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MUFG vs. ACN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MUFG vs. ACN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsubishi UFJ Financial Group, Inc. (MUFG) and Accenture plc (ACN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUFG achieves a 27.11% return, which is significantly higher than ACN's -35.62% return. Over the past 10 years, MUFG has outperformed ACN with an annualized return of 18.66%, while ACN has yielded a comparatively lower 5.50% annualized return.


MUFG

1D
0.40%
1M
8.33%
YTD
27.11%
6M
25.92%
1Y
48.94%
3Y*
46.26%
5Y*
33.15%
10Y*
18.66%

ACN

1D
1.65%
1M
6.66%
YTD
-35.62%
6M
-36.39%
1Y
-45.08%
3Y*
-16.94%
5Y*
-8.24%
10Y*
5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUFG vs. ACN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUFG
Mitsubishi UFJ Financial Group, Inc.
27.11%39.96%40.10%33.50%27.37%25.70%-15.99%11.50%-33.01%20.99%
ACN
Accenture plc
-35.62%-22.14%1.86%33.60%-34.75%60.67%26.04%51.21%-6.23%33.34%

Correlation

The correlation between MUFG and ACN is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2001

0.28

Over the past year, the correlation between MUFG and ACN has dropped to 0.08 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

MUFG:

$225.50B

ACN:

$106.02B

EPS

MUFG:

¥214.15

ACN:

$12.27

PE Ratio

MUFG:

15.08

ACN:

13.88

PEG Ratio

MUFG:

0.55

ACN:

1.89

PS Ratio

MUFG:

2.78

ACN:

1.48

PB Ratio

MUFG:

1.61

ACN:

3.40

Total Revenue (TTM)

MUFG:

¥13.21T

ACN:

$72.11B

Gross Profit (TTM)

MUFG:

¥7.24T

ACN:

$23.06B

EBITDA (TTM)

MUFG:

¥3.34T

ACN:

$12.11B

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Return for Risk

MUFG vs. ACN — Risk / Return Rank

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

MUFG
MUFG Risk / Return Rank: 8585
Overall Rank
MUFG Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MUFG Sortino Ratio Rank: 8686
Sortino Ratio Rank
MUFG Omega Ratio Rank: 8383
Omega Ratio Rank
MUFG Calmar Ratio Rank: 8383
Calmar Ratio Rank
MUFG Martin Ratio Rank: 8585
Martin Ratio Rank

ACN
ACN Risk / Return Rank: 33
Overall Rank
ACN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ACN Sortino Ratio Rank: 33
Sortino Ratio Rank
ACN Omega Ratio Rank: 44
Omega Ratio Rank
ACN Calmar Ratio Rank: 55
Calmar Ratio Rank
ACN Martin Ratio Rank: 33
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.

MUFG vs. ACN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and Accenture plc (ACN). 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.


MUFGACNDifference
Sharpe ratioReturn per unit of total volatility

+3.16

Sortino ratioReturn per unit of downside risk

+4.55

Omega ratioGain probability vs. loss probability

1.31

0.77

+0.54

Calmar ratioReturn relative to maximum drawdown

2.85

-0.94

+3.79

Martin ratioReturn relative to average drawdown

7.98

-1.72

+9.70

MUFG vs. ACN - Sharpe Ratio Comparison

The current MUFG Sharpe Ratio is 1.91, which is higher than the ACN Sharpe Ratio of -1.26. The chart below compares the historical Sharpe Ratios of MUFG and ACN, 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

MUFG vs. ACN - Drawdown Comparison

The maximum MUFG drawdown since its inception was -76.75%, which is greater than ACN's maximum drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for MUFG and ACN.


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Drawdown Indicators


MUFGACNDifference

Max Drawdown

Largest peak-to-trough decline

-76.75%

-59.20%

-17.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.28%

-47.89%

+30.61%

Max Drawdown (3Y)

Largest decline over 3 years

-26.56%

-58.67%

+32.11%

Max Drawdown (5Y)

Largest decline over 5 years

-32.81%

-58.67%

+25.86%

Max Drawdown (10Y)

Largest decline over 10 years

-57.62%

-58.67%

+1.05%

Current Drawdown

Current decline from peak

0.00%

-55.91%

+55.91%

Average Drawdown

Average peak-to-trough decline

-43.53%

-12.89%

-30.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

26.93%

-20.77%

Volatility

MUFG vs. ACN - Volatility Comparison

The current volatility for Mitsubishi UFJ Financial Group, Inc. (MUFG) is 5.88%, while Accenture plc (ACN) has a volatility of 12.95%. This indicates that MUFG experiences smaller price fluctuations and is considered to be less risky than ACN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUFGACNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

12.95%

-7.07%

Volatility (6M)

Calculated over the trailing 6-month period

18.89%

29.81%

-10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

25.81%

36.02%

-10.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.04%

28.60%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.85%

26.87%

+0.98%

Dividends

MUFG vs. ACN - Dividend Comparison

MUFG's dividend yield for the trailing twelve months is around 1.12%, less than ACN's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
ACN
Accenture plc
3.74%2.26%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.12%3.12%2.50%2.90%3.36%2.18%2.62%0.00%0.00%2.20%2.70%2.34%

Financials

MUFG vs. ACN - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi UFJ Financial Group, Inc. and Accenture plc. 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


0.001.00T2.00T3.00T4.00T20222023202420252026
3.59T
18.04B
(MUFG) Total Revenue
(ACN) Total Revenue
Please note, different currencies. MUFG values in JPY, ACN values in USD

MUFG vs. ACN - Profitability Comparison

The chart below illustrates the profitability comparison between Mitsubishi UFJ Financial Group, Inc. and Accenture plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
58.3%
30.3%
Portfolio components
MUFG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mitsubishi UFJ Financial Group, Inc. reported a gross profit of 2.09T and revenue of 3.59T. Therefore, the gross margin over that period was 58.3%.

ACN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Accenture plc reported a gross profit of 5.46B and revenue of 18.04B. Therefore, the gross margin over that period was 30.3%.

MUFG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mitsubishi UFJ Financial Group, Inc. reported an operating income of 841.39B and revenue of 3.59T, resulting in an operating margin of 23.4%.

ACN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Accenture plc reported an operating income of 2.49B and revenue of 18.04B, resulting in an operating margin of 13.8%.

MUFG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mitsubishi UFJ Financial Group, Inc. reported a net income of 624.99B and revenue of 3.59T, resulting in a net margin of 17.4%.

ACN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Accenture plc reported a net income of 1.86B and revenue of 18.04B, resulting in a net margin of 10.3%.


Frequently Asked Questions


MUFG and ACN have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACN has higher volatility (12.95%) compared to MUFG (5.88%). In terms of maximum drawdown, MUFG dropped -76.75% vs ACN's -59.20%.

MUFG currently has the higher Sharpe Ratio (1.91 vs -1.25), 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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