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

Correlation

The correlation between MUFG and SYF is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

MUFG vs. SYF - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
7.21%
38.98%
MUFG
SYF

Key characteristics

Sharpe Ratio

MUFG:

1.39

SYF:

2.65

Sortino Ratio

MUFG:

1.89

SYF:

3.69

Omega Ratio

MUFG:

1.26

SYF:

1.46

Calmar Ratio

MUFG:

1.98

SYF:

3.37

Martin Ratio

MUFG:

5.49

SYF:

19.16

Ulcer Index

MUFG:

7.29%

SYF:

4.84%

Daily Std Dev

MUFG:

28.74%

SYF:

34.95%

Max Drawdown

MUFG:

-76.62%

SYF:

-66.37%

Current Drawdown

MUFG:

-1.55%

SYF:

0.00%

Fundamentals

Market Cap

MUFG:

$140.29B

SYF:

$26.77B

EPS

MUFG:

$0.99

SYF:

$7.70

PE Ratio

MUFG:

12.17

SYF:

8.93

PEG Ratio

MUFG:

1.57

SYF:

1.78

Total Revenue (TTM)

MUFG:

$6.52T

SYF:

$14.66B

Gross Profit (TTM)

MUFG:

$7.75T

SYF:

$11.70B

EBITDA (TTM)

MUFG:

-$318.18B

SYF:

$7.93B

Returns By Period

In the year-to-date period, MUFG achieves a 2.82% return, which is significantly lower than SYF's 5.77% return. Over the past 10 years, MUFG has outperformed SYF with an annualized return of 12.34%, while SYF has yielded a comparatively lower 11.29% annualized return.


MUFG

YTD

2.82%

1M

4.69%

6M

7.21%

1Y

38.47%

5Y*

22.22%

10Y*

12.34%

SYF

YTD

5.77%

1M

8.11%

6M

38.98%

1Y

96.50%

5Y*

17.08%

10Y*

11.29%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MUFG vs. SYF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MUFG
The Risk-Adjusted Performance Rank of MUFG is 8383
Overall Rank
The Sharpe Ratio Rank of MUFG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MUFG is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MUFG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MUFG is 9090
Calmar Ratio Rank
The Martin Ratio Rank of MUFG is 8383
Martin Ratio Rank

SYF
The Risk-Adjusted Performance Rank of SYF is 9696
Overall Rank
The Sharpe Ratio Rank of SYF is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SYF is 9595
Sortino Ratio Rank
The Omega Ratio Rank of SYF is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SYF is 9595
Calmar Ratio Rank
The Martin Ratio Rank of SYF is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MUFG vs. SYF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and Synchrony Financial (SYF). 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 1.39, compared to the broader market-2.000.002.004.001.392.65
The chart of Sortino ratio for MUFG, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.006.001.893.69
The chart of Omega ratio for MUFG, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.46
The chart of Calmar ratio for MUFG, currently valued at 1.98, compared to the broader market0.002.004.006.001.983.37
The chart of Martin ratio for MUFG, currently valued at 5.49, compared to the broader market-10.000.0010.0020.005.4919.16
MUFG
SYF

The current MUFG Sharpe Ratio is 1.39, which is lower than the SYF Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of MUFG and SYF, 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 Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.39
2.65
MUFG
SYF

Dividends

MUFG vs. SYF - Dividend Comparison

MUFG's dividend yield for the trailing twelve months is around 1.06%, less than SYF's 1.45% yield.


TTM20242023202220212020201920182017201620152014
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.06%1.09%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%
SYF
Synchrony Financial
1.45%1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%

Drawdowns

MUFG vs. SYF - Drawdown Comparison

The maximum MUFG drawdown since its inception was -76.62%, which is greater than SYF's maximum drawdown of -66.37%. Use the drawdown chart below to compare losses from any high point for MUFG and SYF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.55%
0
MUFG
SYF

Volatility

MUFG vs. SYF - Volatility Comparison

The current volatility for Mitsubishi UFJ Financial Group, Inc. (MUFG) is 6.50%, while Synchrony Financial (SYF) has a volatility of 9.41%. This indicates that MUFG experiences smaller price fluctuations and is considered to be less risky than SYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.50%
9.41%
MUFG
SYF

Financials

MUFG vs. SYF - Financials Comparison

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