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

Performance

MUFG vs. ING - Performance Comparison

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

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.76%
-9.80%
MUFG
ING

Returns By Period

In the year-to-date period, MUFG achieves a 37.22% return, which is significantly higher than ING's 12.37% return. Over the past 10 years, MUFG has outperformed ING with an annualized return of 11.09%, while ING has yielded a comparatively lower 6.43% annualized return.


MUFG

YTD

37.22%

1M

9.17%

6M

17.76%

1Y

38.83%

5Y (annualized)

21.69%

10Y (annualized)

11.09%

ING

YTD

12.37%

1M

-8.78%

6M

-9.80%

1Y

21.51%

5Y (annualized)

12.38%

10Y (annualized)

6.43%

Fundamentals


MUFGING
Market Cap$136.84B$49.84B
EPS$1.00$2.18
PE Ratio11.677.25
PEG Ratio1.570.41
Total Revenue (TTM)$6.17T$24.12B
Gross Profit (TTM)$7.40T$17.19B
EBITDA (TTM)$184.74B-$184.00M

Key characteristics


MUFGING
Sharpe Ratio1.270.94
Sortino Ratio1.751.35
Omega Ratio1.241.18
Calmar Ratio1.820.40
Martin Ratio5.073.29
Ulcer Index7.25%6.43%
Daily Std Dev28.98%22.53%
Max Drawdown-76.79%-92.98%
Current Drawdown-3.31%-38.72%

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Correlation

-0.50.00.51.00.4

The correlation between MUFG and ING 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.

Risk-Adjusted Performance

MUFG vs. ING - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and ING Groep N.V. (ING). 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 1.27, compared to the broader market-4.00-2.000.002.004.001.270.94
The chart of Sortino ratio for MUFG, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.751.35
The chart of Omega ratio for MUFG, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.18
The chart of Calmar ratio for MUFG, currently valued at 1.82, compared to the broader market0.002.004.006.001.820.40
The chart of Martin ratio for MUFG, currently valued at 5.07, compared to the broader market-10.000.0010.0020.0030.005.073.29
MUFG
ING

The current MUFG Sharpe Ratio is 1.27, which is higher than the ING Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of MUFG and ING, 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.27
0.94
MUFG
ING

Dividends

MUFG vs. ING - Dividend Comparison

MUFG's dividend yield for the trailing twelve months is around 1.09%, less than ING's 7.64% yield.


TTM20232022202120202019201820172016201520142013
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.09%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%2.08%
ING
ING Groep N.V.
7.64%5.86%7.17%5.09%0.00%6.33%7.64%3.99%5.24%2.95%0.00%0.00%

Drawdowns

MUFG vs. ING - Drawdown Comparison

The maximum MUFG drawdown since its inception was -76.79%, smaller than the maximum ING drawdown of -92.98%. Use the drawdown chart below to compare losses from any high point for MUFG and ING. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.31%
-38.72%
MUFG
ING

Volatility

MUFG vs. ING - Volatility Comparison

Mitsubishi UFJ Financial Group, Inc. (MUFG) has a higher volatility of 9.73% compared to ING Groep N.V. (ING) at 6.24%. This indicates that MUFG's price experiences larger fluctuations and is considered to be riskier than ING 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%JuneJulyAugustSeptemberOctoberNovember
9.73%
6.24%
MUFG
ING

Financials

MUFG vs. ING - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi UFJ Financial Group, Inc. and ING Groep N.V.. 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