CMWAY vs. MUFG

Last updated Apr 1, 2026

Compare and contrast key facts about Commonwealth Bank of Australia PK (CMWAY) and Mitsubishi UFJ Financial Group, Inc. (MUFG).

Performance

CMWAY vs. MUFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commonwealth Bank of Australia PK (CMWAY) and Mitsubishi UFJ Financial Group, Inc. (MUFG). The values are adjusted to include any dividend payments, if applicable.

CMWAY vs. MUFG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CMWAY Commonwealth Bank of Australia PK	12.25%	14.67%	30.16%	14.01%	-1.83%	21.14%	17.04%	17.00%	-13.84%	13.44%
MUFG Mitsubishi UFJ Financial Group, Inc.	7.00%	39.96%	40.10%	33.50%	27.37%	25.70%	-15.99%	11.50%	-33.01%	20.99%

Fundamentals

Market Cap CMWAY : $197.68B MUFG : $193.98B
EPS CMWAY : $11.73 MUFG : $169.11
PE Ratio CMWAY : 10.06 MUFG : 0.10
PEG Ratio CMWAY : 1.97 MUFG : 0.00
PS Ratio CMWAY : 1.69 MUFG : 0.02
PB Ratio CMWAY : 2.56 MUFG : 0.01
Total Revenue (TTM) CMWAY : $116.83B MUFG : $12.45T
Gross Profit (TTM) CMWAY : $77.16B MUFG : $5.45T
EBITDA (TTM) CMWAY : $15.17B MUFG : $2.57T

Returns By Period

In the year-to-date period, CMWAY achieves a 12.25% return, which is significantly higher than MUFG's 7.00% return. Over the past 10 years, CMWAY has underperformed MUFG with an annualized return of 13.12%, while MUFG has yielded a comparatively higher 16.76% annualized return.

CMWAY

• 1D: 1.72%
• 1M: -5.06%
• YTD: 12.25%
• 6M: 8.69%
• 1Y: 28.11%
• 3Y*: 25.71%
• 5Y*: 16.50%
• 10Y*: 13.12%

MUFG

• 1D: 3.98%
• 1M: -8.96%
• YTD: 7.00%
• 6M: 6.46%
• 1Y: 26.29%
• 3Y*: 42.16%
• 5Y*: 29.43%
• 10Y*: 16.76%

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

Return for Risk

CMWAY vs. MUFG — Risk / Return Rank

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

CMWAY

CMWAY Risk / Return Rank: 69
CMWAY Sharpe Ratio Rank: 73
CMWAY Sortino Ratio Rank: 68
CMWAY Omega Ratio Rank: 66
CMWAY Calmar Ratio Rank: 69
CMWAY Martin Ratio Rank: 67

MUFG

MUFG Risk / Return Rank: 68
MUFG Sharpe Ratio Rank: 72
MUFG Sortino Ratio Rank: 64
MUFG Omega Ratio Rank: 64
MUFG Calmar Ratio Rank: 68
MUFG Martin Ratio Rank: 73

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.

CMWAY vs. MUFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commonwealth Bank of Australia PK (CMWAY) 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.

	CMWAY	MUFG	Difference
Sharpe ratio Return per unit of total volatility	0.93	0.86	+0.07
Sortino ratio Return per unit of downside risk	1.48	1.31	+0.17
Omega ratio Gain probability vs. loss probability	1.19	1.18	+0.02
Calmar ratio Return relative to maximum drawdown	1.38	1.23	+0.15
Martin ratio Return relative to average drawdown	2.91	3.79	-0.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMWAY vs. MUFG - Sharpe Ratio Comparison

The current CMWAY Sharpe Ratio is 0.93, which is comparable to the MUFG Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of CMWAY 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.

Sharpe Ratios by Period

	CMWAY	MUFG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	0.86	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	1.03	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.60	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.16	+0.27

Correlation

The correlation between CMWAY 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.

Dividends

CMWAY vs. MUFG - Dividend Comparison

CMWAY's dividend yield for the trailing twelve months is around 2.85%, more than MUFG's 1.33% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMWAY Commonwealth Bank of Australia PK	2.85%	2.92%	3.19%	3.96%	3.89%	3.52%	3.20%	5.24%	6.36%	7.63%	10.91%	5.13%
MUFG Mitsubishi UFJ Financial Group, Inc.	1.33%	3.12%	2.50%	2.90%	3.36%	2.18%	2.62%	0.00%	0.00%	2.20%	2.70%	2.34%

Drawdowns

CMWAY vs. MUFG - Drawdown Comparison

The maximum CMWAY drawdown since its inception was -47.71%, smaller than the maximum MUFG drawdown of -76.75%. Use the drawdown chart below to compare losses from any high point for CMWAY and MUFG.

Drawdown Indicators

	CMWAY	MUFG	Difference
Max Drawdown Largest peak-to-trough decline	-47.71%	-76.75%	+29.04%
Max Drawdown (1Y) Largest decline over 1 year	-21.74%	-18.87%	-2.87%
Max Drawdown (5Y) Largest decline over 5 years	-26.39%	-32.81%	+6.42%
Max Drawdown (10Y) Largest decline over 10 years	-47.71%	-57.62%	+9.91%
Current Drawdown Current decline from peak	-7.70%	-13.99%	+6.29%
Average Drawdown Average peak-to-trough decline	-9.65%	-43.84%	+34.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.28%	6.74%	+3.54%

Volatility

CMWAY vs. MUFG - Volatility Comparison

Commonwealth Bank of Australia PK (CMWAY) has a higher volatility of 9.99% compared to Mitsubishi UFJ Financial Group, Inc. (MUFG) at 8.79%. This indicates that CMWAY'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.

Volatility by Period

	CMWAY	MUFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.99%	8.79%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	19.58%	18.63%	+0.95%
Volatility (1Y) Calculated over the trailing 1-year period	30.51%	30.87%	-0.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.44%	28.83%	-3.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.95%	28.25%	-1.30%

Financials

CMWAY vs. MUFG - Profitability Comparison

The chart below illustrates the profitability comparison between Commonwealth Bank of Australia PK and Mitsubishi UFJ Financial Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CMWAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Commonwealth Bank of Australia PK reported a gross profit of 14.50B and revenue of 34.13B. Therefore, the gross margin over that period was 42.5%.

MUFG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Mitsubishi UFJ Financial Group, Inc. reported a gross profit of 0.00 and revenue of 3.34T. Therefore, the gross margin over that period was 0.0%.

CMWAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Commonwealth Bank of Australia PK reported an operating income of 7.62B and revenue of 34.13B, resulting in an operating margin of 22.3%.

MUFG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Mitsubishi UFJ Financial Group, Inc. reported an operating income of 650.09B and revenue of 3.34T, resulting in an operating margin of 19.5%.

CMWAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Commonwealth Bank of Australia PK reported a net income of 4.89B and revenue of 34.13B, resulting in a net margin of 14.3%.

MUFG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Mitsubishi UFJ Financial Group, Inc. reported a net income of 529.95B and revenue of 3.34T, resulting in a net margin of 15.9%.