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

Correlation

The correlation between MFG and MUFG is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

MFG vs. MUFG - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-29.06%
61.59%
MFG
MUFG

Key characteristics

Sharpe Ratio

MFG:

1.60

MUFG:

1.42

Sortino Ratio

MFG:

2.16

MUFG:

1.92

Omega Ratio

MFG:

1.28

MUFG:

1.26

Calmar Ratio

MFG:

0.94

MUFG:

2.01

Martin Ratio

MFG:

7.08

MUFG:

5.62

Ulcer Index

MFG:

7.07%

MUFG:

7.23%

Daily Std Dev

MFG:

31.34%

MUFG:

28.71%

Max Drawdown

MFG:

-79.63%

MUFG:

-76.79%

Current Drawdown

MFG:

-30.14%

MUFG:

-6.95%

Fundamentals

Market Cap

MFG:

$62.35B

MUFG:

$138.50B

EPS

MFG:

$0.42

MUFG:

$1.01

PE Ratio

MFG:

11.74

MUFG:

11.66

PEG Ratio

MFG:

1.06

MUFG:

1.51

Total Revenue (TTM)

MFG:

$6.38T

MUFG:

$7.97T

Gross Profit (TTM)

MFG:

$7.72T

MUFG:

$9.20T

EBITDA (TTM)

MFG:

$81.57B

MUFG:

$184.74B

Returns By Period

In the year-to-date period, MFG achieves a 42.60% return, which is significantly higher than MUFG's 33.81% return. Over the past 10 years, MFG has underperformed MUFG with an annualized return of 7.80%, while MUFG has yielded a comparatively higher 11.03% annualized return.


MFG

YTD

42.60%

1M

-1.83%

6M

24.87%

1Y

48.65%

5Y*

13.94%

10Y*

7.80%

MUFG

YTD

33.81%

1M

-2.49%

6M

17.44%

1Y

37.97%

5Y*

20.18%

10Y*

11.03%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MFG vs. MUFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mizuho Financial Group, Inc. (MFG) 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.


Sharpe ratio
The chart of Sharpe ratio for MFG, currently valued at 1.60, compared to the broader market-4.00-2.000.002.001.601.42
The chart of Sortino ratio for MFG, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.002.161.92
The chart of Omega ratio for MFG, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.26
The chart of Calmar ratio for MFG, currently valued at 0.94, compared to the broader market0.002.004.006.000.942.01
The chart of Martin ratio for MFG, currently valued at 7.08, compared to the broader market-5.000.005.0010.0015.0020.0025.007.085.62
MFG
MUFG

The current MFG Sharpe Ratio is 1.60, which is comparable to the MUFG Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of MFG 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.60
1.42
MFG
MUFG

Dividends

MFG vs. MUFG - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.46%, more than MUFG's 1.12% yield.


TTM20232022202120202019201820172016201520142013
MFG
Mizuho Financial Group, Inc.
1.46%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%2.75%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.12%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%2.08%

Drawdowns

MFG vs. MUFG - Drawdown Comparison

The maximum MFG drawdown since its inception was -79.63%, roughly equal to the maximum MUFG drawdown of -76.79%. Use the drawdown chart below to compare losses from any high point for MFG and MUFG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.14%
-6.95%
MFG
MUFG

Volatility

MFG vs. MUFG - Volatility Comparison

Mizuho Financial Group, Inc. (MFG) has a higher volatility of 7.06% compared to Mitsubishi UFJ Financial Group, Inc. (MUFG) at 6.09%. This indicates that MFG'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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
7.06%
6.09%
MFG
MUFG

Financials

MFG vs. MUFG - Financials Comparison

This section allows you to compare key financial metrics between Mizuho Financial Group, Inc. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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