Mitsubishi Corporation (TSE: 8058.T) closed at 4,737.00 JPY, +0.4%, on 2026-08-27, with a market cap of $119.0B as of 2026-08-26, a trailing P/E of 22.5, a return on equity of 8.5%, a net margin of 4.2% and 3-year sales growth of -4.3%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 676 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.11% | Sharpe | 1.04 |
| Sortino | 1.59 |
| Beta | −0.29 | Correlation | −0.12 |
| Up capture | 68.32% | Down capture | −96.79% |
Relative Value shows 0.30 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −33.73% | Ulcer Index | 15.86 |
| MTD | −0.82% | QTD | 8.97% |
| YTD | 33.37% | Window (ann., 3.0y) | 29.60% |
| Skewness | 0.09 | Excess Kurtosis | 6.04 |
| Omega (θ=0) | 1.21 | Tail Ratio | 1.15 |
| Gain/Pain | 0.21 | Hit Rate | 50.59% |
| Win/Loss | 1.17 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.82% | -4.69% | -3.29% | -4.72% |
| CVaR (ES) | -4.40% | -7.68% | -4.17% | -5.42% |
| VaR (Cornish-Fisher) | — | — | -2.98% | -7.51% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -33.73% | 2024-05-01 | 2025-02-20 | 2025-09-19 | 193 | 98 |
| -26.15% | 2026-05-14 | 2026-07-01 | ongoing | 34 | — |
| -16.84% | 2026-03-27 | 2026-04-22 | 2026-05-13 | 18 | 11 |
| -13.17% | 2023-09-19 | 2023-12-14 | 2024-01-17 | 59 | 20 |
| -8.04% | 2025-12-08 | 2025-12-24 | 2026-01-13 | 12 | 9 |
| -7.70% | 2026-03-18 | 2026-03-23 | 2026-03-27 | 2 | 4 |
| -7.63% | 2026-03-02 | 2026-03-09 | 2026-03-18 | 5 | 5 |
| -5.51% | 2026-01-15 | 2026-01-26 | 2026-02-03 | 7 | 6 |
| -5.41% | 2025-10-27 | 2025-11-04 | 2025-12-08 | 5 | 22 |
| -5.31% | 2026-02-12 | 2026-02-17 | 2026-02-27 | 3 | 7 |
Worst depth first · lengths in trading days.
