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

Correlation

The correlation between MFG and NBN is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

MFG vs. NBN - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
-26.14%
468.56%
MFG
NBN

Key characteristics

Sharpe Ratio

MFG:

0.74

NBN:

1.47

Sortino Ratio

MFG:

1.16

NBN:

2.18

Omega Ratio

MFG:

1.17

NBN:

1.28

Calmar Ratio

MFG:

0.61

NBN:

2.08

Martin Ratio

MFG:

3.16

NBN:

5.45

Ulcer Index

MFG:

8.97%

NBN:

9.57%

Daily Std Dev

MFG:

38.33%

NBN:

35.54%

Max Drawdown

MFG:

-79.63%

NBN:

-70.47%

Current Drawdown

MFG:

-27.26%

NBN:

-23.81%

Fundamentals

Market Cap

MFG:

$61.73B

NBN:

$712.46M

EPS

MFG:

$0.49

NBN:

$8.57

PE Ratio

MFG:

10.04

NBN:

9.71

PEG Ratio

MFG:

0.79

NBN:

0.00

PS Ratio

MFG:

0.02

NBN:

3.87

PB Ratio

MFG:

0.84

NBN:

1.60

Total Revenue (TTM)

MFG:

$4.18T

NBN:

$250.25M

Gross Profit (TTM)

MFG:

$4.18T

NBN:

$226.80M

EBITDA (TTM)

MFG:

-$1.00B

NBN:

$77.60M

Returns By Period

In the year-to-date period, MFG achieves a 0.41% return, which is significantly higher than NBN's -9.00% return. Over the past 10 years, MFG has underperformed NBN with an annualized return of 6.56%, while NBN has yielded a comparatively higher 24.88% annualized return.


MFG

YTD

0.41%

1M

15.53%

6M

12.10%

1Y

26.41%

5Y*

22.06%

10Y*

6.56%

NBN

YTD

-9.00%

1M

1.02%

6M

-9.11%

1Y

51.76%

5Y*

40.38%

10Y*

24.88%

*Annualized

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Risk-Adjusted Performance

MFG vs. NBN — 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 7474
Overall Rank
The Sharpe Ratio Rank of MFG is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MFG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of MFG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of MFG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of MFG is 8080
Martin Ratio Rank

NBN
The Risk-Adjusted Performance Rank of NBN is 8989
Overall Rank
The Sharpe Ratio Rank of NBN is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of NBN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of NBN is 8585
Omega Ratio Rank
The Calmar Ratio Rank of NBN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of NBN is 8787
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. NBN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mizuho Financial Group, Inc. (MFG) and Northeast Bank (NBN). 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 0.74, which is lower than the NBN Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of MFG and NBN, 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 Ratio0.000.501.001.502.002.503.003.50December2025FebruaryMarchAprilMay
0.74
1.47
MFG
NBN

Dividends

MFG vs. NBN - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.76%, more than NBN's 0.05% yield.


TTM20242023202220212020201920182017201620152014
MFG
Mizuho Financial Group, Inc.
1.76%3.21%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%
NBN
Northeast Bank
0.05%0.04%0.07%0.10%0.11%0.18%0.18%0.24%0.17%0.31%0.38%1.24%

Drawdowns

MFG vs. NBN - Drawdown Comparison

The maximum MFG drawdown since its inception was -79.63%, which is greater than NBN's maximum drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for MFG and NBN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-27.26%
-23.81%
MFG
NBN

Volatility

MFG vs. NBN - Volatility Comparison

The current volatility for Mizuho Financial Group, Inc. (MFG) is 13.18%, while Northeast Bank (NBN) has a volatility of 14.05%. This indicates that MFG experiences smaller price fluctuations and is considered to be less risky than NBN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
13.18%
14.05%
MFG
NBN

Financials

MFG vs. NBN - Financials Comparison

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


0.00500.00B1.00T1.50T2.00T20212022202320242025
964.94B
87.37M
(MFG) Total Revenue
(NBN) Total Revenue
Values in USD except per share items