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

Performance

MFG vs. SCHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mizuho Financial Group, Inc. (MFG) and The Charles Schwab Corporation (SCHW). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Market Cap

MFG:

$127.18B

SCHW:

$183.03B

EPS

MFG:

¥101.44

SCHW:

$5.70

PE Ratio

MFG:

16.21

SCHW:

18.46

PEG Ratio

MFG:

0.59

SCHW:

1.05

PS Ratio

MFG:

2.34

SCHW:

9.00

PB Ratio

MFG:

1.76

SCHW:

59.37

Total Revenue (TTM)

MFG:

¥8.66T

SCHW:

$20.71B

Gross Profit (TTM)

MFG:

¥4.12T

SCHW:

$14.76B

EBITDA (TTM)

MFG:

¥1.63T

SCHW:

$11.42B

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Return for Risk

MFG vs. SCHW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MFG
MFG Risk / Return Rank: 9191
Overall Rank
MFG Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MFG Sortino Ratio Rank: 9393
Sortino Ratio Rank
MFG Omega Ratio Rank: 9292
Omega Ratio Rank
MFG Calmar Ratio Rank: 8888
Calmar Ratio Rank
MFG Martin Ratio Rank: 8888
Martin Ratio Rank

SCHW
SCHW Risk / Return Rank: 5454
Overall Rank
SCHW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCHW Sortino Ratio Rank: 4949
Sortino Ratio Rank
SCHW Omega Ratio Rank: 5050
Omega Ratio Rank
SCHW Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHW Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


MFGSCHWDifference
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

MFG vs. SCHW - Sharpe Ratio Comparison

The current MFG Sharpe Ratio is 2.49, which is higher than the SCHW Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of MFG and SCHW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


MFGSCHWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.06%

-1.15%

-0.91%

Average Drawdown

Average peak-to-trough decline

-60.44%

-35.43%

-25.01%

Ulcer Index

Depth 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


MFGSCHWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

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.

Portfolio Optimizer

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