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

Correlation

The correlation between MFG and MUFG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

MFG:

1.08

MUFG:

1.09

Sortino Ratio

MFG:

1.48

MUFG:

1.58

Omega Ratio

MFG:

1.21

MUFG:

1.22

Calmar Ratio

MFG:

0.85

MUFG:

1.37

Martin Ratio

MFG:

4.15

MUFG:

4.05

Ulcer Index

MFG:

9.56%

MUFG:

9.46%

Daily Std Dev

MFG:

38.24%

MUFG:

35.01%

Max Drawdown

MFG:

-79.63%

MUFG:

-76.79%

Current Drawdown

MFG:

-17.63%

MUFG:

-5.74%

Fundamentals

Market Cap

MFG:

$69.81B

MUFG:

$162.47B

EPS

MFG:

$0.48

MUFG:

$1.14

PE Ratio

MFG:

11.58

MUFG:

12.39

PEG Ratio

MFG:

1.53

MUFG:

3.28

PS Ratio

MFG:

0.02

MUFG:

0.02

PB Ratio

MFG:

0.97

MUFG:

1.15

Total Revenue (TTM)

MFG:

$3.81T

MUFG:

$7.10T

Gross Profit (TTM)

MFG:

$4.18T

MUFG:

$6.72T

EBITDA (TTM)

MFG:

$32.94B

MUFG:

-$29.21B

Returns By Period

In the year-to-date period, MFG achieves a 13.70% return, which is significantly lower than MUFG's 20.48% return. Over the past 10 years, MFG has underperformed MUFG with an annualized return of 6.81%, while MUFG has yielded a comparatively higher 10.51% annualized return.


MFG

YTD

13.70%

1M

13.01%

6M

9.45%

1Y

38.60%

3Y*

38.51%

5Y*

22.30%

10Y*

6.81%

MUFG

YTD

20.48%

1M

14.15%

6M

18.56%

1Y

34.92%

3Y*

39.56%

5Y*

32.10%

10Y*

10.51%

*Annualized

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Mizuho Financial Group, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MFG vs. MUFG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFG
The Risk-Adjusted Performance Rank of MFG is 8080
Overall Rank
The Sharpe Ratio Rank of MFG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MFG is 7676
Sortino Ratio Rank
The Omega Ratio Rank of MFG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MFG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MFG is 8383
Martin Ratio Rank

MUFG
The Risk-Adjusted Performance Rank of MUFG is 8282
Overall Rank
The Sharpe Ratio Rank of MUFG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MUFG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of MUFG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MUFG is 8888
Calmar Ratio Rank
The Martin Ratio Rank of MUFG is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current MFG Sharpe Ratio is 1.08, which is comparable to the MUFG Sharpe Ratio of 1.09. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MFG vs. MUFG - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.56%, more than MUFG's 1.17% yield.


TTM20242023202220212020201920182017201620152014
MFG
Mizuho Financial Group, Inc.
1.56%3.21%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.17%2.50%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MFG vs. MUFG - Volatility Comparison

Mizuho Financial Group, Inc. (MFG) and Mitsubishi UFJ Financial Group, Inc. (MUFG) have volatilities of 8.35% and 8.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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


500.00B1.00T1.50T2.00T20212022202320242025
974.78B
1.61T
(MFG) Total Revenue
(MUFG) Total Revenue
Values in USD except per share items