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

Correlation

The correlation between MFG and NBN is 0.12, 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.


-0.50.00.51.00.1

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
15.34%
42.82%
MFG
NBN

Key characteristics

Sharpe Ratio

MFG:

1.63

NBN:

2.78

Sortino Ratio

MFG:

2.20

NBN:

3.69

Omega Ratio

MFG:

1.29

NBN:

1.47

Calmar Ratio

MFG:

1.03

NBN:

6.09

Martin Ratio

MFG:

7.17

NBN:

13.35

Ulcer Index

MFG:

7.22%

NBN:

7.05%

Daily Std Dev

MFG:

31.79%

NBN:

33.88%

Max Drawdown

MFG:

-79.63%

NBN:

-70.47%

Current Drawdown

MFG:

-24.78%

NBN:

-1.38%

Fundamentals

Market Cap

MFG:

$65.39B

NBN:

$840.41M

EPS

MFG:

$0.42

NBN:

$7.57

PE Ratio

MFG:

12.36

NBN:

13.51

PEG Ratio

MFG:

1.13

NBN:

0.00

Total Revenue (TTM)

MFG:

$4.14T

NBN:

$176.59M

Gross Profit (TTM)

MFG:

$5.48T

NBN:

$240.51M

EBITDA (TTM)

MFG:

$31.94B

NBN:

$69.91M

Returns By Period

In the year-to-date period, MFG achieves a 6.13% return, which is significantly lower than NBN's 11.08% return. Over the past 10 years, MFG has underperformed NBN with an annualized return of 8.93%, while NBN has yielded a comparatively higher 28.09% annualized return.


MFG

YTD

6.13%

1M

7.68%

6M

15.33%

1Y

50.06%

5Y*

16.14%

10Y*

8.93%

NBN

YTD

11.08%

1M

11.02%

6M

42.82%

1Y

83.77%

5Y*

37.88%

10Y*

28.09%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 8484
Overall Rank
The Sharpe Ratio Rank of MFG is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of MFG is 8383
Sortino Ratio Rank
The Omega Ratio Rank of MFG is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MFG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MFG is 8787
Martin Ratio Rank

NBN
The Risk-Adjusted Performance Rank of NBN is 9696
Overall Rank
The Sharpe Ratio Rank of NBN is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NBN is 9595
Sortino Ratio Rank
The Omega Ratio Rank of NBN is 9494
Omega Ratio Rank
The Calmar Ratio Rank of NBN is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NBN is 9494
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.


Sharpe ratio
The chart of Sharpe ratio for MFG, currently valued at 1.63, compared to the broader market-2.000.002.004.001.632.78
The chart of Sortino ratio for MFG, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.006.002.203.69
The chart of Omega ratio for MFG, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.47
The chart of Calmar ratio for MFG, currently valued at 1.03, compared to the broader market0.002.004.006.001.036.09
The chart of Martin ratio for MFG, currently valued at 7.17, compared to the broader market0.0010.0020.0030.007.1713.35
MFG
NBN

The current MFG Sharpe Ratio is 1.63, which is lower than the NBN Sharpe Ratio of 2.78. 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.63
2.78
MFG
NBN

Dividends

MFG vs. NBN - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.35%, more than NBN's 0.04% yield.


TTM20242023202220212020201920182017201620152014
MFG
Mizuho Financial Group, Inc.
1.35%1.44%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%
NBN
Northeast Bank
0.04%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-24.78%
-1.38%
MFG
NBN

Volatility

MFG vs. NBN - Volatility Comparison

Mizuho Financial Group, Inc. (MFG) and Northeast Bank (NBN) have volatilities of 8.93% and 8.58%, 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.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
8.93%
8.58%
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


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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