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

Correlation

The correlation between MUFG and SMFG is 0.70, 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.


-0.50.00.51.00.7

Performance

MUFG vs. SMFG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.68%
14.97%
MUFG
SMFG

Key characteristics

Sharpe Ratio

MUFG:

1.42

SMFG:

1.94

Sortino Ratio

MUFG:

1.92

SMFG:

2.46

Omega Ratio

MUFG:

1.26

SMFG:

1.35

Calmar Ratio

MUFG:

2.02

SMFG:

2.78

Martin Ratio

MUFG:

5.65

SMFG:

9.05

Ulcer Index

MUFG:

7.22%

SMFG:

6.57%

Daily Std Dev

MUFG:

28.70%

SMFG:

30.64%

Max Drawdown

MUFG:

-76.79%

SMFG:

-75.59%

Current Drawdown

MUFG:

-5.97%

SMFG:

-8.37%

Fundamentals

Market Cap

MUFG:

$138.50B

SMFG:

$93.53B

EPS

MUFG:

$1.01

SMFG:

$1.15

PE Ratio

MUFG:

11.66

SMFG:

12.50

PEG Ratio

MUFG:

1.51

SMFG:

1.07

Total Revenue (TTM)

MUFG:

$7.97T

SMFG:

$6.16T

Gross Profit (TTM)

MUFG:

$9.20T

SMFG:

$7.25T

EBITDA (TTM)

MUFG:

$184.74B

SMFG:

$1.38T

Returns By Period

In the year-to-date period, MUFG achieves a 35.22% return, which is significantly lower than SMFG's 50.95% return. Both investments have delivered pretty close results over the past 10 years, with MUFG having a 11.14% annualized return and SMFG not far ahead at 11.43%.


MUFG

YTD

35.22%

1M

-3.04%

6M

17.47%

1Y

42.15%

5Y*

20.45%

10Y*

11.14%

SMFG

YTD

50.95%

1M

-0.63%

6M

14.14%

1Y

59.51%

5Y*

18.66%

10Y*

11.43%

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Risk-Adjusted Performance

MUFG vs. SMFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and Sumitomo Mitsui Financial Group, Inc. (SMFG). 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 1.47, compared to the broader market-4.00-2.000.002.001.471.94
The chart of Sortino ratio for MUFG, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.001.972.46
The chart of Omega ratio for MUFG, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.35
The chart of Calmar ratio for MUFG, currently valued at 2.08, compared to the broader market0.002.004.006.002.082.78
The chart of Martin ratio for MUFG, currently valued at 5.83, compared to the broader market0.0010.0020.005.839.05
MUFG
SMFG

The current MUFG Sharpe Ratio is 1.42, which is comparable to the SMFG Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of MUFG and SMFG, 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.47
1.94
MUFG
SMFG

Dividends

MUFG vs. SMFG - Dividend Comparison

MUFG's dividend yield for the trailing twelve months is around 1.11%, less than SMFG's 2.89% yield.


TTM20232022202120202019201820172016201520142013
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.11%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%2.08%
SMFG
Sumitomo Mitsui Financial Group, Inc.
2.89%3.67%2.12%5.24%5.97%4.61%4.80%3.17%3.63%3.32%3.13%2.37%

Drawdowns

MUFG vs. SMFG - Drawdown Comparison

The maximum MUFG drawdown since its inception was -76.79%, roughly equal to the maximum SMFG drawdown of -75.59%. Use the drawdown chart below to compare losses from any high point for MUFG and SMFG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.97%
-8.37%
MUFG
SMFG

Volatility

MUFG vs. SMFG - Volatility Comparison

The current volatility for Mitsubishi UFJ Financial Group, Inc. (MUFG) is 6.02%, while Sumitomo Mitsui Financial Group, Inc. (SMFG) has a volatility of 8.63%. This indicates that MUFG experiences smaller price fluctuations and is considered to be less risky than SMFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
6.02%
8.63%
MUFG
SMFG

Financials

MUFG vs. SMFG - Financials Comparison

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