MUFG vs. DSY.PA

Last updated Jun 9, 2026

MUFG (Mitsubishi UFJ Financial Group, Inc.) and DSY.PA (Dassault Systèmes SE) are both stocks. MUFG operates in Banks - Diversified (Financial Services), while DSY.PA operates in Software - Application (Technology). Over the past 10 years, MUFG returned 17.84%/yr vs 5.97%/yr for DSY.PA. At a 0.21 correlation, their price movements are largely independent.

Performance

MUFG vs. DSY.PA - Performance Comparison

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

Different Trading Currencies

MUFG is traded in USD, while DSY.PA is traded in EUR. To make them comparable, the DSY.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MUFG achieves a 25.60% return, which is significantly higher than DSY.PA's -16.95% return. Over the past 10 years, MUFG has outperformed DSY.PA with an annualized return of 17.84%, while DSY.PA has yielded a comparatively lower 5.97% annualized return.

MUFG

• 1D: 0.05%
• 1M: 10.97%
• YTD: 25.60%
• 6M: 25.13%
• 1Y: 46.00%
• 3Y*: 45.96%
• 5Y*: 32.45%
• 10Y*: 17.84%

DSY.PA

• 1D: 0.00%
• 1M: 0.94%
• YTD: -16.95%
• 6M: -14.99%
• 1Y: -36.88%
• 3Y*: -18.26%
• 5Y*: -12.34%
• 10Y*: 5.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MUFG vs. DSY.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MUFG Mitsubishi UFJ Financial Group, Inc.	25.60%	39.96%	40.10%	33.50%	27.37%	25.70%	-15.99%	11.50%	-33.01%	20.99%
DSY.PA Dassault Systèmes SE	-16.95%	-18.65%	-28.54%	36.98%	-39.56%	48.93%	26.42%	42.03%	14.44%	44.34%

Correlation

The correlation between MUFG and DSY.PA is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.14
Correlation (All Time) Calculated using the full available price history since May 28, 2007	0.21

The correlation between MUFG and DSY.PA shifts across timeframes, from 0.10 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MUFG vs. DSY.PA — Risk / Return Rank

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

MUFG

MUFG Risk / Return Rank: 83
MUFG Sharpe Ratio Rank: 87
MUFG Sortino Ratio Rank: 83
MUFG Omega Ratio Rank: 81
MUFG Calmar Ratio Rank: 81
MUFG Martin Ratio Rank: 83

DSY.PA

DSY.PA Risk / Return Rank: 9
DSY.PA Sharpe Ratio Rank: 5
DSY.PA Sortino Ratio Rank: 9
DSY.PA Omega Ratio Rank: 6
DSY.PA Calmar Ratio Rank: 14
DSY.PA Martin Ratio Rank: 12

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. DSY.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and Dassault Systèmes SE (DSY.PA). 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.

	MUFG	DSY.PA	Difference
Sharpe ratio: Return per unit of total volatility	1.79	-0.96	+2.75
Sortino ratio: Return per unit of downside risk	2.49	-1.14	+3.64
Omega ratio: Gain probability vs. loss probability	1.30	0.81	+0.48
Calmar ratio: Return relative to maximum drawdown	2.67	-0.74	+3.41
Martin ratio: Return relative to average drawdown	7.49	-1.26	+8.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MUFG vs. DSY.PA - Sharpe Ratio Comparison

The current MUFG Sharpe Ratio is 1.79, which is higher than the DSY.PA Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of MUFG and DSY.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MUFG	DSY.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	-0.96	+2.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.12	-0.38	+1.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.20	+0.44
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.45	-0.27

Drawdowns

MUFG vs. DSY.PA - Drawdown Comparison

The maximum MUFG drawdown since its inception was -76.75%, which is greater than DSY.PA's maximum drawdown of -69.54%. Use the drawdown chart below to compare losses from any high point for MUFG and DSY.PA.

Drawdown Indicators

	MUFG	DSY.PA	Difference
Max Drawdown Largest peak-to-trough decline	-76.75%	-69.54%	-7.21%
Max Drawdown (1Y) Largest decline over 1 year	-17.28%	-49.78%	+32.50%
Max Drawdown (3Y) Largest decline over 3 years	-26.56%	-63.50%	+36.94%
Max Drawdown (5Y) Largest decline over 5 years	-32.81%	-69.54%	+36.73%
Max Drawdown (10Y) Largest decline over 10 years	-57.62%	-69.54%	+11.92%
Current Drawdown Current decline from peak	-0.65%	-62.54%	+61.89%
Average Drawdown Average peak-to-trough decline	-43.56%	-15.44%	-28.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.16%	29.17%	-23.01%

Volatility

MUFG vs. DSY.PA - Volatility Comparison

The current volatility for Mitsubishi UFJ Financial Group, Inc. (MUFG) is 5.66%, while Dassault Systèmes SE (DSY.PA) has a volatility of 13.74%. This indicates that MUFG experiences smaller price fluctuations and is considered to be less risky than DSY.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MUFG	DSY.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.66%	13.74%	-8.08%
Volatility (6M) Calculated over the trailing 6-month period	19.14%	34.43%	-15.29%
Volatility (1Y) Calculated over the trailing 1-year period	25.83%	38.30%	-12.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.05%	31.89%	-2.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.88%	29.54%	-1.66%

Dividends

MUFG vs. DSY.PA - Dividend Comparison

MUFG's dividend yield for the trailing twelve months is around 1.13%, less than DSY.PA's 1.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSY.PA Dassault Systèmes SE	1.37%	1.09%	0.69%	0.47%	0.51%	1.07%	2.11%	2.22%	2.80%	2.99%	3.25%	2.92%
MUFG Mitsubishi UFJ Financial Group, Inc.	1.13%	3.12%	2.50%	2.90%	3.36%	2.18%	2.62%	0.00%	0.00%	2.20%	2.70%	2.34%

Financials

Frequently Asked Questions

Can I hold both MUFG and DSY.PA in my portfolio?

MUFG and DSY.PA have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.