MUFG vs. RY
Compare and contrast key facts about Mitsubishi UFJ Financial Group, Inc. (MUFG) and Royal Bank of Canada (RY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUFG or RY.
Performance
MUFG vs. RY - Performance Comparison
Returns By Period
In the year-to-date period, MUFG achieves a 37.22% return, which is significantly higher than RY's 25.11% return. Over the past 10 years, MUFG has outperformed RY with an annualized return of 11.09%, while RY has yielded a comparatively lower 9.45% annualized return.
MUFG
37.22%
9.17%
17.76%
38.83%
21.69%
11.09%
RY
25.11%
-1.76%
16.98%
44.70%
12.65%
9.45%
Fundamentals
| MUFG | RY | |
|---|---|---|
| Market Cap | $136.84B | $172.58B |
| EPS | $1.00 | $8.05 |
| PE Ratio | 11.67 | 15.13 |
| PEG Ratio | 1.57 | 3.41 |
| Total Revenue (TTM) | $6.17T | $80.16B |
| Gross Profit (TTM) | $7.40T | $99.63B |
| EBITDA (TTM) | $184.74B | $2.11B |
Key characteristics
| MUFG | RY | |
|---|---|---|
| Sharpe Ratio | 1.27 | 2.82 |
| Sortino Ratio | 1.75 | 4.10 |
| Omega Ratio | 1.24 | 1.50 |
| Calmar Ratio | 1.82 | 2.08 |
| Martin Ratio | 5.07 | 18.98 |
| Ulcer Index | 7.25% | 2.32% |
| Daily Std Dev | 28.98% | 15.64% |
| Max Drawdown | -76.79% | -63.03% |
| Current Drawdown | -3.31% | -2.91% |
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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.
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.
Dividends
MUFG vs. RY - Dividend Comparison
MUFG's dividend yield for the trailing twelve months is around 1.09%, less than RY's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUFG Mitsubishi UFJ Financial Group, Inc. | 1.09% | 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 | 3.36% | 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.
Volatility
MUFG vs. RY - Volatility Comparison
Mitsubishi UFJ Financial Group, Inc. (MUFG) has a higher volatility of 9.73% compared to Royal Bank of Canada (RY) at 3.92%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities