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

Correlation

The correlation between MUFG and SYF is 0.46, 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.


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.

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Key characteristics

Sharpe Ratio

MUFG:

1.19

SYF:

0.92

Sortino Ratio

MUFG:

1.38

SYF:

1.41

Omega Ratio

MUFG:

1.19

SYF:

1.19

Calmar Ratio

MUFG:

1.15

SYF:

0.93

Martin Ratio

MUFG:

3.44

SYF:

2.69

Ulcer Index

MUFG:

9.36%

SYF:

13.13%

Daily Std Dev

MUFG:

35.10%

SYF:

44.56%

Max Drawdown

MUFG:

-76.79%

SYF:

-68.17%

Current Drawdown

MUFG:

-9.61%

SYF:

-13.44%

Fundamentals

Market Cap

MUFG:

$154.88B

SYF:

$23.03B

EPS

MUFG:

$1.12

SYF:

$7.30

PE Ratio

MUFG:

12.02

SYF:

8.29

PEG Ratio

MUFG:

0.99

SYF:

1.61

PS Ratio

MUFG:

0.03

SYF:

2.65

PB Ratio

MUFG:

1.12

SYF:

1.50

Total Revenue (TTM)

MUFG:

$6.20T

SYF:

$18.05B

Gross Profit (TTM)

MUFG:

$6.20T

SYF:

$14.45B

EBITDA (TTM)

MUFG:

-$288.97B

SYF:

$5.24B

Returns By Period

In the year-to-date period, MUFG achieves a 15.53% return, which is significantly higher than SYF's -5.94% return. Over the past 10 years, MUFG has outperformed SYF with an annualized return of 9.83%, while SYF has yielded a comparatively lower 6.68% annualized return.


MUFG

YTD

15.53%

1M

17.03%

6M

15.92%

1Y

41.04%

5Y*

33.48%

10Y*

9.83%

SYF

YTD

-5.94%

1M

30.75%

6M

-5.91%

1Y

40.61%

5Y*

29.97%

10Y*

6.68%

*Annualized

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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 8181
Overall Rank
The Sharpe Ratio Rank of MUFG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MUFG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MUFG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of MUFG is 8686
Calmar Ratio Rank
The Martin Ratio Rank of MUFG is 8181
Martin Ratio Rank

SYF
The Risk-Adjusted Performance Rank of SYF is 7878
Overall Rank
The Sharpe Ratio Rank of SYF is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SYF is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SYF is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SYF is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SYF is 7777
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.


The current MUFG Sharpe Ratio is 1.19, which is comparable to the SYF Sharpe Ratio of 0.92. 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.


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Dividends

MUFG vs. SYF - Dividend Comparison

MUFG's dividend yield for the trailing twelve months is around 1.22%, less than SYF's 1.73% yield.


TTM20242023202220212020201920182017201620152014
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.22%2.50%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%
SYF
Synchrony Financial
1.73%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 -76.79%, which is greater than SYF's maximum drawdown of -68.17%. Use the drawdown chart below to compare losses from any high point for MUFG and SYF. For additional features, visit the drawdowns tool.


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Volatility

MUFG vs. SYF - Volatility Comparison

The current volatility for Mitsubishi UFJ Financial Group, Inc. (MUFG) is 6.26%, while Synchrony Financial (SYF) has a volatility of 10.46%. 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.


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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


0.00500.00B1.00T1.50T2.00T2.50T20212022202320242025
1.68T
5.55B
(MUFG) Total Revenue
(SYF) Total Revenue
Values in USD except per share items