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MUFG vs. BBVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MUFG and BBVA is 0.42, 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.


-0.50.00.51.00.4

Performance

MUFG vs. BBVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsubishi UFJ Financial Group, Inc. (MUFG) and Banco Bilbao Vizcaya Argentaria, S.A. (BBVA). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.90%
3.86%
MUFG
BBVA

Key characteristics

Sharpe Ratio

MUFG:

1.43

BBVA:

0.88

Sortino Ratio

MUFG:

1.93

BBVA:

1.26

Omega Ratio

MUFG:

1.27

BBVA:

1.17

Calmar Ratio

MUFG:

2.03

BBVA:

1.45

Martin Ratio

MUFG:

5.64

BBVA:

2.56

Ulcer Index

MUFG:

7.29%

BBVA:

10.58%

Daily Std Dev

MUFG:

28.73%

BBVA:

30.97%

Max Drawdown

MUFG:

-76.62%

BBVA:

-80.19%

Current Drawdown

MUFG:

0.00%

BBVA:

-5.34%

Fundamentals

Market Cap

MUFG:

$141.99B

BBVA:

$62.01B

EPS

MUFG:

$0.98

BBVA:

$1.65

PE Ratio

MUFG:

12.49

BBVA:

6.53

PEG Ratio

MUFG:

1.56

BBVA:

1.53

Total Revenue (TTM)

MUFG:

$6.52T

BBVA:

$38.04B

Gross Profit (TTM)

MUFG:

$7.75T

BBVA:

$38.04B

EBITDA (TTM)

MUFG:

-$318.18B

BBVA:

$2.68B

Returns By Period

In the year-to-date period, MUFG achieves a 4.44% return, which is significantly lower than BBVA's 10.91% return. Over the past 10 years, MUFG has outperformed BBVA with an annualized return of 12.63%, while BBVA has yielded a comparatively lower 7.66% annualized return.


MUFG

YTD

4.44%

1M

2.17%

6M

8.90%

1Y

40.81%

5Y*

22.64%

10Y*

12.63%

BBVA

YTD

10.91%

1M

5.89%

6M

3.85%

1Y

31.19%

5Y*

22.20%

10Y*

7.66%

*Annualized

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Risk-Adjusted Performance

MUFG vs. BBVA — Risk-Adjusted Performance Rank

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

MUFG
The Risk-Adjusted Performance Rank of MUFG is 8585
Overall Rank
The Sharpe Ratio Rank of MUFG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MUFG is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MUFG is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MUFG is 9191
Calmar Ratio Rank
The Martin Ratio Rank of MUFG is 8484
Martin Ratio Rank

BBVA
The Risk-Adjusted Performance Rank of BBVA is 7575
Overall Rank
The Sharpe Ratio Rank of BBVA is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of BBVA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of BBVA is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BBVA is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BBVA is 7373
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.

MUFG vs. BBVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and Banco Bilbao Vizcaya Argentaria, S.A. (BBVA). 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 MUFG, currently valued at 1.43, compared to the broader market-2.000.002.001.430.88
The chart of Sortino ratio for MUFG, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.931.26
The chart of Omega ratio for MUFG, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.17
The chart of Calmar ratio for MUFG, currently valued at 2.03, compared to the broader market0.002.004.006.002.031.45
The chart of Martin ratio for MUFG, currently valued at 5.64, compared to the broader market-30.00-20.00-10.000.0010.0020.005.642.56
MUFG
BBVA

The current MUFG Sharpe Ratio is 1.43, which is higher than the BBVA Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of MUFG and BBVA, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.43
0.88
MUFG
BBVA

Dividends

MUFG vs. BBVA - Dividend Comparison

MUFG's dividend yield for the trailing twelve months is around 1.04%, less than BBVA's 6.95% yield.


TTM20242023202220212020201920182017201620152014
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.04%1.09%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
6.95%7.71%5.51%6.29%2.80%3.50%5.23%5.71%3.89%6.07%4.31%5.85%

Drawdowns

MUFG vs. BBVA - Drawdown Comparison

The maximum MUFG drawdown since its inception was -76.62%, roughly equal to the maximum BBVA drawdown of -80.19%. Use the drawdown chart below to compare losses from any high point for MUFG and BBVA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-5.34%
MUFG
BBVA

Volatility

MUFG vs. BBVA - Volatility Comparison

The current volatility for Mitsubishi UFJ Financial Group, Inc. (MUFG) is 6.46%, while Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a volatility of 8.22%. This indicates that MUFG experiences smaller price fluctuations and is considered to be less risky than BBVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.46%
8.22%
MUFG
BBVA

Financials

MUFG vs. BBVA - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi UFJ Financial Group, Inc. and Banco Bilbao Vizcaya Argentaria, S.A.. 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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