AM.PA vs. MUFG
AM.PA (Dassault Aviation SA) and MUFG (Mitsubishi UFJ Financial Group, Inc.) are both stocks. AM.PA operates in Aerospace & Defense (Industrials), while MUFG operates in Banks - Diversified (Financial Services). Over the past 10 years, AM.PA returned 18.62%/yr vs 17.55%/yr for MUFG. At a 0.15 correlation, their price movements are largely independent.
Performance
AM.PA vs. MUFG - Performance Comparison
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Different Trading Currencies
AM.PA is traded in EUR, while MUFG is traded in USD. To make them comparable, the MUFG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AM.PA achieves a 11.44% return, which is significantly lower than MUFG's 27.92% return. Over the past 10 years, AM.PA has outperformed MUFG with an annualized return of 18.62%, while MUFG has yielded a comparatively lower 17.55% annualized return.
AM.PA
- 1D
- 0.54%
- 1M
- 5.22%
- YTD
- 11.44%
- 6M
- 13.01%
- 1Y
- -3.19%
- 3Y*
- 23.74%
- 5Y*
- 25.74%
- 10Y*
- 18.62%
MUFG
- 1D
- -0.07%
- 1M
- 13.40%
- YTD
- 27.92%
- 6M
- 26.25%
- 1Y
- 44.22%
- 3Y*
- 42.59%
- 5Y*
- 33.90%
- 10Y*
- 17.55%
AM.PA vs. MUFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AM.PA Dassault Aviation SA | 11.44% | 40.99% | 11.84% | 15.24% | 69.25% | 21.19% | -23.33% | 16.42% | 2.71% | 34.38% |
MUFG Mitsubishi UFJ Financial Group, Inc. | 27.92% | 23.35% | 49.34% | 29.49% | 35.27% | 35.10% | -22.92% | 14.02% | -29.87% | 6.12% |
Correlation
The correlation between AM.PA and MUFG is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2007 | 0.15 |
The correlation between AM.PA and MUFG shifts across timeframes, from 0.08 (3 years) to 0.18 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
AM.PA vs. MUFG — Risk / Return Rank
AM.PA
MUFG
AM.PA vs. MUFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dassault Aviation SA (AM.PA) 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.
| AM.PA | MUFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.30 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.03 | -3.08 |
| Martin ratioReturn relative to average drawdown | -0.10 | 8.16 | -8.26 |
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
| AM.PA | MUFG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 1.79 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.19 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.63 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.24 | +0.38 |
Drawdowns
AM.PA vs. MUFG - Drawdown Comparison
The maximum AM.PA drawdown since its inception was -55.76%, smaller than the maximum MUFG drawdown of -59.85%. Use the drawdown chart below to compare losses from any high point for AM.PA and MUFG.
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Drawdown Indicators
| AM.PA | MUFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.76% | -59.85% | +4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -20.80% | -14.64% | -6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -22.02% | -27.48% | +5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -29.32% | -27.48% | -1.84% |
Max Drawdown (10Y)Largest decline over 10 years | -55.76% | -52.68% | -3.08% |
Current DrawdownCurrent decline from peak | -13.66% | -0.07% | -13.59% |
Average DrawdownAverage peak-to-trough decline | -12.09% | -26.08% | +13.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.99% | 5.47% | +4.52% |
Volatility
AM.PA vs. MUFG - Volatility Comparison
Dassault Aviation SA (AM.PA) has a higher volatility of 7.68% compared to Mitsubishi UFJ Financial Group, Inc. (MUFG) at 5.90%. This indicates that AM.PA's price experiences larger fluctuations and is considered to be riskier than MUFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AM.PA | MUFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 5.90% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 24.18% | 18.26% | +5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.98% | 24.84% | +6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.15% | 28.61% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.99% | 27.87% | +2.12% |
Dividends
AM.PA vs. MUFG - Dividend Comparison
AM.PA's dividend yield for the trailing twelve months is around 1.59%, more than MUFG's 1.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AM.PA Dassault Aviation SA | 1.59% | 1.72% | 1.71% | 1.67% | 1.57% | 12.95% | 0.00% | 18.12% | 12.64% | 9.32% | 11.40% | 8.72% |
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
AM.PA vs. MUFG - Financials Comparison
This section allows you to compare key financial metrics between Dassault Aviation SA 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
AM.PA and MUFG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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