MUFG vs. UCG.MI
Compare and contrast key facts about Mitsubishi UFJ Financial Group, Inc. (MUFG) and UniCredit S.p.A. (UCG.MI).
Performance
MUFG vs. UCG.MI - Performance Comparison
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MUFG vs. UCG.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUFG Mitsubishi UFJ Financial Group, Inc. | 7.00% | 39.96% | 40.10% | 33.50% | 27.37% | 25.70% | -15.99% | 11.50% | -33.01% | 20.99% |
UCG.MI UniCredit S.p.A. | -15.46% | 119.14% | 59.45% | 101.10% | -1.91% | 65.45% | -29.00% | 31.60% | -38.39% | 29.80% |
Different Trading Currencies
MUFG is traded in USD, while UCG.MI is traded in EUR. To make them comparable, the UCG.MI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MUFG achieves a 7.00% return, which is significantly higher than UCG.MI's -15.46% return. Over the past 10 years, MUFG has underperformed UCG.MI with an annualized return of 16.76%, while UCG.MI has yielded a comparatively higher 19.78% annualized return.
MUFG
- 1D
- 3.98%
- 1M
- -8.96%
- YTD
- 7.00%
- 6M
- 6.46%
- 1Y
- 26.29%
- 3Y*
- 42.16%
- 5Y*
- 29.43%
- 10Y*
- 16.76%
UCG.MI
- 1D
- 2.70%
- 1M
- -17.68%
- YTD
- -15.46%
- 6M
- -4.72%
- 1Y
- 33.28%
- 3Y*
- 64.71%
- 5Y*
- 53.56%
- 10Y*
- 19.78%
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Return for Risk
MUFG vs. UCG.MI — Risk / Return Rank
MUFG
UCG.MI
MUFG vs. UCG.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi UFJ Financial Group, Inc. (MUFG) and UniCredit S.p.A. (UCG.MI). 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.
| MUFG | UCG.MI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.98 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.48 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.24 | -0.02 |
Martin ratioReturn relative to average drawdown | 3.79 | 4.06 | -0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MUFG | UCG.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.98 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 1.41 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.47 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | -0.07 | +0.23 |
Correlation
The correlation between MUFG and UCG.MI is 0.32, 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.
Dividends
MUFG vs. UCG.MI - Dividend Comparison
MUFG's dividend yield for the trailing twelve months is around 1.33%, less than UCG.MI's 4.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUFG Mitsubishi UFJ Financial Group, Inc. | 1.33% | 3.12% | 2.50% | 2.90% | 3.36% | 2.18% | 2.62% | 0.00% | 0.00% | 2.20% | 2.70% | 2.34% |
UCG.MI UniCredit S.p.A. | 4.77% | 4.10% | 7.08% | 4.02% | 4.05% | 0.89% | 8.24% | 2.07% | 3.23% | 0.00% | 4.39% | 2.34% |
Drawdowns
MUFG vs. UCG.MI - Drawdown Comparison
The maximum MUFG drawdown since its inception was -76.75%, smaller than the maximum UCG.MI drawdown of -96.83%. Use the drawdown chart below to compare losses from any high point for MUFG and UCG.MI.
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Drawdown Indicators
| MUFG | UCG.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.75% | -96.01% | +19.26% |
Max Drawdown (1Y)Largest decline over 1 year | -18.87% | -24.17% | +5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -32.81% | -46.39% | +13.58% |
Max Drawdown (10Y)Largest decline over 10 years | -57.62% | -63.31% | +5.69% |
Current DrawdownCurrent decline from peak | -13.99% | -47.36% | +33.37% |
Average DrawdownAverage peak-to-trough decline | -43.84% | -52.57% | +8.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.74% | 7.71% | -0.97% |
Volatility
MUFG vs. UCG.MI - Volatility Comparison
The current volatility for Mitsubishi UFJ Financial Group, Inc. (MUFG) is 8.79%, while UniCredit S.p.A. (UCG.MI) has a volatility of 12.74%. This indicates that MUFG experiences smaller price fluctuations and is considered to be less risky than UCG.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUFG | UCG.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 12.74% | -3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 18.63% | 22.94% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.87% | 34.17% | -3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.83% | 37.65% | -8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.25% | 41.95% | -13.70% |
Financials
MUFG vs. UCG.MI - Financials Comparison
This section allows you to compare key financial metrics between Mitsubishi UFJ Financial Group, Inc. and UniCredit S.p.A.. 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