AB vs. MUFG
AB (AllianceBernstein Holding L.P.) and MUFG (Mitsubishi UFJ Financial Group, Inc.) are both stocks. Both are in the Financial Services sector — AB in Asset Management, MUFG in Banks - Diversified. Over the past 10 years, AB returned 14.30%/yr vs 17.84%/yr for MUFG. At a 0.31 correlation, their price movements are largely independent.
Performance
AB vs. MUFG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AB achieves a -0.39% return, which is significantly lower than MUFG's 25.60% return. Over the past 10 years, AB has underperformed MUFG with an annualized return of 14.30%, while MUFG has yielded a comparatively higher 17.84% annualized return.
AB
- 1D
- -1.64%
- 1M
- -6.29%
- YTD
- -0.39%
- 6M
- -8.47%
- 1Y
- -0.43%
- 3Y*
- 11.52%
- 5Y*
- 3.78%
- 10Y*
- 14.30%
MUFG
- 1D
- 0.05%
- 1M
- 10.97%
- YTD
- 25.60%
- 6M
- 25.13%
- 1Y
- 46.00%
- 3Y*
- 45.96%
- 5Y*
- 32.45%
- 10Y*
- 17.84%
AB vs. MUFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | -0.39% | 13.36% | 30.40% | -2.29% | -23.46% | 56.27% | 23.00% | 19.85% | 21.04% | 16.76% |
MUFG Mitsubishi UFJ Financial Group, Inc. | 25.60% | 39.96% | 40.10% | 33.50% | 27.37% | 25.70% | -15.99% | 11.50% | -33.01% | 20.99% |
Correlation
The correlation between AB and MUFG is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2001 | 0.31 |
Fundamentals
AB:
$3.39B
MUFG:
$222.81B
AB:
$3.22
MUFG:
$214.15
AB:
11.38
MUFG:
0.09
AB:
14.16
MUFG:
0.02
AB:
2.69
MUFG:
0.01
AB:
$250.00M
MUFG:
$13.21T
AB:
$250.00M
MUFG:
$7.24T
AB:
$252.50M
MUFG:
$3.34T
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AB vs. MUFG — Risk / Return Rank
AB
MUFG
AB vs. MUFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Holding L.P. (AB) and Mitsubishi UFJ Financial Group, Inc. (MUFG). 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.
| AB | MUFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.30 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.67 | -2.70 |
| Martin ratioReturn relative to average drawdown | -0.07 | 7.49 | -7.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AB | MUFG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 1.79 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 1.12 | -0.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.64 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.18 | +0.28 |
Drawdowns
AB vs. MUFG - Drawdown Comparison
The maximum AB drawdown since its inception was -87.65%, which is greater than MUFG's maximum drawdown of -76.75%. Use the drawdown chart below to compare losses from any high point for AB and MUFG.
Loading charts...
Drawdown Indicators
| AB | MUFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.65% | -76.75% | -10.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.68% | -17.28% | +2.60% |
Max Drawdown (3Y)Largest decline over 3 years | -20.84% | -26.56% | +5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -45.76% | -32.81% | -12.95% |
Max Drawdown (10Y)Largest decline over 10 years | -58.08% | -57.62% | -0.46% |
Current DrawdownCurrent decline from peak | -10.44% | -0.65% | -9.79% |
Average DrawdownAverage peak-to-trough decline | -26.21% | -43.56% | +17.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 6.16% | +0.52% |
Volatility
AB vs. MUFG - Volatility Comparison
The current volatility for AllianceBernstein Holding L.P. (AB) is 4.11%, while Mitsubishi UFJ Financial Group, Inc. (MUFG) has a volatility of 5.66%. This indicates that AB experiences smaller price fluctuations and is considered to be less risky than MUFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AB | MUFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 5.66% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 19.14% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 25.83% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.24% | 29.05% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.40% | 27.88% | +4.52% |
Dividends
AB vs. MUFG - Dividend Comparison
AB's dividend yield for the trailing twelve months is around 9.30%, more than MUFG's 1.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 9.30% | 9.02% | 8.03% | 8.44% | 10.30% | 7.33% | 8.26% | 7.67% | 10.54% | 8.50% | 7.46% | 8.09% |
MUFG Mitsubishi UFJ Financial Group, Inc. | 1.13% | 3.12% | 2.50% | 2.90% | 3.36% | 2.18% | 2.62% | 0.00% | 0.00% | 2.20% | 2.70% | 2.34% |
Financials
AB vs. MUFG - Financials Comparison
This section allows you to compare key financial metrics between AllianceBernstein Holding L.P. and Mitsubishi UFJ Financial Group, Inc.. 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
Frequently Asked Questions
AB and MUFG have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUFG has higher volatility (5.66%) compared to AB (4.11%). In terms of maximum drawdown, AB dropped -87.65% vs MUFG's -76.75%.
MUFG currently has the higher Sharpe Ratio (1.79 vs -0.02), 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.
Find the right allocation for AB and MUFG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer