ITOCY vs. MUFG
ITOCY (Itochu Corp ADR) and MUFG (Mitsubishi UFJ Financial Group, Inc.) are both stocks. ITOCY operates in Conglomerates (Industrials), while MUFG operates in Banks - Diversified (Financial Services). Over the past 10 years, ITOCY returned 18.17%/yr vs 19.00%/yr for MUFG. At a 0.40 correlation, their price movements are largely independent.
Performance
ITOCY vs. MUFG - Performance Comparison
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Returns By Period
In the year-to-date period, ITOCY achieves a -8.34% return, which is significantly lower than MUFG's 41.05% return. Both investments have delivered pretty close results over the past 10 years, with ITOCY having a 18.17% annualized return and MUFG not far ahead at 19.00%.
ITOCY
- 1D
- -0.86%
- 1M
- -1.53%
- 6M
- -12.96%
- YTD
- -8.34%
- 1Y
- 12.20%
- 3Y*
- 14.93%
- 5Y*
- 14.91%
- 10Y*
- 18.17%
MUFG
- 1D
- 1.34%
- 1M
- 8.83%
- 6M
- 29.76%
- YTD
- 41.05%
- 1Y
- 65.75%
- 3Y*
- 47.38%
- 5Y*
- 37.24%
- 10Y*
- 19.00%
ITOCY vs. MUFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | -8.34% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
MUFG Mitsubishi UFJ Financial Group, Inc. | 41.05% | 39.96% | 40.10% | 33.50% | 27.37% | 25.70% | -15.99% | 11.50% | -33.01% | 20.99% |
Correlation
The correlation between ITOCY and MUFG is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2006 | 0.40 |
Fundamentals
ITOCY:
$81.85B
MUFG:
$247.65B
ITOCY:
¥97.40
MUFG:
¥214.92
ITOCY:
19.32
MUFG:
16.55
ITOCY:
0.59
MUFG:
0.61
ITOCY:
1.17
MUFG:
3.06
ITOCY:
1.99
MUFG:
1.78
ITOCY:
¥15.03T
MUFG:
¥13.21T
ITOCY:
¥2.51T
MUFG:
¥7.24T
ITOCY:
¥1.26T
MUFG:
¥3.34T
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Return for Risk
ITOCY vs. MUFG — Risk / Return Rank
ITOCY
MUFG
ITOCY vs. MUFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ITOCY | MUFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.40 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 3.82 | -3.32 |
| Martin ratioReturn relative to average drawdown | 1.19 | 11.30 | -10.11 |
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Drawdowns
ITOCY vs. MUFG - Drawdown Comparison
The maximum ITOCY drawdown since its inception was -69.11%, smaller than the maximum MUFG drawdown of -76.75%. Use the drawdown chart below to compare losses from any high point for ITOCY and MUFG.
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Drawdown Indicators
| ITOCY | MUFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -76.75% | +7.64% |
Max Drawdown (1Y)Largest decline over 1 year | -24.49% | -17.28% | -7.21% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -26.56% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -32.81% | +2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -30.18% | -57.62% | +27.44% |
Current DrawdownCurrent decline from peak | -20.94% | 0.00% | -20.94% |
Average DrawdownAverage peak-to-trough decline | -14.30% | -43.39% | +29.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.31% | 5.84% | +4.47% |
Volatility
ITOCY vs. MUFG - Volatility Comparison
The current volatility for Itochu Corp ADR (ITOCY) is 5.72%, while Mitsubishi UFJ Financial Group, Inc. (MUFG) has a volatility of 6.90%. This indicates that ITOCY 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.
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Volatility by Period
| ITOCY | MUFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 6.90% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 20.45% | 19.57% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.84% | 26.47% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.24% | 29.15% | -2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.93% | 27.72% | -3.79% |
Dividends
ITOCY vs. MUFG - Dividend Comparison
ITOCY has not paid dividends to shareholders, while MUFG's dividend yield for the trailing twelve months is around 2.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | 0.00% | 1.07% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 1.85% | 3.93% | 2.83% | 3.68% | 3.30% |
MUFG Mitsubishi UFJ Financial Group, Inc. | 2.46% | 3.12% | 2.50% | 2.90% | 3.36% | 2.18% | 2.62% | 0.00% | 0.00% | 2.20% | 2.70% | 2.34% |
Financials
ITOCY vs. MUFG - Financials Comparison
This section allows you to compare key financial metrics between Itochu Corp ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
ITOCY vs. MUFG - Profitability Comparison
ITOCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.
MUFG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Mitsubishi UFJ Financial Group, Inc. reported a gross profit of 2.09T and revenue of 3.59T. Therefore, the gross margin over that period was 58.3%.
ITOCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.
MUFG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Mitsubishi UFJ Financial Group, Inc. reported an operating income of 841.39B and revenue of 3.59T, resulting in an operating margin of 23.4%.
ITOCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.
MUFG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Mitsubishi UFJ Financial Group, Inc. reported a net income of 624.99B and revenue of 3.59T, resulting in a net margin of 17.4%.
Frequently Asked Questions
ITOCY and MUFG have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUFG has higher volatility (6.90%) compared to ITOCY (5.72%). In terms of maximum drawdown, ITOCY dropped -69.11% vs MUFG's -76.75%.
MUFG currently has the higher Sharpe Ratio (2.50 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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