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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.

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
117.22%
134.12%
MUFG
BBVA

Key characteristics

Sharpe Ratio

MUFG:

1.42

BBVA:

0.57

Sortino Ratio

MUFG:

1.92

BBVA:

0.90

Omega Ratio

MUFG:

1.26

BBVA:

1.12

Calmar Ratio

MUFG:

2.01

BBVA:

0.93

Martin Ratio

MUFG:

5.62

BBVA:

1.70

Ulcer Index

MUFG:

7.23%

BBVA:

10.21%

Daily Std Dev

MUFG:

28.71%

BBVA:

30.56%

Max Drawdown

MUFG:

-76.79%

BBVA:

-80.19%

Current Drawdown

MUFG:

-6.95%

BBVA:

-15.00%

Fundamentals

Market Cap

MUFG:

$138.50B

BBVA:

$59.05B

EPS

MUFG:

$1.01

BBVA:

$1.68

PE Ratio

MUFG:

11.66

BBVA:

6.06

PEG Ratio

MUFG:

1.51

BBVA:

1.43

Total Revenue (TTM)

MUFG:

$7.97T

BBVA:

$45.48B

Gross Profit (TTM)

MUFG:

$9.20T

BBVA:

$45.48B

EBITDA (TTM)

MUFG:

$184.74B

BBVA:

$5.95B

Returns By Period

In the year-to-date period, MUFG achieves a 33.81% return, which is significantly higher than BBVA's 13.66% return. Over the past 10 years, MUFG has outperformed BBVA with an annualized return of 11.03%, while BBVA has yielded a comparatively lower 5.34% annualized return.


MUFG

YTD

33.81%

1M

-2.49%

6M

17.44%

1Y

37.97%

5Y*

20.18%

10Y*

11.03%

BBVA

YTD

13.66%

1M

-0.62%

6M

2.54%

1Y

14.80%

5Y*

18.36%

10Y*

5.34%

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Risk-Adjusted Performance

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 1.42, compared to the broader market-4.00-2.000.002.001.420.57
The chart of Sortino ratio for MUFG, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.920.90
The chart of Omega ratio for MUFG, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.12
The chart of Calmar ratio for MUFG, currently valued at 2.01, compared to the broader market0.002.004.006.002.010.93
The chart of Martin ratio for MUFG, currently valued at 5.62, compared to the broader market-5.000.005.0010.0015.0020.0025.005.621.70
MUFG
BBVA

The current MUFG Sharpe Ratio is 1.42, which is higher than the BBVA Sharpe Ratio of 0.57. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.42
0.57
MUFG
BBVA

Dividends

MUFG vs. BBVA - Dividend Comparison

MUFG's dividend yield for the trailing twelve months is around 1.12%, less than BBVA's 7.74% yield.


TTM20232022202120202019201820172016201520142013
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.12%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%2.08%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
7.74%5.51%6.29%2.80%3.50%5.23%5.71%3.89%6.07%4.31%5.85%4.46%

Drawdowns

MUFG vs. BBVA - Drawdown Comparison

The maximum MUFG drawdown since its inception was -76.79%, 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%JulyAugustSeptemberOctoberNovemberDecember
-6.95%
-15.00%
MUFG
BBVA

Volatility

MUFG vs. BBVA - Volatility Comparison

The current volatility for Mitsubishi UFJ Financial Group, Inc. (MUFG) is 6.09%, while Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a volatility of 7.82%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.09%
7.82%
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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