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

Key characteristics


MFGMUFG
YTD Return18.02%16.49%
1Y Return36.15%48.37%
3Y Return (Ann)13.32%24.00%
5Y Return (Ann)11.36%21.70%
10Y Return (Ann)4.66%10.19%
Sharpe Ratio1.311.70
Daily Std Dev26.81%27.70%
Max Drawdown-79.63%-88.37%
Current Drawdown-42.18%-32.54%

Fundamentals


MFGMUFG
Market Cap$51.45B$117.61B
EPS$0.35$0.81
PE Ratio11.6012.38
PEG Ratio1.430.97
Revenue (TTM)$3.12T$6.51T
Gross Profit (TTM)$2.68T$4.21T

Correlation

-0.50.00.51.00.7

The correlation between MFG and MUFG is 0.74, 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.

Performance

MFG vs. MUFG - Performance Comparison

In the year-to-date period, MFG achieves a 18.02% return, which is significantly higher than MUFG's 16.49% return. Over the past 10 years, MFG has underperformed MUFG with an annualized return of 4.66%, while MUFG has yielded a comparatively higher 10.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
-41.28%
40.68%
MFG
MUFG

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Mizuho Financial Group, Inc.

Mitsubishi UFJ Financial Group, Inc.

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.


MFG
Sharpe ratio
The chart of Sharpe ratio for MFG, currently valued at 1.31, compared to the broader market-2.00-1.000.001.002.003.004.001.31
Sortino ratio
The chart of Sortino ratio for MFG, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.006.001.90
Omega ratio
The chart of Omega ratio for MFG, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for MFG, currently valued at 0.59, compared to the broader market0.002.004.006.000.59
Martin ratio
The chart of Martin ratio for MFG, currently valued at 6.47, compared to the broader market-10.000.0010.0020.0030.006.47
MUFG
Sharpe ratio
The chart of Sharpe ratio for MUFG, currently valued at 1.70, compared to the broader market-2.00-1.000.001.002.003.004.001.70
Sortino ratio
The chart of Sortino ratio for MUFG, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.006.002.35
Omega ratio
The chart of Omega ratio for MUFG, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for MUFG, currently valued at 3.21, compared to the broader market0.002.004.006.003.21
Martin ratio
The chart of Martin ratio for MUFG, currently valued at 9.69, compared to the broader market-10.000.0010.0020.0030.009.69

MFG vs. MUFG - Sharpe Ratio Comparison

The current MFG Sharpe Ratio is 1.31, which roughly equals the MUFG Sharpe Ratio of 1.70. The chart below compares the 12-month rolling Sharpe Ratio of MFG and MUFG.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
1.31
1.70
MFG
MUFG

Dividends

MFG vs. MUFG - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.67%, more than MUFG's 1.39% yield.


TTM20232022202120202019201820172016201520142013
MFG
Mizuho Financial Group, Inc.
1.67%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.
1.39%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%, smaller than the maximum MUFG drawdown of -88.37%. 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%December2024FebruaryMarchAprilMay
-42.18%
-8.82%
MFG
MUFG

Volatility

MFG vs. MUFG - Volatility Comparison

Mizuho Financial Group, Inc. (MFG) has a higher volatility of 8.05% compared to Mitsubishi UFJ Financial Group, Inc. (MUFG) at 7.55%. 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.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
8.05%
7.55%
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