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

Performance

ING vs. MUFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ING Groep N.V. (ING) and Mitsubishi UFJ Financial Group, Inc. (MUFG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-9.27%
17.67%
ING
MUFG

Returns By Period

In the year-to-date period, ING achieves a 12.01% return, which is significantly lower than MUFG's 37.80% return. Over the past 10 years, ING has underperformed MUFG with an annualized return of 6.29%, while MUFG has yielded a comparatively higher 11.18% annualized return.


ING

YTD

12.01%

1M

-7.46%

6M

-9.27%

1Y

21.65%

5Y (annualized)

12.29%

10Y (annualized)

6.29%

MUFG

YTD

37.80%

1M

10.67%

6M

17.67%

1Y

39.26%

5Y (annualized)

21.77%

10Y (annualized)

11.18%

Fundamentals


INGMUFG
Market Cap$49.84B$136.84B
EPS$2.18$1.00
PE Ratio7.2511.67
PEG Ratio0.411.57
Total Revenue (TTM)$24.12B$6.17T
Gross Profit (TTM)$17.19B$7.40T
EBITDA (TTM)-$184.00M$184.74B

Key characteristics


INGMUFG
Sharpe Ratio0.941.36
Sortino Ratio1.351.85
Omega Ratio1.181.26
Calmar Ratio0.401.95
Martin Ratio3.255.44
Ulcer Index6.51%7.25%
Daily Std Dev22.53%28.94%
Max Drawdown-92.98%-76.79%
Current Drawdown-38.92%-2.90%

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Correlation

-0.50.00.51.00.4

The correlation between ING 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.

Risk-Adjusted Performance

ING vs. MUFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ING Groep N.V. (ING) 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 ING, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.941.36
The chart of Sortino ratio for ING, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.351.85
The chart of Omega ratio for ING, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.26
The chart of Calmar ratio for ING, currently valued at 0.40, compared to the broader market0.002.004.006.000.401.95
The chart of Martin ratio for ING, currently valued at 3.25, compared to the broader market0.0010.0020.0030.003.255.44
ING
MUFG

The current ING Sharpe Ratio is 0.94, which is lower than the MUFG Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of ING 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.94
1.36
ING
MUFG

Dividends

ING vs. MUFG - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 7.67%, more than MUFG's 1.09% yield.


TTM20232022202120202019201820172016201520142013
ING
ING Groep N.V.
7.67%5.86%7.17%5.09%0.00%6.33%7.64%3.99%5.24%2.95%0.00%0.00%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.09%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%2.08%

Drawdowns

ING vs. MUFG - Drawdown Comparison

The maximum ING drawdown since its inception was -92.98%, which is greater than MUFG's maximum drawdown of -76.79%. Use the drawdown chart below to compare losses from any high point for ING and MUFG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.92%
-2.90%
ING
MUFG

Volatility

ING vs. MUFG - Volatility Comparison

The current volatility for ING Groep N.V. (ING) is 6.20%, while Mitsubishi UFJ Financial Group, Inc. (MUFG) has a volatility of 8.67%. This indicates that ING experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
6.20%
8.67%
ING
MUFG

Financials

ING vs. MUFG - Financials Comparison

This section allows you to compare key financial metrics between ING Groep N.V. 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