PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BBVA vs. MUFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BBVA and MUFG is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

BBVA vs. MUFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) and Mitsubishi UFJ Financial Group, Inc. (MUFG). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
134.12%
117.22%
BBVA
MUFG

Key characteristics

Sharpe Ratio

BBVA:

0.57

MUFG:

1.42

Sortino Ratio

BBVA:

0.90

MUFG:

1.92

Omega Ratio

BBVA:

1.12

MUFG:

1.26

Calmar Ratio

BBVA:

0.93

MUFG:

2.01

Martin Ratio

BBVA:

1.70

MUFG:

5.62

Ulcer Index

BBVA:

10.21%

MUFG:

7.23%

Daily Std Dev

BBVA:

30.56%

MUFG:

28.71%

Max Drawdown

BBVA:

-80.19%

MUFG:

-76.79%

Current Drawdown

BBVA:

-15.00%

MUFG:

-6.95%

Fundamentals

Market Cap

BBVA:

$59.05B

MUFG:

$138.50B

EPS

BBVA:

$1.68

MUFG:

$1.01

PE Ratio

BBVA:

6.06

MUFG:

11.66

PEG Ratio

BBVA:

1.43

MUFG:

1.51

Total Revenue (TTM)

BBVA:

$45.48B

MUFG:

$7.97T

Gross Profit (TTM)

BBVA:

$45.48B

MUFG:

$9.20T

EBITDA (TTM)

BBVA:

$5.95B

MUFG:

$184.74B

Returns By Period

In the year-to-date period, BBVA achieves a 13.66% return, which is significantly lower than MUFG's 33.81% return. Over the past 10 years, BBVA has underperformed MUFG with an annualized return of 5.34%, while MUFG has yielded a comparatively higher 11.03% annualized return.


BBVA

YTD

13.66%

1M

-0.62%

6M

2.54%

1Y

14.80%

5Y*

18.36%

10Y*

5.34%

MUFG

YTD

33.81%

1M

-2.49%

6M

17.44%

1Y

37.97%

5Y*

20.18%

10Y*

11.03%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for BBVA, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.571.42
The chart of Sortino ratio for BBVA, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.901.92
The chart of Omega ratio for BBVA, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.26
The chart of Calmar ratio for BBVA, currently valued at 0.93, compared to the broader market0.002.004.006.000.932.01
The chart of Martin ratio for BBVA, currently valued at 1.70, compared to the broader market-5.000.005.0010.0015.0020.0025.001.705.62
BBVA
MUFG

The current BBVA Sharpe Ratio is 0.57, which is lower than the MUFG Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BBVA and MUFG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.57
1.42
BBVA
MUFG

Dividends

BBVA vs. MUFG - Dividend Comparison

BBVA's dividend yield for the trailing twelve months is around 7.74%, more than MUFG's 1.12% yield.


TTM20232022202120202019201820172016201520142013
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
7.74%5.51%6.29%2.80%3.50%5.23%5.71%3.89%6.07%4.31%5.85%4.46%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.12%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 -80.19%, roughly equal to the maximum MUFG drawdown of -76.79%. Use the drawdown chart below to compare losses from any high point for BBVA and MUFG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.00%
-6.95%
BBVA
MUFG

Volatility

BBVA vs. MUFG - Volatility Comparison

Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a higher volatility of 7.82% compared to Mitsubishi UFJ Financial Group, Inc. (MUFG) at 6.09%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.82%
6.09%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab