ITOCY vs. MUFG

Last updated Apr 1, 2026

Compare and contrast key facts about Itochu Corp ADR (ITOCY) and Mitsubishi UFJ Financial Group, Inc. (MUFG).

Performance

ITOCY vs. MUFG - Performance Comparison

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

ITOCY vs. MUFG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ITOCY Itochu Corp ADR	0.83%	30.16%	22.57%	30.30%	1.54%	6.60%	24.95%	38.77%	-5.54%	46.71%
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 ITOCY : $44.65B MUFG : $193.98B
EPS ITOCY : $156.04 MUFG : $169.11
PE Ratio ITOCY : 0.08 MUFG : 0.10
PEG Ratio ITOCY : 0.00 MUFG : 0.00
PS Ratio ITOCY : 0.01 MUFG : 0.02
PB Ratio ITOCY : 0.01 MUFG : 0.01
Total Revenue (TTM) ITOCY : $14.80T MUFG : $12.45T
Gross Profit (TTM) ITOCY : $2.45T MUFG : $5.45T
EBITDA (TTM) ITOCY : $1.15T MUFG : $2.57T

Returns By Period

In the year-to-date period, ITOCY achieves a 0.83% return, which is significantly lower than MUFG's 7.00% return. Over the past 10 years, ITOCY has outperformed MUFG with an annualized return of 19.89%, while MUFG has yielded a comparatively lower 16.76% annualized return.

ITOCY

• 1D: 2.08%
• 1M: -11.52%
• YTD: 0.83%
• 6M: 10.79%
• 1Y: 37.08%
• 3Y*: 26.31%
• 5Y*: 15.03%
• 10Y*: 19.89%

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

ITOCY vs. MUFG — Risk / Return Rank

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

ITOCY

ITOCY Risk / Return Rank: 79
ITOCY Sharpe Ratio Rank: 81
ITOCY Sortino Ratio Rank: 77
ITOCY Omega Ratio Rank: 74
ITOCY Calmar Ratio Rank: 80
ITOCY Martin Ratio Rank: 85

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.

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.

	ITOCY	MUFG	Difference
Sharpe ratio Return per unit of total volatility	1.28	0.86	+0.42
Sortino ratio Return per unit of downside risk	1.92	1.31	+0.61
Omega ratio Gain probability vs. loss probability	1.24	1.18	+0.06
Calmar ratio Return relative to maximum drawdown	2.27	1.23	+1.04
Martin ratio Return relative to average drawdown	7.64	3.79	+3.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITOCY vs. MUFG - Sharpe Ratio Comparison

The current ITOCY Sharpe Ratio is 1.28, which is higher than the MUFG Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ITOCY 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

	ITOCY	MUFG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	0.86	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	1.03	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.60	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.16	+0.25

Correlation

The correlation between ITOCY and MUFG is 0.40, 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

ITOCY vs. MUFG - Dividend Comparison

ITOCY has not paid dividends to shareholders, while MUFG's dividend yield for the trailing twelve months is around 1.33%.

	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.	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

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.

Drawdown Indicators

	ITOCY	MUFG	Difference
Max Drawdown Largest peak-to-trough decline	-69.11%	-76.75%	+7.64%
Max Drawdown (1Y) Largest decline over 1 year	-16.23%	-18.87%	+2.64%
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 Drawdown Current decline from peak	-13.03%	-13.99%	+0.96%
Average Drawdown Average peak-to-trough decline	-14.26%	-43.84%	+29.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.82%	6.74%	-1.92%

Volatility

ITOCY vs. MUFG - Volatility Comparison

Itochu Corp ADR (ITOCY) has a higher volatility of 10.57% compared to Mitsubishi UFJ Financial Group, Inc. (MUFG) at 8.79%. This indicates that ITOCY'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

	ITOCY	MUFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.57%	8.79%	+1.78%
Volatility (6M) Calculated over the trailing 6-month period	20.72%	18.63%	+2.09%
Volatility (1Y) Calculated over the trailing 1-year period	29.18%	30.87%	-1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.07%	28.83%	-2.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.97%	28.25%	-4.28%

Financials

ITOCY vs. MUFG - Profitability Comparison

The chart below illustrates the profitability comparison between Itochu Corp ADR and Mitsubishi UFJ Financial Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ITOCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Itochu Corp ADR reported a gross profit of 627.33B and revenue of 3.80T. Therefore, the gross margin over that period was 16.5%.

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%.

ITOCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Itochu Corp ADR reported an operating income of 175.41B and revenue of 3.80T, 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 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%.

ITOCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Itochu Corp ADR reported a net income of 208.72B and revenue of 3.80T, resulting in a net margin of 5.5%.

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%.