PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
MFG vs. RDVY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MFG vs. RDVY

Last updated Jun 13, 2026

MFG (Mizuho Financial Group, Inc.) is a stock, while RDVY (First Trust Rising Dividend Achievers ETF) is Large Cap Blend Equities fund tracking the NASDAQ US Rising Dividend Achievers. Over the past 10 years, MFG returned 15.72%/yr vs 16.29%/yr for RDVY. At a 0.42 correlation, their price movements are largely independent.

Performance

MFG vs. RDVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mizuho Financial Group, Inc. (MFG) and First Trust Rising Dividend Achievers ETF (RDVY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MFG achieves a 32.24% return, which is significantly higher than RDVY's 13.41% return. Both investments have delivered pretty close results over the past 10 years, with MFG having a 15.72% annualized return and RDVY not far ahead at 16.29%.

MFG

1D
1.68%
1M
11.39%
YTD
32.24%
6M
31.34%
1Y
78.46%
3Y*
51.80%
5Y*
30.84%
10Y*
15.72%

RDVY

1D
1.11%
1M
5.69%
YTD
13.41%
6M
12.60%
1Y
31.20%
3Y*
20.46%
5Y*
12.03%
10Y*
16.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFG vs. RDVY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MFG
Mizuho Financial Group, Inc.		32.24%54.60%47.85%26.14%17.09%2.40%-15.06%3.00%-17.58%3.21%
RDVY
First Trust Rising Dividend Achievers ETF		13.41%18.90%16.41%20.38%-13.27%31.14%13.47%37.71%-9.92%22.75%

Correlation

The correlation between MFG and RDVY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2014

0.42

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Mizuho Financial Group, Inc.

First Trust Rising Dividend Achievers ETF

Often compared with MFG:
MFG vs. MUFGMFG vs. SMFGMFG vs. NMRMFG vs. SANMFG vs. MSMFG vs. INTRMFG vs. SCHW
Often compared with RDVY:
RDVY vs. SCHDRDVY vs. DGRORDVY vs. SPYRDVY vs. DGRWRDVY vs. VOORDVY vs. DVYRDVY vs. QQQX

Return for Risk

MFG vs. RDVY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MFG
MFG Risk / Return Rank: 8989
Overall Rank
MFG Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MFG Sortino Ratio Rank: 9191
Sortino Ratio Rank
MFG Omega Ratio Rank: 9090
Omega Ratio Rank
MFG Calmar Ratio Rank: 8484
Calmar Ratio Rank
MFG Martin Ratio Rank: 8585
Martin Ratio Rank
RDVY
RDVY Risk / Return Rank: 7474
Overall Rank
RDVY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
RDVY Sortino Ratio Rank: 7575
Sortino Ratio Rank
RDVY Omega Ratio Rank: 7070
Omega Ratio Rank
RDVY Calmar Ratio Rank: 7474
Calmar Ratio Rank
RDVY Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MFG vs. RDVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mizuho Financial Group, Inc. (MFG) and First Trust Rising Dividend Achievers ETF (RDVY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

MFGRDVYDifference
Sharpe ratioReturn per unit of total volatility
2.51
2.03

+0.47

Sortino ratioReturn per unit of downside risk
3.18
2.90

+0.28

Omega ratioGain probability vs. loss probability

1.40

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

3.11

3.26

-0.15

Martin ratioReturn relative to average drawdown

8.25

13.71

-5.46

MFG vs. RDVY - Sharpe Ratio Comparison

The current MFG Sharpe Ratio is 2.51, which is comparable to the RDVY Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of MFG and RDVY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

MFG vs. RDVY - Drawdown Comparison

The maximum MFG drawdown since its inception was -80.57%, which is greater than RDVY's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for MFG and RDVY.

Loading charts...

Drawdown Indicators

MFGRDVYDifference

Max Drawdown

Largest peak-to-trough decline

-80.57%

-40.60%

-39.97%

Max Drawdown (1Y)

Largest decline over 1 year

-24.78%

-9.04%

-15.74%

Max Drawdown (3Y)

Largest decline over 3 years

-28.33%

-19.11%

-9.22%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-25.32%

-3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-49.87%

-40.60%

-9.27%

Current Drawdown

Current decline from peak

-4.06%

0.00%

-4.06%

Average Drawdown

Average peak-to-trough decline

-60.82%

-4.99%

-55.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.31%

2.15%

+7.16%

Volatility

MFG vs. RDVY - Volatility Comparison

Mizuho Financial Group, Inc. (MFG) has a higher volatility of 10.09% compared to First Trust Rising Dividend Achievers ETF (RDVY) at 5.04%. This indicates that MFG's price experiences larger fluctuations and is considered to be riskier than RDVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

MFGRDVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.09%

5.04%

+5.05%

Volatility (6M)

Calculated over the trailing 6-month period

24.20%

11.50%

+12.70%

Volatility (1Y)

Calculated over the trailing 1-year period

30.69%

14.48%

+16.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.66%

18.98%

+10.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.49%

21.13%

+5.36%

Dividends

MFG vs. RDVY - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 0.96%, more than RDVY's 0.89% yield.

PositionTTM20252024202320222021202020192018201720162015
MFG
Mizuho Financial Group, Inc.		0.96%2.68%3.20%3.73%4.34%2.76%2.71%0.00%0.00%1.86%3.77%3.10%
RDVY
First Trust Rising Dividend Achievers ETF		0.89%1.11%1.64%2.09%2.21%1.04%1.53%1.55%1.68%1.25%2.07%2.14%

Frequently Asked Questions

MFG and RDVY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MFG has higher volatility (10.09%) compared to RDVY (5.04%). In terms of maximum drawdown, MFG dropped -80.57% vs RDVY's -40.60%.

MFG currently has the higher Sharpe Ratio (2.51 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MFG and RDVY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer