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BBVA vs. MUFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BBVAMUFG
YTD Return19.83%20.64%
1Y Return38.71%24.54%
3Y Return (Ann)22.75%24.21%
5Y Return (Ann)22.44%20.08%
10Y Return (Ann)4.48%10.47%
Sharpe Ratio1.350.82
Sortino Ratio1.751.23
Omega Ratio1.241.17
Calmar Ratio1.450.52
Martin Ratio4.683.52
Ulcer Index8.27%6.89%
Daily Std Dev28.72%29.52%
Max Drawdown-80.20%-88.37%
Current Drawdown-10.38%-30.14%

Fundamentals


BBVAMUFG
Market Cap$60.69B$119.60B
EPS$1.65$0.84
PE Ratio6.3812.21
PEG Ratio1.441.85
Total Revenue (TTM)$36.66B$7.40T
Gross Profit (TTM)$36.66B$7.40T
EBITDA (TTM)$1.66B$184.74B

Correlation

-0.50.00.51.00.3

The correlation between BBVA and MUFG is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BBVA vs. MUFG - Performance Comparison

The year-to-date returns for both investments are quite close, with BBVA having a 19.83% return and MUFG slightly higher at 20.64%. Over the past 10 years, BBVA has underperformed MUFG with an annualized return of 4.48%, while MUFG has yielded a comparatively higher 10.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%MayJuneJulyAugustSeptemberOctober
1,895.45%
-3.98%
BBVA
MUFG

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Risk-Adjusted Performance

BBVA vs. MUFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) 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.


BBVA
Sharpe ratio
The chart of Sharpe ratio for BBVA, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.35
Sortino ratio
The chart of Sortino ratio for BBVA, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.75
Omega ratio
The chart of Omega ratio for BBVA, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for BBVA, currently valued at 1.45, compared to the broader market0.002.004.006.001.45
Martin ratio
The chart of Martin ratio for BBVA, currently valued at 4.68, compared to the broader market-10.000.0010.0020.004.68
MUFG
Sharpe ratio
The chart of Sharpe ratio for MUFG, currently valued at 0.83, compared to the broader market-4.00-2.000.002.000.83
Sortino ratio
The chart of Sortino ratio for MUFG, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.24
Omega ratio
The chart of Omega ratio for MUFG, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for MUFG, currently valued at 0.53, compared to the broader market0.002.004.006.000.53
Martin ratio
The chart of Martin ratio for MUFG, currently valued at 3.54, compared to the broader market-10.000.0010.0020.003.54

BBVA vs. MUFG - Sharpe Ratio Comparison

The current BBVA Sharpe Ratio is 1.35, which is higher than the MUFG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BBVA and MUFG, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
1.35
0.83
BBVA
MUFG

Dividends

BBVA vs. MUFG - Dividend Comparison

BBVA's dividend yield for the trailing twelve months is around 7.05%, more than MUFG's 1.24% yield.


TTM20232022202120202019201820172016201520142013
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
7.05%5.58%6.28%2.79%3.53%5.20%5.67%3.92%6.02%4.29%5.71%4.43%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.24%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%2.08%

Drawdowns

BBVA vs. MUFG - Drawdown Comparison

The maximum BBVA drawdown since its inception was -80.20%, smaller than the maximum MUFG drawdown of -88.37%. Use the drawdown chart below to compare losses from any high point for BBVA and MUFG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-10.38%
-30.14%
BBVA
MUFG

Volatility

BBVA vs. MUFG - Volatility Comparison

Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a higher volatility of 8.87% compared to Mitsubishi UFJ Financial Group, Inc. (MUFG) at 8.12%. This indicates that BBVA'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%MayJuneJulyAugustSeptemberOctober
8.87%
8.12%
BBVA
MUFG

Financials

BBVA vs. MUFG - Financials Comparison

This section allows you to compare key financial metrics between Banco Bilbao Vizcaya Argentaria, S.A. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items