Correlation
The correlation between MFG and NMR 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.
MFG vs. NMR
Compare and contrast key facts about Mizuho Financial Group, Inc. (MFG) and Nomura Holdings, Inc. (NMR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFG or NMR.
Performance
MFG vs. NMR - Performance Comparison
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Key characteristics
MFG:
1.08
NMR:
0.12
MFG:
1.48
NMR:
0.32
MFG:
1.21
NMR:
1.04
MFG:
0.85
NMR:
0.02
MFG:
4.15
NMR:
0.12
MFG:
9.56%
NMR:
12.24%
MFG:
38.24%
NMR:
37.91%
MFG:
-79.63%
NMR:
-86.15%
MFG:
-17.63%
NMR:
-58.97%
Fundamentals
MFG:
$69.81B
NMR:
$18.53B
MFG:
$0.48
NMR:
$0.76
MFG:
11.58
NMR:
8.01
MFG:
1.53
NMR:
0.85
MFG:
0.02
NMR:
0.01
MFG:
0.97
NMR:
0.77
MFG:
$3.81T
NMR:
$2.11T
MFG:
$4.18T
NMR:
$1.29T
MFG:
$32.94B
NMR:
$883.17B
Returns By Period
In the year-to-date period, MFG achieves a 13.70% return, which is significantly higher than NMR's 5.18% return. Over the past 10 years, MFG has outperformed NMR with an annualized return of 6.81%, while NMR has yielded a comparatively lower 1.82% annualized return.
MFG
13.70%
13.01%
9.45%
38.60%
38.51%
22.30%
6.81%
NMR
5.18%
10.53%
0.16%
0.16%
16.34%
9.88%
1.82%
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Risk-Adjusted Performance
MFG vs. NMR — Risk-Adjusted Performance Rank
MFG
NMR
MFG vs. NMR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mizuho Financial Group, Inc. (MFG) and Nomura Holdings, Inc. (NMR). 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.
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Dividends
MFG vs. NMR - Dividend Comparison
MFG's dividend yield for the trailing twelve months is around 1.56%, while NMR has not paid dividends to shareholders.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NMR Nomura Holdings, Inc. | 0.00% | 0.00% | 0.00% | 3.86% | 4.79% | 4.45% | 3.19% | 3.41% | 3.07% | 1.79% | 3.34% | 2.44% |
Drawdowns
MFG vs. NMR - Drawdown Comparison
The maximum MFG drawdown since its inception was -79.63%, smaller than the maximum NMR drawdown of -86.15%. Use the drawdown chart below to compare losses from any high point for MFG and NMR.
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Volatility
MFG vs. NMR - Volatility Comparison
Mizuho Financial Group, Inc. (MFG) has a higher volatility of 8.35% compared to Nomura Holdings, Inc. (NMR) at 6.59%. This indicates that MFG's price experiences larger fluctuations and is considered to be riskier than NMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Financials
MFG vs. NMR - Financials Comparison
This section allows you to compare key financial metrics between Mizuho Financial Group, Inc. and Nomura Holdings, 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