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

Key characteristics


MUFGMFG
YTD Return17.19%14.83%
1Y Return60.47%35.12%
3Y Return (Ann)27.22%16.15%
5Y Return (Ann)20.29%9.53%
10Y Return (Ann)10.30%4.41%
Sharpe Ratio2.071.28
Daily Std Dev28.55%26.65%
Max Drawdown-88.37%-79.63%
Current Drawdown-30.35%-43.75%

Fundamentals


MUFGMFG
Market Cap$115.30B$48.80B
EPS$1.11$0.33
PE Ratio8.8411.67
PEG Ratio0.971.43
Revenue (TTM)$4.08T$2.91T
Gross Profit (TTM)$4.21T$2.68T

Correlation

-0.50.00.51.00.7

The correlation between MUFG and MFG is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

MUFG vs. MFG - Performance Comparison

In the year-to-date period, MUFG achieves a 17.19% return, which is significantly higher than MFG's 14.83% return. Over the past 10 years, MUFG has outperformed MFG with an annualized return of 10.30%, while MFG has yielded a comparatively lower 4.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2024FebruaryMarchApril
45.25%
-42.88%
MUFG
MFG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Mitsubishi UFJ Financial Group, Inc.

Mizuho Financial Group, Inc.

Risk-Adjusted Performance

MUFG vs. MFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and Mizuho Financial Group, Inc. (MFG). 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
Sharpe ratio
The chart of Sharpe ratio for MUFG, currently valued at 2.07, compared to the broader market-2.00-1.000.001.002.003.002.07
Sortino ratio
The chart of Sortino ratio for MUFG, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.006.002.83
Omega ratio
The chart of Omega ratio for MUFG, currently valued at 1.35, compared to the broader market0.501.001.501.35
Calmar ratio
The chart of Calmar ratio for MUFG, currently valued at 2.87, compared to the broader market0.001.002.003.004.005.002.87
Martin ratio
The chart of Martin ratio for MUFG, currently valued at 13.32, compared to the broader market0.0010.0020.0030.0013.32
MFG
Sharpe ratio
The chart of Sharpe ratio for MFG, currently valued at 1.28, compared to the broader market-2.00-1.000.001.002.003.001.28
Sortino ratio
The chart of Sortino ratio for MFG, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.006.001.88
Omega ratio
The chart of Omega ratio for MFG, currently valued at 1.23, compared to the broader market0.501.001.501.23
Calmar ratio
The chart of Calmar ratio for MFG, currently valued at 0.57, compared to the broader market0.001.002.003.004.005.000.57
Martin ratio
The chart of Martin ratio for MFG, currently valued at 6.80, compared to the broader market0.0010.0020.0030.006.80

MUFG vs. MFG - Sharpe Ratio Comparison

The current MUFG Sharpe Ratio is 2.07, which is higher than the MFG Sharpe Ratio of 1.28. The chart below compares the 12-month rolling Sharpe Ratio of MUFG and MFG.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.07
1.28
MUFG
MFG

Dividends

MUFG vs. MFG - Dividend Comparison

MUFG's dividend yield for the trailing twelve months is around 1.38%, less than MFG's 1.72% yield.


TTM20232022202120202019201820172016201520142013
MUFG
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%
MFG
Mizuho Financial Group, Inc.
1.72%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%2.75%

Drawdowns

MUFG vs. MFG - Drawdown Comparison

The maximum MUFG drawdown since its inception was -88.37%, which is greater than MFG's maximum drawdown of -79.63%. Use the drawdown chart below to compare losses from any high point for MUFG and MFG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.27%
-43.75%
MUFG
MFG

Volatility

MUFG vs. MFG - Volatility Comparison

The current volatility for Mitsubishi UFJ Financial Group, Inc. (MUFG) is 5.45%, while Mizuho Financial Group, Inc. (MFG) has a volatility of 7.14%. This indicates that MUFG experiences smaller price fluctuations and is considered to be less risky than MFG 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%NovemberDecember2024FebruaryMarchApril
5.45%
7.14%
MUFG
MFG

Financials

MUFG vs. MFG - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi UFJ Financial Group, Inc. and Mizuho Financial Group, Inc.. 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