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

Key characteristics


INGMUFG
YTD Return11.53%15.10%
1Y Return41.28%64.56%
3Y Return (Ann)16.99%26.65%
5Y Return (Ann)10.99%19.52%
10Y Return (Ann)6.31%9.73%
Sharpe Ratio1.722.13
Daily Std Dev23.08%28.20%
Max Drawdown-92.98%-88.37%
Current Drawdown-39.18%-31.59%

Fundamentals


INGMUFG
Market Cap$52.59B$117.26B
EPS$2.18$1.10
PE Ratio7.319.01
PEG Ratio0.410.97
Revenue (TTM)$17.63B$4.08T
Gross Profit (TTM)$29.42B$4.21T

Correlation

-0.50.00.51.00.4

The correlation between ING and MUFG is 0.39, 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

ING vs. MUFG - Performance Comparison

In the year-to-date period, ING achieves a 11.53% return, which is significantly lower than MUFG's 15.10% return. Over the past 10 years, ING has underperformed MUFG with an annualized return of 6.31%, while MUFG has yielded a comparatively higher 9.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
79.25%
-2.54%
ING
MUFG

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ING Groep N.V.

Mitsubishi UFJ Financial Group, Inc.

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.


ING
Sharpe ratio
The chart of Sharpe ratio for ING, currently valued at 1.72, compared to the broader market-2.00-1.000.001.002.003.004.001.72
Sortino ratio
The chart of Sortino ratio for ING, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.006.002.23
Omega ratio
The chart of Omega ratio for ING, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ING, currently valued at 0.69, compared to the broader market0.002.004.006.000.69
Martin ratio
The chart of Martin ratio for ING, currently valued at 6.27, compared to the broader market-10.000.0010.0020.0030.006.27
MUFG
Sharpe ratio
The chart of Sharpe ratio for MUFG, currently valued at 2.13, compared to the broader market-2.00-1.000.001.002.003.004.002.13
Sortino ratio
The chart of Sortino ratio for MUFG, currently valued at 2.92, compared to the broader market-4.00-2.000.002.004.006.002.92
Omega ratio
The chart of Omega ratio for MUFG, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for MUFG, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for MUFG, currently valued at 13.11, compared to the broader market-10.000.0010.0020.0030.0013.11

ING vs. MUFG - Sharpe Ratio Comparison

The current ING Sharpe Ratio is 1.72, which roughly equals the MUFG Sharpe Ratio of 2.13. The chart below compares the 12-month rolling Sharpe Ratio of ING and MUFG.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.72
2.13
ING
MUFG

Dividends

ING vs. MUFG - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 7.54%, more than MUFG's 1.41% yield.


TTM20232022202120202019201820172016201520142013
ING
ING Groep N.V.
7.54%5.86%7.12%5.05%0.00%6.28%7.64%3.98%5.17%2.86%0.00%0.00%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.41%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%3.01%

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 -88.37%. Use the drawdown chart below to compare losses from any high point for ING and MUFG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-39.18%
-9.91%
ING
MUFG

Volatility

ING vs. MUFG - Volatility Comparison

ING Groep N.V. (ING) has a higher volatility of 7.40% compared to Mitsubishi UFJ Financial Group, Inc. (MUFG) at 4.90%. This indicates that ING'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
7.40%
4.90%
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