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MFG vs. SAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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MFG vs. SAN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFG
Mizuho Financial Group, Inc.
8.47%54.60%47.85%26.14%17.09%2.40%-15.06%3.00%-17.58%3.21%
SAN
Banco Santander, S.A.
-3.84%164.72%14.96%46.20%-6.62%10.41%-21.99%-2.32%-28.49%32.28%

Fundamentals

Market Cap

MFG:

$98.48B

SAN:

$179.66B

EPS

MFG:

$84.66

SAN:

$0.87

PE Ratio

MFG:

0.09

SAN:

12.97

PEG Ratio

MFG:

0.01

SAN:

0.70

PS Ratio

MFG:

0.01

SAN:

2.34

PB Ratio

MFG:

0.01

SAN:

1.74

Total Revenue (TTM)

MFG:

$8.35T

SAN:

$75.11B

Gross Profit (TTM)

MFG:

$2.86T

SAN:

$0.00

EBITDA (TTM)

MFG:

$1.34T

SAN:

$17.52B

Returns By Period

In the year-to-date period, MFG achieves a 8.47% return, which is significantly higher than SAN's -3.84% return. Over the past 10 years, MFG has underperformed SAN with an annualized return of 13.49%, while SAN has yielded a comparatively higher 14.62% annualized return.


MFG

1D
4.06%
1M
-10.48%
YTD
8.47%
6M
18.51%
1Y
46.12%
3Y*
45.55%
5Y*
26.78%
10Y*
13.49%

SAN

1D
5.42%
1M
-8.74%
YTD
-3.84%
6M
9.04%
1Y
73.26%
3Y*
50.67%
5Y*
31.51%
10Y*
14.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MFG vs. SAN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFG
MFG Risk / Return Rank: 7878
Overall Rank
MFG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MFG Sortino Ratio Rank: 7474
Sortino Ratio Rank
MFG Omega Ratio Rank: 7878
Omega Ratio Rank
MFG Calmar Ratio Rank: 7575
Calmar Ratio Rank
MFG Martin Ratio Rank: 7979
Martin Ratio Rank

SAN
SAN Risk / Return Rank: 9090
Overall Rank
SAN Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SAN Sortino Ratio Rank: 8888
Sortino Ratio Rank
SAN Omega Ratio Rank: 8787
Omega Ratio Rank
SAN Calmar Ratio Rank: 8989
Calmar Ratio Rank
SAN Martin Ratio Rank: 9292
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. SAN - Risk-Adjusted Trends 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.


MFGSANDifference

Sharpe ratio

Return per unit of total volatility

1.32

2.13

-0.80

Sortino ratio

Return per unit of downside risk

1.75

2.60

-0.85

Omega ratio

Gain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratio

Return relative to maximum drawdown

1.79

3.50

-1.71

Martin ratio

Return relative to average drawdown

5.32

11.96

-6.64

MFG vs. SAN - Sharpe Ratio Comparison

The current MFG Sharpe Ratio is 1.32, which is lower than the SAN Sharpe Ratio of 2.13. 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.


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Sharpe Ratios by Period


MFGSANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.13

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.95

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.41

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.22

-0.22

Correlation

The correlation between MFG and SAN is 0.42, 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.


Dividends

MFG vs. SAN - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.17%, less than SAN's 2.19% yield.


TTM20252024202320222021202020192018201720162015
MFG
Mizuho Financial Group, Inc.
1.17%2.68%3.20%3.73%4.34%2.76%2.71%0.00%0.00%1.86%3.77%3.10%
SAN
Banco Santander, S.A.
2.19%2.11%4.63%3.58%3.83%2.71%0.00%6.20%5.83%4.60%3.29%7.06%

Drawdowns

MFG vs. SAN - Drawdown Comparison

The maximum MFG drawdown since its inception was -80.57%, roughly equal to the maximum SAN drawdown of -82.94%. Use the drawdown chart below to compare losses from any high point for MFG and SAN.


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Drawdown Indicators


MFGSANDifference

Max Drawdown

Largest peak-to-trough decline

-80.57%

-82.94%

+2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-24.78%

-20.29%

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-29.53%

-44.15%

+14.62%

Max Drawdown (10Y)

Largest decline over 10 years

-49.87%

-73.84%

+23.97%

Current Drawdown

Current decline from peak

-21.31%

-14.61%

-6.70%

Average Drawdown

Average peak-to-trough decline

-61.34%

-30.78%

-30.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.34%

5.93%

+2.41%

Volatility

MFG vs. SAN - Volatility Comparison

The current volatility for Mizuho Financial Group, Inc. (MFG) is 10.30%, while Banco Santander, S.A. (SAN) has a volatility of 15.59%. This indicates that MFG experiences smaller price fluctuations and is considered to be less risky than SAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFGSANDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.30%

15.59%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

22.19%

25.14%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

35.03%

34.66%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.99%

33.45%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.49%

35.93%

-9.44%

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


0.00500.00B1.00T1.50T2.00TAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.25T
15.02B
(MFG) Total Revenue
(SAN) Total Revenue
Values in USD except per share items