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MFH vs. RJF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MFH and RJF is 0.64, 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

MFH vs. RJF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercurity Fintech Holding Inc. (MFH) and Raymond James Financial, Inc. (RJF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MFH:

0.66

RJF:

0.75

Sortino Ratio

MFH:

2.32

RJF:

1.17

Omega Ratio

MFH:

1.27

RJF:

1.15

Calmar Ratio

MFH:

1.09

RJF:

0.74

Martin Ratio

MFH:

4.15

RJF:

2.00

Ulcer Index

MFH:

26.26%

RJF:

10.32%

Daily Std Dev

MFH:

167.43%

RJF:

29.97%

Max Drawdown

MFH:

-99.79%

RJF:

-69.68%

Current Drawdown

MFH:

-98.85%

RJF:

-14.56%

Fundamentals

Market Cap

MFH:

$200.61M

RJF:

$29.81B

EPS

MFH:

-$0.08

RJF:

$10.33

PS Ratio

MFH:

199.13

RJF:

2.20

PB Ratio

MFH:

6.40

RJF:

2.44

Total Revenue (TTM)

MFH:

$1.01M

RJF:

$14.95B

Gross Profit (TTM)

MFH:

-$375.51K

RJF:

$13.40B

EBITDA (TTM)

MFH:

-$2.11M

RJF:

$3.05B

Returns By Period

In the year-to-date period, MFH achieves a -55.05% return, which is significantly lower than RJF's -4.73% return. Over the past 10 years, MFH has underperformed RJF with an annualized return of -34.66%, while RJF has yielded a comparatively higher 15.95% annualized return.


MFH

YTD

-55.05%

1M

-57.30%

6M

-56.64%

1Y

106.04%

3Y*

30.61%

5Y*

11.69%

10Y*

-34.66%

RJF

YTD

-4.73%

1M

6.73%

6M

-12.58%

1Y

21.45%

3Y*

16.03%

5Y*

27.97%

10Y*

15.95%

*Annualized

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Mercurity Fintech Holding Inc.

Raymond James Financial, Inc.

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

Risk-Adjusted Performance

MFH vs. RJF — Risk-Adjusted Performance Rank

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

MFH
The Risk-Adjusted Performance Rank of MFH is 8383
Overall Rank
The Sharpe Ratio Rank of MFH is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of MFH is 8989
Sortino Ratio Rank
The Omega Ratio Rank of MFH is 8585
Omega Ratio Rank
The Calmar Ratio Rank of MFH is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MFH is 8383
Martin Ratio Rank

RJF
The Risk-Adjusted Performance Rank of RJF is 7373
Overall Rank
The Sharpe Ratio Rank of RJF is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of RJF is 6969
Sortino Ratio Rank
The Omega Ratio Rank of RJF is 6868
Omega Ratio Rank
The Calmar Ratio Rank of RJF is 7878
Calmar Ratio Rank
The Martin Ratio Rank of RJF is 7272
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.

MFH vs. RJF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercurity Fintech Holding Inc. (MFH) and Raymond James Financial, Inc. (RJF). 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 MFH Sharpe Ratio is 0.66, which is comparable to the RJF Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of MFH and RJF, 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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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

MFH vs. RJF - Dividend Comparison

MFH has not paid dividends to shareholders, while RJF's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
MFH
Mercurity Fintech Holding Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RJF
Raymond James Financial, Inc.
1.29%0.87%1.53%1.67%1.04%1.16%1.93%1.48%0.74%1.18%1.28%1.15%

Drawdowns

MFH vs. RJF - Drawdown Comparison

The maximum MFH drawdown since its inception was -99.79%, which is greater than RJF's maximum drawdown of -69.68%. Use the drawdown chart below to compare losses from any high point for MFH and RJF.


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

Volatility

MFH vs. RJF - Volatility Comparison

Mercurity Fintech Holding Inc. (MFH) has a higher volatility of 32.57% compared to Raymond James Financial, Inc. (RJF) at 7.09%. This indicates that MFH's price experiences larger fluctuations and is considered to be riskier than RJF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MFH vs. RJF - Financials Comparison

This section allows you to compare key financial metrics between Mercurity Fintech Holding Inc. and Raymond James Financial, 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


0.001.00B2.00B3.00B4.00B20212022202320242025
490.25K
3.79B
(MFH) Total Revenue
(RJF) Total Revenue
Values in USD except per share items