PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MFG vs. NMR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MFG and NMR is 0.60, 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.


-0.50.00.51.00.6

Performance

MFG vs. NMR - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
15.46%
-2.76%
MFG
NMR

Key characteristics

Sharpe Ratio

MFG:

1.56

NMR:

0.64

Sortino Ratio

MFG:

2.12

NMR:

1.08

Omega Ratio

MFG:

1.28

NMR:

1.15

Calmar Ratio

MFG:

0.98

NMR:

0.32

Martin Ratio

MFG:

6.85

NMR:

1.81

Ulcer Index

MFG:

7.22%

NMR:

11.94%

Daily Std Dev

MFG:

31.66%

NMR:

33.54%

Max Drawdown

MFG:

-79.63%

NMR:

-86.15%

Current Drawdown

MFG:

-26.37%

NMR:

-59.71%

Fundamentals

Market Cap

MFG:

$64.01B

NMR:

$17.67B

EPS

MFG:

$0.42

NMR:

$0.58

PE Ratio

MFG:

12.10

NMR:

10.31

PEG Ratio

MFG:

1.10

NMR:

0.85

Total Revenue (TTM)

MFG:

$4.14T

NMR:

$2.87T

Gross Profit (TTM)

MFG:

$5.48T

NMR:

$1.23T

EBITDA (TTM)

MFG:

$31.94B

NMR:

$1.00T

Returns By Period

In the year-to-date period, MFG achieves a 3.89% return, which is significantly higher than NMR's 3.28% return. Over the past 10 years, MFG has outperformed NMR with an annualized return of 8.70%, while NMR has yielded a comparatively lower 3.99% annualized return.


MFG

YTD

3.89%

1M

5.39%

6M

15.45%

1Y

48.56%

5Y*

15.56%

10Y*

8.70%

NMR

YTD

3.28%

1M

4.36%

6M

-2.76%

1Y

20.81%

5Y*

5.32%

10Y*

3.99%

*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. NMR — 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 8383
Overall Rank
The Sharpe Ratio Rank of MFG is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MFG is 8282
Sortino Ratio Rank
The Omega Ratio Rank of MFG is 8181
Omega Ratio Rank
The Calmar Ratio Rank of MFG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MFG is 8686
Martin Ratio Rank

NMR
The Risk-Adjusted Performance Rank of NMR is 6363
Overall Rank
The Sharpe Ratio Rank of NMR is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of NMR is 6161
Sortino Ratio Rank
The Omega Ratio Rank of NMR is 6161
Omega Ratio Rank
The Calmar Ratio Rank of NMR is 6060
Calmar Ratio Rank
The Martin Ratio Rank of NMR is 6565
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. 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.


Sharpe ratio
The chart of Sharpe ratio for MFG, currently valued at 1.56, compared to the broader market-2.000.002.004.001.560.64
The chart of Sortino ratio for MFG, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.006.002.121.08
The chart of Omega ratio for MFG, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.15
The chart of Calmar ratio for MFG, currently valued at 0.98, compared to the broader market0.002.004.006.000.980.32
The chart of Martin ratio for MFG, currently valued at 6.85, compared to the broader market-10.000.0010.0020.0030.006.851.81
MFG
NMR

The current MFG Sharpe Ratio is 1.56, which is higher than the NMR Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of MFG and NMR, 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.56
0.64
MFG
NMR

Dividends

MFG vs. NMR - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.38%, while NMR has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MFG
Mizuho Financial Group, Inc.
1.38%1.44%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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-26.37%
-59.29%
MFG
NMR

Volatility

MFG vs. NMR - Volatility Comparison

Mizuho Financial Group, Inc. (MFG) has a higher volatility of 8.78% compared to Nomura Holdings, Inc. (NMR) at 6.46%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.78%
6.46%
MFG
NMR

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab