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MFG vs. SMFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MFG and SMFG is 0.66, 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.


-0.50.00.51.00.7

Performance

MFG vs. SMFG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
24.88%
13.01%
MFG
SMFG

Key characteristics

Sharpe Ratio

MFG:

1.63

SMFG:

1.85

Sortino Ratio

MFG:

2.20

SMFG:

2.36

Omega Ratio

MFG:

1.29

SMFG:

1.34

Calmar Ratio

MFG:

0.96

SMFG:

2.64

Martin Ratio

MFG:

7.25

SMFG:

8.66

Ulcer Index

MFG:

7.05%

SMFG:

6.53%

Daily Std Dev

MFG:

31.32%

SMFG:

30.63%

Max Drawdown

MFG:

-79.63%

SMFG:

-75.59%

Current Drawdown

MFG:

-29.42%

SMFG:

-9.28%

Fundamentals

Market Cap

MFG:

$62.35B

SMFG:

$93.53B

EPS

MFG:

$0.42

SMFG:

$1.15

PE Ratio

MFG:

11.74

SMFG:

12.50

PEG Ratio

MFG:

1.06

SMFG:

1.07

Total Revenue (TTM)

MFG:

$6.38T

SMFG:

$6.16T

Gross Profit (TTM)

MFG:

$7.72T

SMFG:

$7.25T

EBITDA (TTM)

MFG:

$81.57B

SMFG:

$1.38T

Returns By Period

In the year-to-date period, MFG achieves a 44.08% return, which is significantly lower than SMFG's 49.45% return. Over the past 10 years, MFG has underperformed SMFG with an annualized return of 7.91%, while SMFG has yielded a comparatively higher 11.20% annualized return.


MFG

YTD

44.08%

1M

-2.21%

6M

24.87%

1Y

51.57%

5Y*

14.19%

10Y*

7.91%

SMFG

YTD

49.45%

1M

0.36%

6M

13.01%

1Y

56.56%

5Y*

18.45%

10Y*

11.20%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MFG vs. SMFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mizuho Financial Group, Inc. (MFG) and Sumitomo Mitsui Financial Group, Inc. (SMFG). 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.


Sharpe ratio
The chart of Sharpe ratio for MFG, currently valued at 1.63, compared to the broader market-4.00-2.000.002.001.631.85
The chart of Sortino ratio for MFG, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.202.36
The chart of Omega ratio for MFG, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.34
The chart of Calmar ratio for MFG, currently valued at 0.96, compared to the broader market0.002.004.006.000.962.64
The chart of Martin ratio for MFG, currently valued at 7.25, compared to the broader market0.0010.0020.007.258.63
MFG
SMFG

The current MFG Sharpe Ratio is 1.63, which is comparable to the SMFG Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of MFG and SMFG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.63
1.85
MFG
SMFG

Dividends

MFG vs. SMFG - Dividend Comparison

MFG's dividend yield for the trailing twelve months is around 1.44%, less than SMFG's 2.92% yield.


TTM20232022202120202019201820172016201520142013
MFG
Mizuho Financial Group, Inc.
1.44%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%2.75%
SMFG
Sumitomo Mitsui Financial Group, Inc.
2.92%3.67%2.12%5.24%5.97%4.61%4.80%3.17%3.63%3.32%3.13%2.37%

Drawdowns

MFG vs. SMFG - Drawdown Comparison

The maximum MFG drawdown since its inception was -79.63%, which is greater than SMFG's maximum drawdown of -75.59%. Use the drawdown chart below to compare losses from any high point for MFG and SMFG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.42%
-9.28%
MFG
SMFG

Volatility

MFG vs. SMFG - Volatility Comparison

The current volatility for Mizuho Financial Group, Inc. (MFG) is 7.13%, while Sumitomo Mitsui Financial Group, Inc. (SMFG) has a volatility of 8.68%. This indicates that MFG experiences smaller price fluctuations and is considered to be less risky than SMFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
7.13%
8.68%
MFG
SMFG

Financials

MFG vs. SMFG - Financials Comparison

This section allows you to compare key financial metrics between Mizuho Financial Group, Inc. and Sumitomo Mitsui Financial Group, Inc.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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