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

Correlation

The correlation between MFG and NTDOY is 0.28, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

MFG vs. NTDOY - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
-27.19%
413.74%
MFG
NTDOY

Key characteristics

Sharpe Ratio

MFG:

0.74

NTDOY:

1.51

Sortino Ratio

MFG:

1.16

NTDOY:

2.09

Omega Ratio

MFG:

1.17

NTDOY:

1.27

Calmar Ratio

MFG:

0.61

NTDOY:

2.26

Martin Ratio

MFG:

3.50

NTDOY:

8.46

Ulcer Index

MFG:

8.05%

NTDOY:

5.89%

Daily Std Dev

MFG:

38.20%

NTDOY:

33.04%

Max Drawdown

MFG:

-79.63%

NTDOY:

-83.05%

Current Drawdown

MFG:

-28.30%

NTDOY:

-6.96%

Fundamentals

Market Cap

MFG:

$58.60B

NTDOY:

$81.64B

EPS

MFG:

$0.49

NTDOY:

$0.48

PE Ratio

MFG:

9.53

NTDOY:

36.46

PEG Ratio

MFG:

0.78

NTDOY:

11.45

PS Ratio

MFG:

0.02

NTDOY:

0.07

PB Ratio

MFG:

0.83

NTDOY:

4.45

Total Revenue (TTM)

MFG:

$4.18T

NTDOY:

$523.30B

Gross Profit (TTM)

MFG:

$4.18T

NTDOY:

$317.93B

EBITDA (TTM)

MFG:

-$1.00B

NTDOY:

$137.44B

Returns By Period

In the year-to-date period, MFG achieves a -1.02% return, which is significantly lower than NTDOY's 23.44% return. Over the past 10 years, MFG has underperformed NTDOY with an annualized return of 6.90%, while NTDOY has yielded a comparatively higher 17.60% annualized return.


MFG

YTD

-1.02%

1M

-17.12%

6M

13.08%

1Y

30.18%

5Y*

21.34%

10Y*

6.90%

NTDOY

YTD

23.44%

1M

4.70%

6M

34.78%

1Y

48.84%

5Y*

13.34%

10Y*

17.60%

*Annualized

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Risk-Adjusted Performance

MFG vs. NTDOY — 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 7777
Overall Rank
The Sharpe Ratio Rank of MFG is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of MFG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of MFG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of MFG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MFG is 8282
Martin Ratio Rank

NTDOY
The Risk-Adjusted Performance Rank of NTDOY is 9191
Overall Rank
The Sharpe Ratio Rank of NTDOY is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of NTDOY is 8888
Sortino Ratio Rank
The Omega Ratio Rank of NTDOY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of NTDOY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of NTDOY 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. 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.


Sharpe ratio
The chart of Sharpe ratio for MFG, currently valued at 0.74, compared to the broader market-2.00-1.000.001.002.003.00
MFG: 0.74
NTDOY: 1.51
The chart of Sortino ratio for MFG, currently valued at 1.16, compared to the broader market-6.00-4.00-2.000.002.004.00
MFG: 1.16
NTDOY: 2.09
The chart of Omega ratio for MFG, currently valued at 1.17, compared to the broader market0.501.001.502.00
MFG: 1.17
NTDOY: 1.27
The chart of Calmar ratio for MFG, currently valued at 0.61, compared to the broader market0.001.002.003.004.00
MFG: 0.61
NTDOY: 2.26
The chart of Martin ratio for MFG, currently valued at 3.50, compared to the broader market-5.000.005.0010.0015.0020.00
MFG: 3.50
NTDOY: 8.46

The current MFG Sharpe Ratio is 0.74, which is lower than the NTDOY Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of MFG and NTDOY, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.74
1.51
MFG
NTDOY

Dividends

MFG vs. NTDOY - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.79%, more than NTDOY's 0.53% yield.


TTM20242023202220212020201920182017201620152014
MFG
Mizuho Financial Group, Inc.
1.79%3.21%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%
NTDOY
Nintendo Co ADR
0.53%1.60%1.88%2.85%3.14%1.90%1.61%1.65%1.31%0.43%2.02%0.74%

Drawdowns

MFG vs. NTDOY - Drawdown Comparison

The maximum MFG drawdown since its inception was -79.63%, roughly equal to the maximum NTDOY drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for MFG and NTDOY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.30%
-6.96%
MFG
NTDOY

Volatility

MFG vs. NTDOY - Volatility Comparison

Mizuho Financial Group, Inc. (MFG) has a higher volatility of 22.92% compared to Nintendo Co ADR (NTDOY) at 13.48%. This indicates that MFG's price experiences larger fluctuations and is considered to be riskier than NTDOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.92%
13.48%
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
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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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