MFG vs. EUFN
MFG (Mizuho Financial Group, Inc.) is a stock, while EUFN (iShares MSCI Europe Financials ETF) is Financials Equities fund tracking the MSCI Europe Financials Index. Over the past 10 years, MFG returned 15.72%/yr vs 13.48%/yr for EUFN. At a 0.46 correlation, their price movements are largely independent.
Performance
MFG vs. EUFN - Performance Comparison
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Returns By Period
In the year-to-date period, MFG achieves a 32.24% return, which is significantly higher than EUFN's 4.75% return. Over the past 10 years, MFG has outperformed EUFN with an annualized return of 15.72%, while EUFN has yielded a comparatively lower 13.48% annualized return.
MFG
- 1D
- 1.68%
- 1M
- 11.39%
- YTD
- 32.24%
- 6M
- 31.34%
- 1Y
- 78.46%
- 3Y*
- 51.80%
- 5Y*
- 30.84%
- 10Y*
- 15.72%
EUFN
- 1D
- 1.20%
- 1M
- 3.43%
- YTD
- 4.75%
- 6M
- 9.10%
- 1Y
- 28.57%
- 3Y*
- 32.04%
- 5Y*
- 18.43%
- 10Y*
- 13.48%
MFG vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFG Mizuho Financial Group, Inc. | 32.24% | 54.60% | 47.85% | 26.14% | 17.09% | 2.40% | -15.06% | 3.00% | -17.58% | 3.21% |
EUFN iShares MSCI Europe Financials ETF | 4.75% | 65.73% | 17.20% | 26.15% | -8.78% | 19.13% | -8.55% | 20.73% | -23.14% | 26.94% |
Correlation
The correlation between MFG and EUFN is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2010 | 0.46 |
The correlation between MFG and EUFN has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
MFG vs. EUFN — Risk / Return Rank
MFG
EUFN
MFG vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mizuho Financial Group, Inc. (MFG) and iShares MSCI Europe Financials ETF (EUFN). 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.
| MFG | EUFN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.79 | +1.32 |
| Martin ratioReturn relative to average drawdown | 8.25 | 6.24 | +2.01 |
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Drawdowns
MFG vs. EUFN - Drawdown Comparison
The maximum MFG drawdown since its inception was -80.57%, which is greater than EUFN's maximum drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for MFG and EUFN.
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Drawdown Indicators
| MFG | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.57% | -53.25% | -27.32% |
Max Drawdown (1Y)Largest decline over 1 year | -24.78% | -14.77% | -10.01% |
Max Drawdown (3Y)Largest decline over 3 years | -28.33% | -15.95% | -12.38% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -35.15% | +6.82% |
Max Drawdown (10Y)Largest decline over 10 years | -49.87% | -53.25% | +3.38% |
Current DrawdownCurrent decline from peak | -4.06% | -0.10% | -3.96% |
Average DrawdownAverage peak-to-trough decline | -60.82% | -14.53% | -46.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.31% | 4.23% | +5.08% |
Volatility
MFG vs. EUFN - Volatility Comparison
Mizuho Financial Group, Inc. (MFG) has a higher volatility of 10.09% compared to iShares MSCI Europe Financials ETF (EUFN) at 6.96%. This indicates that MFG's price experiences larger fluctuations and is considered to be riskier than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFG | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 6.96% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 24.20% | 17.05% | +7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.69% | 20.17% | +10.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.66% | 21.88% | +7.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.49% | 24.53% | +1.96% |
Dividends
MFG vs. EUFN - Dividend Comparison
MFG's dividend yield for the trailing twelve months is around 0.96%, less than EUFN's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUFN iShares MSCI Europe Financials ETF | 3.41% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
MFG Mizuho Financial Group, Inc. | 0.96% | 2.68% | 3.20% | 3.73% | 4.34% | 2.76% | 2.71% | 0.00% | 0.00% | 1.86% | 3.77% | 3.10% |
Frequently Asked Questions
MFG and EUFN have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MFG has higher volatility (10.09%) compared to EUFN (6.96%). In terms of maximum drawdown, MFG dropped -80.57% vs EUFN's -53.25%.
MFG currently has the higher Sharpe Ratio (2.51 vs 1.31), 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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