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

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%JuneJulyAugustSeptemberOctoberNovember
-28.18%
290.34%
MFG
NTDOY

Returns By Period

In the year-to-date period, MFG achieves a 44.37% return, which is significantly higher than NTDOY's 3.46% return. Over the past 10 years, MFG has underperformed NTDOY with an annualized return of 7.75%, while NTDOY has yielded a comparatively higher 19.60% annualized return.


MFG

YTD

44.37%

1M

15.64%

6M

20.20%

1Y

49.14%

5Y (annualized)

13.79%

10Y (annualized)

7.75%

NTDOY

YTD

3.46%

1M

-0.68%

6M

-2.93%

1Y

15.16%

5Y (annualized)

10.09%

10Y (annualized)

19.60%

Fundamentals


MFGNTDOY
Market Cap$57.16B$63.25B
EPS$0.37$0.46
PE Ratio12.1929.30
PEG Ratio1.3524.86
Total Revenue (TTM)$6.78T$1.12T
Gross Profit (TTM)$6.78T$634.76B
EBITDA (TTM)$81.57B$313.83B

Key characteristics


MFGNTDOY
Sharpe Ratio1.520.60
Sortino Ratio2.081.00
Omega Ratio1.271.13
Calmar Ratio0.890.71
Martin Ratio6.801.87
Ulcer Index7.03%8.91%
Daily Std Dev31.48%27.70%
Max Drawdown-79.63%-83.03%
Current Drawdown-29.27%-10.04%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for MFG, currently valued at 1.52, compared to the broader market-4.00-2.000.002.001.520.60
The chart of Sortino ratio for MFG, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.002.081.00
The chart of Omega ratio for MFG, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.13
The chart of Calmar ratio for MFG, currently valued at 0.89, compared to the broader market0.002.004.006.000.890.71
The chart of Martin ratio for MFG, currently valued at 6.80, compared to the broader market0.0010.0020.0030.006.801.87
MFG
NTDOY

The current MFG Sharpe Ratio is 1.52, which is higher than the NTDOY Sharpe Ratio of 0.60. 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 Ratio0.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.52
0.60
MFG
NTDOY

Dividends

MFG vs. NTDOY - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.44%, less than NTDOY's 1.53% yield.


TTM20232022202120202019201820172016201520142013
MFG
Mizuho Financial Group, Inc.
1.44%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
1.53%2.70%3.32%3.90%2.38%2.10%1.65%1.31%0.43%2.02%0.74%0.65%

Drawdowns

MFG vs. NTDOY - Drawdown Comparison

The maximum MFG drawdown since its inception was -79.63%, roughly equal to the maximum NTDOY drawdown of -83.03%. 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%JuneJulyAugustSeptemberOctoberNovember
-29.27%
-10.04%
MFG
NTDOY

Volatility

MFG vs. NTDOY - Volatility Comparison

Mizuho Financial Group, Inc. (MFG) has a higher volatility of 8.72% compared to Nintendo Co ADR (NTDOY) at 6.66%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
8.72%
6.66%
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