MFG vs. KEAT
MFG (Mizuho Financial Group, Inc.) is a stock, while KEAT (Keating Active ETF) is Global Allocation fund actively managed by Keating. Over the past year, MFG returned 73.14% vs 24.92% for KEAT. At a 0.34 correlation, their price movements are largely independent.
Performance
MFG vs. KEAT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MFG achieves a 29.23% return, which is significantly higher than KEAT's 9.05% return.
MFG
- 1D
- 1.94%
- 1M
- 12.49%
- YTD
- 29.23%
- 6M
- 31.21%
- 1Y
- 73.14%
- 3Y*
- 50.32%
- 5Y*
- 29.32%
- 10Y*
- 14.73%
KEAT
- 1D
- -0.72%
- 1M
- -1.47%
- YTD
- 9.05%
- 6M
- 9.91%
- 1Y
- 24.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MFG vs. KEAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MFG Mizuho Financial Group, Inc. | 29.23% | 54.60% | 25.58% |
KEAT Keating Active ETF | 9.05% | 22.76% | 2.41% |
Correlation
The correlation between MFG and KEAT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2024 | 0.34 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MFG vs. KEAT — Risk / Return Rank
MFG
KEAT
MFG vs. KEAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mizuho Financial Group, Inc. (MFG) and Keating Active ETF (KEAT). 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.
| MFG | KEAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.44 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 4.14 | -1.18 |
| Martin ratioReturn relative to average drawdown | 7.91 | 11.38 | -3.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MFG | KEAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 2.44 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 1.52 | -1.50 |
Drawdowns
MFG vs. KEAT - Drawdown Comparison
The maximum MFG drawdown since its inception was -80.57%, which is greater than KEAT's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for MFG and KEAT.
Loading charts...
Drawdown Indicators
| MFG | KEAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.57% | -7.45% | -73.12% |
Max Drawdown (1Y)Largest decline over 1 year | -24.78% | -6.04% | -18.74% |
Max Drawdown (3Y)Largest decline over 3 years | -28.33% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.87% | — | — |
Current DrawdownCurrent decline from peak | -6.24% | -5.92% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -60.91% | -1.57% | -59.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.28% | 2.20% | +7.08% |
Volatility
MFG vs. KEAT - Volatility Comparison
Mizuho Financial Group, Inc. (MFG) has a higher volatility of 9.44% compared to Keating Active ETF (KEAT) at 2.55%. This indicates that MFG's price experiences larger fluctuations and is considered to be riskier than KEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MFG | KEAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.44% | 2.55% | +6.89% |
Volatility (6M)Calculated over the trailing 6-month period | 23.65% | 8.32% | +15.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.33% | 10.25% | +20.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.59% | 10.27% | +19.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.47% | 10.27% | +16.20% |
Dividends
MFG vs. KEAT - Dividend Comparison
MFG's dividend yield for the trailing twelve months is around 0.99%, less than KEAT's 2.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEAT Keating Active ETF | 2.25% | 2.48% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MFG Mizuho Financial Group, Inc. | 0.99% | 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 KEAT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MFG has higher volatility (9.44%) compared to KEAT (2.55%). In terms of maximum drawdown, MFG dropped -80.57% vs KEAT's -7.45%.
KEAT currently has the higher Sharpe Ratio (2.44 vs 2.43), 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.
Find the right allocation for MFG and KEAT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer