AXAHY vs. MFG

Last updated Jun 4, 2026

AXAHY (Axa SA ADR) and MFG (Mizuho Financial Group, Inc.) are both stocks. Both are in the Financial Services sector — AXAHY in Insurance - Diversified, MFG in Banks - Regional. Over the past 10 years, AXAHY returned 12.27%/yr vs 14.73%/yr for MFG. At a 0.41 correlation, their price movements are largely independent.

Performance

AXAHY vs. MFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axa SA ADR (AXAHY) and Mizuho Financial Group, Inc. (MFG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AXAHY achieves a -0.47% return, which is significantly lower than MFG's 29.23% return. Over the past 10 years, AXAHY has underperformed MFG with an annualized return of 12.27%, while MFG has yielded a comparatively higher 14.73% annualized return.

AXAHY

• 1D: -2.15%
• 1M: 1.58%
• YTD: -0.47%
• 6M: 7.12%
• 1Y: -0.86%
• 3Y*: 22.24%
• 5Y*: 16.68%
• 10Y*: 12.27%

MFG

• 1D: 1.94%
• 1M: 12.49%
• YTD: 29.23%
• 6M: 31.21%
• 1Y: 73.14%
• 3Y*: 50.32%
• 5Y*: 29.32%
• 10Y*: 14.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AXAHY vs. MFG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AXAHY Axa SA ADR	-0.47%	42.15%	15.60%	24.26%	-0.12%	32.10%	-11.41%	39.57%	-23.77%	23.28%
MFG Mizuho Financial Group, Inc.	29.23%	54.60%	47.85%	26.14%	17.09%	2.40%	-15.06%	3.00%	-17.58%	3.21%

Correlation

The correlation between AXAHY and MFG is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Nov 9, 2006	0.41

The correlation between AXAHY and MFG shifts across timeframes, from 0.29 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap AXAHY : $91.45B MFG : $115.41B
EPS AXAHY : $8.43 MFG : $101.00
PE Ratio AXAHY : 5.35 MFG : 0.09
PEG Ratio AXAHY : 0.36 MFG : 0.00
PS Ratio AXAHY : 0.46 MFG : 0.01
PB Ratio AXAHY : 1.94 MFG : 0.01
Total Revenue (TTM) AXAHY : $206.92B MFG : $8.66T
Gross Profit (TTM) AXAHY : $198.36B MFG : $4.12T
EBITDA (TTM) AXAHY : $21.17B MFG : $1.63T

Return for Risk

AXAHY vs. MFG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AXAHY

AXAHY Risk / Return Rank: 36
AXAHY Sharpe Ratio Rank: 39
AXAHY Sortino Ratio Rank: 31
AXAHY Omega Ratio Rank: 32
AXAHY Calmar Ratio Rank: 38
AXAHY Martin Ratio Rank: 38

MFG

MFG Risk / Return Rank: 86
MFG Sharpe Ratio Rank: 91
MFG Sortino Ratio Rank: 89
MFG Omega Ratio Rank: 87
MFG Calmar Ratio Rank: 81
MFG Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AXAHY vs. MFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Axa SA ADR (AXAHY) and Mizuho Financial Group, Inc. (MFG). 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.

	AXAHY	MFG	Difference
Sharpe ratio Return per unit of total volatility	-0.04	2.43	-2.47
Sortino ratio Return per unit of downside risk	0.09	3.11	-3.02
Omega ratio Gain probability vs. loss probability	1.01	1.39	-0.38
Calmar ratio Return relative to maximum drawdown	-0.06	2.97	-3.02
Martin ratio Return relative to average drawdown	-0.11	7.91	-8.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AXAHY vs. MFG - Sharpe Ratio Comparison

The current AXAHY Sharpe Ratio is -0.04, which is lower than the MFG Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of AXAHY and MFG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AXAHY	MFG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.04	2.43	-2.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	1.00	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.56	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.02	+0.12

Drawdowns

AXAHY vs. MFG - Drawdown Comparison

The maximum AXAHY drawdown since its inception was -89.17%, which is greater than MFG's maximum drawdown of -80.57%. Use the drawdown chart below to compare losses from any high point for AXAHY and MFG.

Drawdown Indicators

	AXAHY	MFG	Difference
Max Drawdown Largest peak-to-trough decline	-89.17%	-80.57%	-8.60%
Max Drawdown (1Y) Largest decline over 1 year	-15.11%	-24.78%	+9.67%
Max Drawdown (3Y) Largest decline over 3 years	-16.44%	-28.33%	+11.89%
Max Drawdown (5Y) Largest decline over 5 years	-32.38%	-28.33%	-4.05%
Max Drawdown (10Y) Largest decline over 10 years	-56.26%	-49.87%	-6.39%
Current Drawdown Current decline from peak	-5.79%	-6.24%	+0.45%
Average Drawdown Average peak-to-trough decline	-43.12%	-60.91%	+17.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.93%	9.28%	-1.35%

Volatility

AXAHY vs. MFG - Volatility Comparison

The current volatility for Axa SA ADR (AXAHY) is 7.86%, while Mizuho Financial Group, Inc. (MFG) has a volatility of 9.44%. This indicates that AXAHY experiences smaller price fluctuations and is considered to be less risky than MFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AXAHY	MFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.86%	9.44%	-1.58%
Volatility (6M) Calculated over the trailing 6-month period	15.48%	23.65%	-8.17%
Volatility (1Y) Calculated over the trailing 1-year period	21.28%	30.33%	-9.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.11%	29.59%	-5.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.22%	26.47%	+1.75%

Dividends

AXAHY vs. MFG - Dividend Comparison

AXAHY's dividend yield for the trailing twelve months is around 6.02%, more than MFG's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AXAHY Axa SA ADR	6.02%	5.10%	5.91%	5.50%	6.00%	5.70%	3.45%	5.36%	7.26%	4.26%	4.96%	3.90%
MFG Mizuho Financial Group, Inc.	0.99%	2.68%	3.20%	3.73%	4.34%	2.76%	2.71%	0.00%	0.00%	1.86%	3.77%	3.10%

Financials

AXAHY vs. MFG - Profitability Comparison

The chart below illustrates the profitability comparison between Axa SA ADR and Mizuho Financial Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

AXAHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Axa SA ADR reported a gross profit of 70.40B and revenue of 70.40B. Therefore, the gross margin over that period was 100.0%.

MFG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mizuho Financial Group, Inc. reported a gross profit of 1.17T and revenue of 2.27T. Therefore, the gross margin over that period was 51.7%.

AXAHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Axa SA ADR reported an operating income of 0.00 and revenue of 70.40B, resulting in an operating margin of 0.0%.

MFG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mizuho Financial Group, Inc. reported an operating income of 304.56B and revenue of 2.27T, resulting in an operating margin of 13.4%.

AXAHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Axa SA ADR reported a net income of 5.86B and revenue of 70.40B, resulting in a net margin of 8.3%.

MFG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mizuho Financial Group, Inc. reported a net income of 232.94B and revenue of 2.27T, resulting in a net margin of 10.3%.

Frequently Asked Questions

Can I hold both AXAHY and MFG in my portfolio?

AXAHY and MFG have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AXAHY or MFG?

MFG has higher volatility (9.44%) compared to AXAHY (7.86%). In terms of maximum drawdown, AXAHY dropped -89.17% vs MFG's -80.57%.

Which has better risk-adjusted returns?

MFG currently has the higher Sharpe Ratio (2.43 vs -0.04), 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.