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

Correlation

The correlation between MUFG and RY is 0.36, 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.


-0.50.00.51.00.4

Performance

MUFG vs. RY - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
129.82%
1,932.97%
MUFG
RY

Key characteristics

Sharpe Ratio

MUFG:

1.57

RY:

2.80

Sortino Ratio

MUFG:

2.07

RY:

4.05

Omega Ratio

MUFG:

1.29

RY:

1.49

Calmar Ratio

MUFG:

2.25

RY:

2.64

Martin Ratio

MUFG:

6.27

RY:

18.84

Ulcer Index

MUFG:

7.25%

RY:

2.32%

Daily Std Dev

MUFG:

29.04%

RY:

15.63%

Max Drawdown

MUFG:

-76.79%

RY:

-63.03%

Current Drawdown

MUFG:

-1.55%

RY:

-1.54%

Fundamentals

Market Cap

MUFG:

$145.66B

RY:

$181.08B

EPS

MUFG:

$1.04

RY:

$8.17

PE Ratio

MUFG:

11.62

RY:

15.67

PEG Ratio

MUFG:

1.52

RY:

3.41

Total Revenue (TTM)

MUFG:

$7.97T

RY:

$79.44B

Gross Profit (TTM)

MUFG:

$9.20T

RY:

$99.63B

EBITDA (TTM)

MUFG:

$184.74B

RY:

$7.60B

Returns By Period

In the year-to-date period, MUFG achieves a 41.57% return, which is significantly higher than RY's 29.49% return. Over the past 10 years, MUFG has outperformed RY with an annualized return of 11.68%, while RY has yielded a comparatively lower 10.68% annualized return.


MUFG

YTD

41.57%

1M

4.42%

6M

15.77%

1Y

38.82%

5Y (annualized)

21.72%

10Y (annualized)

11.68%

RY

YTD

29.49%

1M

1.96%

6M

20.58%

1Y

42.06%

5Y (annualized)

14.48%

10Y (annualized)

10.68%

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Risk-Adjusted Performance

MUFG vs. RY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and Royal Bank of Canada (RY). 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 1.56, compared to the broader market-4.00-2.000.002.004.001.572.80
The chart of Sortino ratio for MUFG, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.074.05
The chart of Omega ratio for MUFG, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.49
The chart of Calmar ratio for MUFG, currently valued at 2.25, compared to the broader market0.002.004.006.002.252.64
The chart of Martin ratio for MUFG, currently valued at 6.27, compared to the broader market0.0010.0020.0030.006.2718.84
MUFG
RY

The current MUFG Sharpe Ratio is 1.57, which is lower than the RY Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of MUFG and RY, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.57
2.80
MUFG
RY

Dividends

MUFG vs. RY - Dividend Comparison

MUFG's dividend yield for the trailing twelve months is around 1.06%, less than RY's 3.24% yield.


TTM20232022202120202019201820172016201520142013
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.06%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%2.08%
RY
Royal Bank of Canada
3.24%3.93%4.12%3.28%3.86%3.88%4.29%3.28%3.59%4.54%3.73%3.69%

Drawdowns

MUFG vs. RY - Drawdown Comparison

The maximum MUFG drawdown since its inception was -76.79%, which is greater than RY's maximum drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for MUFG and RY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.55%
-1.54%
MUFG
RY

Volatility

MUFG vs. RY - Volatility Comparison

Mitsubishi UFJ Financial Group, Inc. (MUFG) has a higher volatility of 7.75% compared to Royal Bank of Canada (RY) at 4.72%. This indicates that MUFG's price experiences larger fluctuations and is considered to be riskier than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.75%
4.72%
MUFG
RY

Financials

MUFG vs. RY - Financials Comparison

This section allows you to compare key financial metrics between Mitsubishi UFJ Financial Group, Inc. and Royal Bank of Canada. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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