MFG vs. MUFG
Compare and contrast key facts about Mizuho Financial Group, Inc. (MFG) and Mitsubishi UFJ Financial Group, Inc. (MUFG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFG or MUFG.
Performance
MFG vs. MUFG - Performance Comparison
Returns By Period
In the year-to-date period, MFG achieves a 44.37% return, which is significantly higher than MUFG's 38.16% return. Over the past 10 years, MFG has underperformed MUFG with an annualized return of 7.75%, while MUFG has yielded a comparatively higher 11.18% annualized return.
MFG
44.37%
13.23%
17.87%
44.37%
14.10%
7.75%
MUFG
38.16%
6.92%
17.15%
39.78%
21.95%
11.18%
Fundamentals
| MFG | MUFG | |
|---|---|---|
| Market Cap | $57.16B | $134.87B |
| EPS | $0.37 | $0.82 |
| PE Ratio | 12.19 | 14.11 |
| PEG Ratio | 1.35 | 2.13 |
| Total Revenue (TTM) | $6.78T | $7.40T |
| Gross Profit (TTM) | $6.78T | $7.40T |
| EBITDA (TTM) | $81.57B | $184.74B |
Key characteristics
| MFG | MUFG | |
|---|---|---|
| Sharpe Ratio | 1.56 | 1.47 |
| Sortino Ratio | 2.12 | 1.97 |
| Omega Ratio | 1.28 | 1.27 |
| Calmar Ratio | 0.92 | 2.11 |
| Martin Ratio | 6.99 | 5.88 |
| Ulcer Index | 7.03% | 7.24% |
| Daily Std Dev | 31.37% | 29.01% |
| Max Drawdown | -79.63% | -76.79% |
| Current Drawdown | -29.27% | -2.65% |
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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.
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.
Dividends
MFG vs. MUFG - Dividend Comparison
MFG's dividend yield for the trailing twelve months is around 1.44%, more than MUFG's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFG Mizuho Financial Group, Inc. | 1.44% | 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. | 1.08% | 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.
Volatility
MFG vs. MUFG - Volatility Comparison
The current volatility for Mizuho Financial Group, Inc. (MFG) is 8.74%, while Mitsubishi UFJ Financial Group, Inc. (MUFG) has a volatility of 10.12%. This indicates that MFG 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.
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.
Total Revenue: Total amount of money received from sales and other business activities