers - Specialty & Generic (Healthcare), while MIELY operates in Electrical Equipment & Parts (Industrials). Over the past 10 years, TEVA returned -4.15%/yr vs 12.21%/yr for MIELY. At a 0.17 correlation, their price movements are largely independent.
Performance
TEVA vs. MIELY - Performance Comparison
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Returns By Period
In the year-to-date period, TEVA achieves a 6.57% return, which is significantly lower than MIELY's 24.47% return. Over the past 10 years, TEVA has underperformed MIELY with an annualized return of -4.15%, while MIELY has yielded a comparatively higher 12.21% annualized return.
TEVA
- 1D
- -2.72%
- 1M
- -6.91%
- YTD
- 6.57%
- 6M
- 17.40%
- 1Y
- 87.17%
- 3Y*
- 65.55%
- 5Y*
- 25.39%
- 10Y*
- -4.15%
MIELY
- 1D
- -0.63%
- 1M
- -14.11%
- YTD
- 24.47%
- 6M
- 22.62%
- 1Y
- 77.00%
- 3Y*
- 37.25%
- 5Y*
- 17.88%
- 10Y*
- 12.21%
TEVA vs. MIELY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEVA Teva Pharmaceutical Industries Limited | 6.57% | 41.61% | 111.11% | 14.47% | 13.86% | -16.99% | -1.53% | -36.45% | -18.63% | -46.18% |
MIELY Mitsubishi Electric Corp ADR | 24.47% | 73.08% | 21.33% | 42.15% | -22.04% | -16.17% | 11.35% | 23.78% | -33.88% | 21.11% |
Correlation
The correlation between TEVA and MIELY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2007 | 0.17 |
The correlation between TEVA and MIELY shifts across timeframes, from 0.12 (3 years) to 0.22 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TEVA:
$39.21B
MIELY:
$72.64B
TEVA:
$1.34
MIELY:
$421.28
TEVA:
24.87
MIELY:
0.17
TEVA:
0.19
MIELY:
0.01
TEVA:
2.24
MIELY:
0.01
TEVA:
4.76
MIELY:
0.02
TEVA:
$17.35B
MIELY:
$5.95T
TEVA:
$9.03B
MIELY:
$1.97T
TEVA:
$3.05B
MIELY:
$639.91B
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Return for Risk
TEVA vs. MIELY — Risk / Return Rank
TEVA
MIELY
TEVA vs. MIELY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) 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.
| TEVA | MIELY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | 4.06 | -0.04 |
| Martin ratioReturn relative to average drawdown | 10.94 | 13.81 | -2.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEVA | MIELY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 2.11 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.57 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.42 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | -0.03 | +0.35 |
Drawdowns
TEVA vs. MIELY - Drawdown Comparison
The maximum TEVA drawdown since its inception was -90.89%, roughly equal to the maximum MIELY drawdown of -89.09%. Use the drawdown chart below to compare losses from any high point for TEVA and MIELY.
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Drawdown Indicators
| TEVA | MIELY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.89% | -89.09% | -1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -21.79% | -19.08% | -2.71% |
Max Drawdown (3Y)Largest decline over 3 years | -43.70% | -24.66% | -19.04% |
Max Drawdown (5Y)Largest decline over 5 years | -43.70% | -45.47% | +1.77% |
Max Drawdown (10Y)Largest decline over 10 years | -88.41% | -55.76% | -32.65% |
Current DrawdownCurrent decline from peak | -50.84% | -40.96% | -9.88% |
Average DrawdownAverage peak-to-trough decline | -32.00% | -69.46% | +37.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.00% | 5.59% | +2.41% |
Volatility
TEVA vs. MIELY - Volatility Comparison
The current volatility for Teva Pharmaceutical Industries Limited (TEVA) is 9.18%, while Mitsubishi Electric Corp ADR (MIELY) has a volatility of 12.39%. This indicates that TEVA experiences smaller price fluctuations and is considered to be less risky 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
| TEVA | MIELY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.18% | 12.39% | -3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 23.54% | 29.92% | -6.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.97% | 36.77% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.94% | 31.34% | +11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.34% | 29.08% | +18.26% |
Dividends
TEVA vs. MIELY - Dividend Comparison
Neither TEVA nor MIELY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TEVA Teva Pharmaceutical Industries Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.88% | 3.19% | 1.77% |
Financials
TEVA vs. MIELY - Financials Comparison
This section allows you to compare key financial metrics between Teva Pharmaceutical Industries Limited 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.
Total Revenue: Total amount of money received from sales and other business activities
TEVA vs. MIELY - Profitability Comparison
TEVA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a gross profit of 1.97B and revenue of 3.98B. Therefore, the gross margin over that period was 49.5%.
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%.
TEVA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported an operating income of 652.00M and revenue of 3.98B, resulting in an operating margin of 16.4%.
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%.
TEVA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a net income of 369.00M and revenue of 3.98B, resulting in a net margin of 9.3%.
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
TEVA and MIELY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MIELY has higher volatility (12.39%) compared to TEVA (9.18%). In terms of maximum drawdown, TEVA dropped -90.89% vs MIELY's -89.09%.
TEVA currently has the higher Sharpe Ratio (2.25 vs 2.11), 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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