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.
Performance
MUFG vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, MUFG achieves a 38.33% return, which is significantly lower than JPM's 46.90% return. Over the past 10 years, MUFG has underperformed JPM with an annualized return of 11.19%, while JPM has yielded a comparatively higher 18.31% annualized return.
MUFG
38.33%
7.05%
17.30%
39.96%
21.98%
11.19%
JPM
46.90%
8.29%
20.57%
63.51%
16.69%
18.31%
Fundamentals
| MUFG | JPM | |
|---|---|---|
| Market Cap | $134.87B | $674.44B |
| EPS | $0.82 | $17.99 |
| PE Ratio | 14.11 | 13.32 |
| PEG Ratio | 2.13 | 4.76 |
| Total Revenue (TTM) | $7.40T | $173.22B |
| Gross Profit (TTM) | $7.40T | $173.22B |
| EBITDA (TTM) | $184.74B | $86.50B |
Key characteristics
| MUFG | JPM | |
|---|---|---|
| Sharpe Ratio | 1.48 | 2.83 |
| Sortino Ratio | 1.97 | 3.63 |
| Omega Ratio | 1.27 | 1.57 |
| Calmar Ratio | 2.12 | 6.42 |
| Martin Ratio | 5.91 | 19.51 |
| Ulcer Index | 7.24% | 3.33% |
| Daily Std Dev | 29.01% | 23.00% |
| Max Drawdown | -76.79% | -74.02% |
| Current Drawdown | -2.53% | -1.22% |
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Correlation
The correlation between MUFG and JPM is 0.41, 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. 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 1.08%, less than JPM's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUFG Mitsubishi UFJ Financial Group, Inc. | 1.08% | 2.90% | 3.36% | 4.25% | 5.33% | 3.99% | 3.85% | 2.20% | 2.70% | 2.34% | 2.94% | 2.08% |
JPM JPMorgan Chase & Co. | 1.88% | 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 -76.79%, roughly equal to the maximum JPM 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 10.13%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.59%. 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