MFG vs. SCHW
MFG (Mizuho Financial Group, Inc.) and SCHW (The Charles Schwab Corporation) are both stocks. Both are in the Financial Services sector — MFG in Banks - Regional, SCHW in Capital Markets. Over the past 10 years, MFG returned 15.42%/yr vs 15.65%/yr for SCHW. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
MFG vs. SCHW - Performance Comparison
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Returns By Period
In the year-to-date period, MFG achieves a 42.62% return, which is significantly higher than SCHW's 6.07% return. Both investments have delivered pretty close results over the past 10 years, with MFG having a 15.42% annualized return and SCHW not far ahead at 15.65%.
MFG
- 1D
- 0.87%
- 1M
- 5.03%
- 6M
- 20.97%
- YTD
- 42.62%
- 1Y
- 81.27%
- 3Y*
- 50.11%
- 5Y*
- 34.37%
- 10Y*
- 15.42%
- ALL TIME*
- 1.24%
SCHW
- 1D
- 0.87%
- 1M
- 8.49%
- 6M
- 1.98%
- YTD
- 6.07%
- 1Y
- 11.56%
- 3Y*
- 18.65%
- 5Y*
- 10.60%
- 10Y*
- 15.65%
- ALL TIME*
- 19.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $40.33M | $43.56M | $37.86M | |
| $904.80M | $877.50M | $995.78M |
MFG vs. SCHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFG Mizuho Financial Group, Inc. | 42.62% | 54.60% | 47.85% | 26.14% | 17.09% | 2.40% | -15.06% | 3.00% | -17.58% | 3.21% |
SCHW The Charles Schwab Corporation | 6.07% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Correlation
The correlation between MFG and SCHW is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2006 | 0.36 |
Over the past year, the correlation between MFG and SCHW has dropped to 0.15 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
Fundamentals
MFG:
$127.18B
SCHW:
$183.03B
MFG:
¥101.44
SCHW:
$5.70
MFG:
16.21
SCHW:
18.46
MFG:
0.59
SCHW:
1.05
MFG:
2.34
SCHW:
9.00
MFG:
1.76
SCHW:
59.37
MFG:
¥8.66T
SCHW:
$20.71B
MFG:
¥4.12T
SCHW:
$14.76B
MFG:
¥1.63T
SCHW:
$11.42B
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Return for Risk
MFG vs. SCHW — Risk / Return Rank
MFG
SCHW
MFG vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mizuho Financial Group, Inc. (MFG) and The Charles Schwab Corporation (SCHW). 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.
| MFG | SCHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.08 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 0.46 | +2.76 |
| Martin ratioReturn relative to average drawdown | 8.49 | 1.00 | +7.49 |
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Drawdowns
MFG vs. SCHW - Drawdown Comparison
The maximum MFG drawdown since its inception was -80.57%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for MFG and SCHW.
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Drawdown Indicators
| MFG | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.57% | -86.79% | +6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -24.78% | -19.83% | -4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -28.33% | -24.94% | -3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -49.70% | +21.37% |
Max Drawdown (10Y)Largest decline over 10 years | -49.87% | -51.08% | +1.21% |
Current DrawdownCurrent decline from peak | -2.06% | -1.15% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -60.44% | -35.43% | -25.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.38% | 9.08% | +0.30% |
Volatility
MFG vs. SCHW - Volatility Comparison
Mizuho Financial Group, Inc. (MFG) has a higher volatility of 12.22% compared to The Charles Schwab Corporation (SCHW) at 6.44%. This indicates that MFG's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFG | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.22% | 6.44% | +5.78% |
Volatility (6M)Calculated over the trailing 6-month period | 26.89% | 20.80% | +6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.01% | 25.34% | +6.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.14% | 32.11% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.56% | 33.11% | -6.55% |
Dividends
MFG vs. SCHW - Dividend Comparison
MFG's dividend yield for the trailing twelve months is around 0.89%, less than SCHW's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFG Mizuho Financial Group, Inc. | 0.89% | 2.68% | 3.20% | 3.73% | 4.34% | 2.76% | 2.71% | 0.00% | 0.00% | 1.86% | 3.77% | 3.10% |
SCHW The Charles Schwab Corporation | 1.12% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
Financials
MFG vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Mizuho Financial Group, Inc. and The Charles Schwab Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MFG and SCHW have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MFG has higher volatility (12.22%) compared to SCHW (6.44%). In terms of maximum drawdown, MFG dropped -80.57% vs SCHW's -86.79%.
MFG currently has the higher Sharpe Ratio (2.49 vs 0.36), 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.
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