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

Key characteristics


MFGNTDOY
YTD Return18.02%5.00%
1Y Return36.15%24.34%
3Y Return (Ann)13.32%0.56%
5Y Return (Ann)11.36%12.47%
10Y Return (Ann)4.66%21.59%
Sharpe Ratio1.311.02
Daily Std Dev26.81%24.21%
Max Drawdown-79.63%-76.65%
Current Drawdown-42.18%-10.92%

Fundamentals


MFGNTDOY
Market Cap$51.45B$63.71B
EPS$0.35$0.68
PE Ratio11.6020.06
PEG Ratio1.4313.76
Revenue (TTM)$3.12T$1.67T
Gross Profit (TTM)$2.68T$946.05B

Correlation

-0.50.00.51.00.3

The correlation between MFG and NTDOY is 0.27, 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. NTDOY - Performance Comparison

In the year-to-date period, MFG achieves a 18.02% return, which is significantly higher than NTDOY's 5.00% return. Over the past 10 years, MFG has underperformed NTDOY with an annualized return of 4.66%, while NTDOY has yielded a comparatively higher 21.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%December2024FebruaryMarchAprilMay
-41.28%
653.92%
MFG
NTDOY

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Mizuho Financial Group, Inc.

Nintendo Co ADR

Risk-Adjusted Performance

MFG vs. NTDOY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mizuho Financial Group, Inc. (MFG) and Nintendo Co ADR (NTDOY). 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.


MFG
Sharpe ratio
The chart of Sharpe ratio for MFG, currently valued at 1.31, compared to the broader market-2.00-1.000.001.002.003.004.001.31
Sortino ratio
The chart of Sortino ratio for MFG, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.006.001.90
Omega ratio
The chart of Omega ratio for MFG, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for MFG, currently valued at 0.59, compared to the broader market0.002.004.006.000.59
Martin ratio
The chart of Martin ratio for MFG, currently valued at 6.47, compared to the broader market-10.000.0010.0020.0030.006.47
NTDOY
Sharpe ratio
The chart of Sharpe ratio for NTDOY, currently valued at 1.02, compared to the broader market-2.00-1.000.001.002.003.004.001.02
Sortino ratio
The chart of Sortino ratio for NTDOY, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.006.001.51
Omega ratio
The chart of Omega ratio for NTDOY, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for NTDOY, currently valued at 0.72, compared to the broader market0.002.004.006.000.72
Martin ratio
The chart of Martin ratio for NTDOY, currently valued at 2.94, compared to the broader market-10.000.0010.0020.0030.002.95

MFG vs. NTDOY - Sharpe Ratio Comparison

The current MFG Sharpe Ratio is 1.31, which roughly equals the NTDOY Sharpe Ratio of 1.02. The chart below compares the 12-month rolling Sharpe Ratio of MFG and NTDOY.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.31
1.02
MFG
NTDOY

Dividends

MFG vs. NTDOY - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.67%, more than NTDOY's 1.00% yield.


TTM20232022202120202019201820172016201520142013
MFG
Mizuho Financial Group, Inc.
1.67%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%2.75%
NTDOY
Nintendo Co ADR
1.00%2.70%3.59%3.90%2.38%2.10%2.20%1.75%0.67%2.24%0.95%0.77%

Drawdowns

MFG vs. NTDOY - Drawdown Comparison

The maximum MFG drawdown since its inception was -79.63%, roughly equal to the maximum NTDOY drawdown of -76.65%. Use the drawdown chart below to compare losses from any high point for MFG and NTDOY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-42.18%
-10.92%
MFG
NTDOY

Volatility

MFG vs. NTDOY - Volatility Comparison

The current volatility for Mizuho Financial Group, Inc. (MFG) is 8.05%, while Nintendo Co ADR (NTDOY) has a volatility of 10.34%. This indicates that MFG experiences smaller price fluctuations and is considered to be less risky than NTDOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
8.05%
10.34%
MFG
NTDOY

Financials

MFG vs. NTDOY - Financials Comparison

This section allows you to compare key financial metrics between Mizuho Financial Group, Inc. and Nintendo Co ADR. 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