MUFG vs. JPM
Compare and contrast key facts about Mitsubishi UFJ Financial Group, Inc. (MUFG) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUFG or JPM.
Key characteristics
MUFG | JPM | |
---|---|---|
YTD Return | 16.96% | 14.88% |
1Y Return | 63.22% | 43.97% |
3Y Return (Ann) | 27.09% | 11.84% |
5Y Return (Ann) | 20.14% | 14.39% |
10Y Return (Ann) | 10.28% | 16.46% |
Sharpe Ratio | 2.11 | 2.38 |
Daily Std Dev | 28.53% | 17.16% |
Max Drawdown | -88.37% | -74.02% |
Current Drawdown | -30.48% | -3.04% |
Fundamentals
MUFG | JPM | |
---|---|---|
Market Cap | $115.30B | $533.63B |
EPS | $1.11 | $16.57 |
PE Ratio | 8.84 | 11.21 |
PEG Ratio | 0.97 | 3.36 |
Revenue (TTM) | $4.08T | $149.99B |
Gross Profit (TTM) | $4.21T | $122.31B |
Correlation
The correlation between MUFG and JPM is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MUFG vs. JPM - Performance Comparison
In the year-to-date period, MUFG achieves a 16.96% return, which is significantly higher than JPM's 14.88% return. Over the past 10 years, MUFG has underperformed JPM with an annualized return of 10.28%, while JPM has yielded a comparatively higher 16.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MUFG vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and JPMorgan Chase & Co. (JPM). 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.
Dividends
MUFG vs. JPM - Dividend Comparison
MUFG's dividend yield for the trailing twelve months is around 1.38%, less than JPM's 2.20% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Mitsubishi UFJ Financial Group, Inc. | 1.38% | 2.90% | 3.36% | 4.25% | 5.33% | 3.99% | 3.85% | 2.20% | 2.70% | 2.34% | 2.94% | 3.01% |
JPMorgan Chase & Co. | 2.20% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
MUFG vs. JPM - Drawdown Comparison
The maximum MUFG drawdown since its inception was -88.37%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for MUFG and JPM. For additional features, visit the drawdowns tool.
Volatility
MUFG vs. JPM - Volatility Comparison
The current volatility for Mitsubishi UFJ Financial Group, Inc. (MUFG) is 5.39%, while JPMorgan Chase & Co. (JPM) has a volatility of 8.34%. This indicates that MUFG experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MUFG vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Mitsubishi UFJ Financial Group, Inc. and JPMorgan Chase & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities