PortfoliosLab logo
MFG vs. SAN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MFG and SAN is 0.44, 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.


Performance

MFG vs. SAN - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

MFG:

1.08

SAN:

1.83

Sortino Ratio

MFG:

1.48

SAN:

2.34

Omega Ratio

MFG:

1.21

SAN:

1.33

Calmar Ratio

MFG:

0.85

SAN:

1.43

Martin Ratio

MFG:

4.15

SAN:

8.40

Ulcer Index

MFG:

9.56%

SAN:

7.36%

Daily Std Dev

MFG:

38.24%

SAN:

33.73%

Max Drawdown

MFG:

-79.63%

SAN:

-80.30%

Current Drawdown

MFG:

-17.63%

SAN:

-0.99%

Fundamentals

Market Cap

MFG:

$69.81B

SAN:

$118.94B

EPS

MFG:

$0.48

SAN:

$0.91

PE Ratio

MFG:

11.58

SAN:

8.76

PEG Ratio

MFG:

1.53

SAN:

3.14

PS Ratio

MFG:

0.02

SAN:

2.34

PB Ratio

MFG:

0.97

SAN:

1.04

Total Revenue (TTM)

MFG:

$3.81T

SAN:

$57.73B

Gross Profit (TTM)

MFG:

$4.18T

SAN:

$62.30B

EBITDA (TTM)

MFG:

$32.94B

SAN:

$10.83B

Returns By Period

In the year-to-date period, MFG achieves a 13.70% return, which is significantly lower than SAN's 77.55% return. Over the past 10 years, MFG has outperformed SAN with an annualized return of 6.81%, while SAN has yielded a comparatively lower 5.35% annualized return.


MFG

YTD

13.70%

1M

13.01%

6M

9.45%

1Y

38.60%

3Y*

38.51%

5Y*

22.30%

10Y*

6.81%

SAN

YTD

77.55%

1M

14.35%

6M

75.24%

1Y

58.13%

3Y*

40.99%

5Y*

33.97%

10Y*

5.35%

*Annualized

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.

Banco Santander, S.A.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MFG vs. SAN — 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 8080
Overall Rank
The Sharpe Ratio Rank of MFG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MFG is 7676
Sortino Ratio Rank
The Omega Ratio Rank of MFG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MFG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MFG is 8383
Martin Ratio Rank

SAN
The Risk-Adjusted Performance Rank of SAN is 9191
Overall Rank
The Sharpe Ratio Rank of SAN is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SAN is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SAN is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SAN is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SAN is 9292
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. SAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mizuho Financial Group, Inc. (MFG) and Banco Santander, S.A. (SAN). 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.


The current MFG Sharpe Ratio is 1.08, which is lower than the SAN Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of MFG and SAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MFG vs. SAN - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.56%, less than SAN's 2.96% yield.


TTM20242023202220212020201920182017201620152014
MFG
Mizuho Financial Group, Inc.
1.56%3.21%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%
SAN
Banco Santander, S.A.
2.96%4.71%3.57%3.83%2.58%3.76%6.21%5.80%5.25%4.31%9.40%9.71%

Drawdowns

MFG vs. SAN - Drawdown Comparison

The maximum MFG drawdown since its inception was -79.63%, roughly equal to the maximum SAN drawdown of -80.30%. Use the drawdown chart below to compare losses from any high point for MFG and SAN.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MFG vs. SAN - Volatility Comparison

Mizuho Financial Group, Inc. (MFG) has a higher volatility of 8.35% compared to Banco Santander, S.A. (SAN) at 4.68%. This indicates that MFG's price experiences larger fluctuations and is considered to be riskier than SAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

MFG vs. SAN - Financials Comparison

This section allows you to compare key financial metrics between Mizuho Financial Group, Inc. and Banco Santander, S.A.. 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


0.00500.00B1.00T1.50T2.00T20212022202320242025
974.78B
16.05B
(MFG) Total Revenue
(SAN) Total Revenue
Values in USD except per share items