MUFG vs. PFG
MUFG (Mitsubishi UFJ Financial Group, Inc.) and PFG (Principal Financial Group, Inc.) are both stocks. Both are in the Financial Services sector — MUFG in Banks - Diversified, PFG in Insurance - Diversified. Over the past 10 years, MUFG returned 17.84%/yr vs 13.61%/yr for PFG. At a 0.39 correlation, their price movements are largely independent.
Performance
MUFG vs. PFG - Performance Comparison
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Returns By Period
In the year-to-date period, MUFG achieves a 25.60% return, which is significantly higher than PFG's 21.10% return. Over the past 10 years, MUFG has outperformed PFG with an annualized return of 17.84%, while PFG has yielded a comparatively lower 13.61% 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%
PFG
- 1D
- -0.18%
- 1M
- 5.34%
- YTD
- 21.10%
- 6M
- 22.95%
- 1Y
- 41.47%
- 3Y*
- 17.87%
- 5Y*
- 14.05%
- 10Y*
- 13.61%
MUFG vs. PFG - 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% |
PFG Principal Financial Group, Inc. | 21.10% | 18.38% | 1.87% | -2.83% | 20.10% | 51.35% | -5.19% | 29.71% | -34.96% | 25.52% |
Correlation
The correlation between MUFG and PFG is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2001 | 0.39 |
The correlation between MUFG and PFG shifts across timeframes, from 0.25 (3 years) to 0.42 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
MUFG:
$222.81B
PFG:
$23.14B
MUFG:
$214.15
PFG:
$6.97
MUFG:
0.09
PFG:
15.06
MUFG:
0.00
PFG:
0.22
MUFG:
0.02
PFG:
1.95
MUFG:
0.01
PFG:
1.96
MUFG:
$13.21T
PFG:
$12.07B
MUFG:
$7.24T
PFG:
$5.76B
MUFG:
$3.34T
PFG:
$1.39B
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Return for Risk
MUFG vs. PFG — Risk / Return Rank
MUFG
PFG
MUFG vs. PFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and Principal Financial Group, Inc. (PFG). 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 | PFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.48 | -0.81 |
| Martin ratioReturn relative to average drawdown | 7.49 | 11.28 | -3.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MUFG | PFG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.92 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 0.53 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.43 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.23 | -0.05 |
Drawdowns
MUFG vs. PFG - Drawdown Comparison
The maximum MUFG drawdown since its inception was -76.75%, smaller than the maximum PFG drawdown of -91.50%. Use the drawdown chart below to compare losses from any high point for MUFG and PFG.
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Drawdown Indicators
| MUFG | PFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.75% | -91.50% | +14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -11.96% | -5.32% |
Max Drawdown (3Y)Largest decline over 3 years | -26.56% | -22.43% | -4.13% |
Max Drawdown (5Y)Largest decline over 5 years | -32.81% | -29.32% | -3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -57.62% | -64.73% | +7.11% |
Current DrawdownCurrent decline from peak | -0.65% | -0.18% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -43.56% | -21.85% | -21.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.16% | 3.69% | +2.47% |
Volatility
MUFG vs. PFG - Volatility Comparison
Mitsubishi UFJ Financial Group, Inc. (MUFG) has a higher volatility of 5.66% compared to Principal Financial Group, Inc. (PFG) at 4.90%. This indicates that MUFG's price experiences larger fluctuations and is considered to be riskier than PFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUFG | PFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 4.90% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 15.63% | +3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.83% | 21.73% | +4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.05% | 26.63% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.88% | 31.96% | -4.08% |
Dividends
MUFG vs. PFG - Dividend Comparison
MUFG's dividend yield for the trailing twelve months is around 1.13%, less than PFG's 3.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PFG Principal Financial Group, Inc. | 3.04% | 3.49% | 3.68% | 3.30% | 3.05% | 3.37% | 4.52% | 3.96% | 4.75% | 2.65% | 2.78% | 3.33% |
Financials
MUFG vs. PFG - Financials Comparison
This section allows you to compare key financial metrics between Mitsubishi UFJ Financial Group, Inc. and Principal 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MUFG and PFG have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUFG has higher volatility (5.66%) compared to PFG (4.90%). In terms of maximum drawdown, MUFG dropped -76.75% vs PFG's -91.50%.
PFG currently has the higher Sharpe Ratio (1.92 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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