UOLGY vs. MTSFY
UOLGY (UOL Group Ltd ADR) and MTSFY (Mitsui Fudosan Co Ltd ADR) are both stocks. Both are in the Real Estate sector — UOLGY in Real Estate - Development, MTSFY in Real Estate - Diversified. Over the past 5 years, UOLGY returned 9.46%/yr vs 2.49%/yr for MTSFY. At a 0.11 correlation, their price movements are largely independent.
Performance
UOLGY vs. MTSFY - Performance Comparison
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Returns By Period
In the year-to-date period, UOLGY achieves a 12.95% return, which is significantly higher than MTSFY's -21.59% return.
UOLGY
- 1D
- -0.27%
- 1M
- -7.09%
- YTD
- 12.95%
- 6M
- 11.84%
- 1Y
- 66.52%
- 3Y*
- 19.55%
- 5Y*
- 9.46%
- 10Y*
- 9.62%
MTSFY
- 1D
- -2.95%
- 1M
- -3.19%
- YTD
- -21.59%
- 6M
- -21.45%
- 1Y
- -7.52%
- 3Y*
- 11.24%
- 5Y*
- 2.49%
- 10Y*
- —
UOLGY vs. MTSFY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UOLGY UOL Group Ltd ADR | 12.95% | 75.21% | -15.82% | -1.76% | -1.65% | -9.12% | 3.94% | 34.82% | -28.74% |
MTSFY Mitsui Fudosan Co Ltd ADR | -21.59% | 43.82% | -0.71% | 34.87% | -7.78% | -8.75% | -11.04% | 11.36% | 4.33% |
Correlation
The correlation between UOLGY and MTSFY is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2018 | 0.11 |
Fundamentals
UOLGY:
$6.34B
MTSFY:
$24.23B
UOLGY:
SGD 3.97
MTSFY:
¥306.23
UOLGY:
9.77
MTSFY:
14.09
UOLGY:
0.47
MTSFY:
0.94
UOLGY:
1.36
MTSFY:
1.44
UOLGY:
0.70
MTSFY:
1.19
UOLGY:
SGD 6.02B
MTSFY:
¥2.74T
UOLGY:
SGD 2.39B
MTSFY:
¥604.28B
UOLGY:
SGD 1.75B
MTSFY:
¥547.07B
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Return for Risk
UOLGY vs. MTSFY — Risk / Return Rank
UOLGY
MTSFY
UOLGY vs. MTSFY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UOL Group Ltd ADR (UOLGY) 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.
| UOLGY | MTSFY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.44 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.98 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | -0.21 | +4.07 |
| Martin ratioReturn relative to average drawdown | 10.43 | -0.52 | +10.95 |
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Drawdowns
UOLGY vs. MTSFY - Drawdown Comparison
The maximum UOLGY drawdown since its inception was -74.06%, which is greater than MTSFY's maximum drawdown of -52.08%. Use the drawdown chart below to compare losses from any high point for UOLGY and MTSFY.
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Drawdown Indicators
| UOLGY | MTSFY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.06% | -52.08% | -21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -17.34% | -36.16% | +18.82% |
Max Drawdown (3Y)Largest decline over 3 years | -30.30% | -36.16% | +5.86% |
Max Drawdown (5Y)Largest decline over 5 years | -30.33% | -36.16% | +5.83% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | — | — |
Current DrawdownCurrent decline from peak | -14.83% | -36.16% | +21.33% |
Average DrawdownAverage peak-to-trough decline | -19.27% | -19.98% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.40% | 14.46% | -8.06% |
Volatility
UOLGY vs. MTSFY - Volatility Comparison
The current volatility for UOL Group Ltd ADR (UOLGY) is 5.62%, while Mitsui Fudosan Co Ltd ADR (MTSFY) has a volatility of 11.05%. This indicates that UOLGY experiences smaller price fluctuations and is considered to be less risky 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
| UOLGY | MTSFY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 11.05% | -5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 22.10% | 25.08% | -2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.37% | 31.73% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.90% | 29.78% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.42% | 33.71% | -4.29% |
Dividends
UOLGY vs. MTSFY - Dividend Comparison
UOLGY's dividend yield for the trailing twelve months is around 2.59%, while MTSFY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MTSFY Mitsui Fudosan Co Ltd ADR | 0.00% | 0.98% | 1.26% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UOLGY UOL Group Ltd ADR | 2.59% | 1.96% | 3.72% | 2.74% | 2.15% | 2.12% | 1.98% | 2.11% | 2.88% | 3.39% | 5.17% |
Financials
UOLGY vs. MTSFY - Financials Comparison
This section allows you to compare key financial metrics between UOL Group Ltd ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
UOLGY vs. MTSFY - Profitability Comparison
UOLGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UOL Group Ltd ADR reported a gross profit of 667.37M and revenue of 1.68B. Therefore, the gross margin over that period was 39.7%.
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%.
UOLGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UOL Group Ltd ADR reported an operating income of 423.47M and revenue of 1.68B, resulting in an operating margin of 25.2%.
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%.
UOLGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UOL Group Ltd ADR reported a net income of 275.28M and revenue of 1.68B, resulting in a net margin of 16.4%.
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
UOLGY and MTSFY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTSFY has higher volatility (11.05%) compared to UOLGY (5.62%). In terms of maximum drawdown, UOLGY dropped -74.06% vs MTSFY's -52.08%.
UOLGY currently has the higher Sharpe Ratio (2.20 vs -0.24), 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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