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

Correlation

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.


-0.50.00.51.00.4

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-10.89%
8.92%
ING
MUFG

Key characteristics

Sharpe Ratio

ING:

0.72

MUFG:

1.32

Sortino Ratio

ING:

1.09

MUFG:

1.80

Omega Ratio

ING:

1.14

MUFG:

1.25

Calmar Ratio

ING:

0.31

MUFG:

1.86

Martin Ratio

ING:

2.08

MUFG:

5.16

Ulcer Index

ING:

8.01%

MUFG:

7.28%

Daily Std Dev

ING:

23.11%

MUFG:

28.47%

Max Drawdown

ING:

-92.98%

MUFG:

-76.79%

Current Drawdown

ING:

-38.37%

MUFG:

-1.23%

Fundamentals

Market Cap

ING:

$49.18B

MUFG:

$140.59B

EPS

ING:

$2.13

MUFG:

$0.98

PE Ratio

ING:

7.41

MUFG:

12.33

PEG Ratio

ING:

0.41

MUFG:

1.59

Total Revenue (TTM)

ING:

$17.21B

MUFG:

$6.52T

Gross Profit (TTM)

ING:

$17.19B

MUFG:

$7.75T

EBITDA (TTM)

ING:

$967.00M

MUFG:

-$318.18B

Returns By Period

In the year-to-date period, ING achieves a 0.70% return, which is significantly lower than MUFG's 3.07% return. Over the past 10 years, ING has underperformed MUFG with an annualized return of 8.09%, while MUFG has yielded a comparatively higher 12.55% annualized return.


ING

YTD

0.70%

1M

-0.50%

6M

-10.88%

1Y

19.63%

5Y*

11.76%

10Y*

8.09%

MUFG

YTD

3.07%

1M

1.68%

6M

8.93%

1Y

39.92%

5Y*

22.67%

10Y*

12.55%

*Annualized

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Risk-Adjusted Performance

ING vs. MUFG — Risk-Adjusted Performance Rank

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

ING
The Risk-Adjusted Performance Rank of ING is 6767
Overall Rank
The Sharpe Ratio Rank of ING is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ING is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ING is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ING is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ING is 6969
Martin Ratio Rank

MUFG
The Risk-Adjusted Performance Rank of MUFG is 8383
Overall Rank
The Sharpe Ratio Rank of MUFG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MUFG is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MUFG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MUFG is 9090
Calmar Ratio Rank
The Martin Ratio Rank of MUFG is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ING, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.721.32
The chart of Sortino ratio for ING, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.091.80
The chart of Omega ratio for ING, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.25
The chart of Calmar ratio for ING, currently valued at 0.31, compared to the broader market0.002.004.006.000.311.86
The chart of Martin ratio for ING, currently valued at 2.08, compared to the broader market-10.000.0010.0020.002.085.16
ING
MUFG

The current ING Sharpe Ratio is 0.72, which is lower than the MUFG Sharpe Ratio of 1.32. 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.72
1.32
ING
MUFG

Dividends

ING vs. MUFG - Dividend Comparison

ING's dividend yield for the trailing twelve months is around 7.60%, more than MUFG's 1.05% yield.


TTM20242023202220212020201920182017201620152014
ING
ING Groep N.V.
7.60%7.65%5.86%7.17%5.09%0.00%6.33%7.64%3.99%5.24%2.95%0.00%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.05%1.09%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%

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%AugustSeptemberOctoberNovemberDecember2025
-38.37%
-1.23%
ING
MUFG

Volatility

ING vs. MUFG - Volatility Comparison

ING Groep N.V. (ING) and Mitsubishi UFJ Financial Group, Inc. (MUFG) have volatilities of 5.41% and 5.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%AugustSeptemberOctoberNovemberDecember2025
5.41%
5.28%
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