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NA.TO vs. MUFG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NA.TO vs. MUFG - Performance Comparison

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

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Different Trading Currencies

NA.TO is traded in CAD, while MUFG is traded in USD. To make them comparable, the MUFG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NA.TO achieves a 18.69% return, which is significantly lower than MUFG's 28.16% return. Over the past 10 years, NA.TO has outperformed MUFG with an annualized return of 21.05%, while MUFG has yielded a comparatively lower 18.77% annualized return.


NA.TO

1D
1.72%
1M
-0.50%
YTD
18.69%
6M
19.75%
1Y
56.06%
3Y*
33.37%
5Y*
21.58%
10Y*
21.05%

MUFG

1D
3.19%
1M
15.31%
YTD
28.16%
6M
24.73%
1Y
50.20%
3Y*
48.09%
5Y*
35.83%
10Y*
18.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NA.TO vs. MUFG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NA.TO
National Bank of Canada
18.69%36.15%35.91%15.53%-1.45%39.02%4.01%34.04%-6.92%19.77%
MUFG
Mitsubishi UFJ Financial Group, Inc.
28.16%33.54%52.13%30.56%36.45%24.57%-17.41%6.02%-27.33%13.28%

Correlation

The correlation between NA.TO and MUFG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2009

0.25

Fundamentals

Market Cap

NA.TO:

CA$79.64B

MUFG:

$224.27B

EPS

NA.TO:

CA$11.69

MUFG:

$214.15

PE Ratio

NA.TO:

17.40

MUFG:

0.09

PEG Ratio

NA.TO:

4.87

MUFG:

0.00

PS Ratio

NA.TO:

2.94

MUFG:

0.02

PB Ratio

NA.TO:

2.57

MUFG:

0.01

Total Revenue (TTM)

NA.TO:

CA$27.33B

MUFG:

$13.21T

Gross Profit (TTM)

NA.TO:

CA$14.01B

MUFG:

$7.24T

EBITDA (TTM)

NA.TO:

CA$6.37B

MUFG:

$3.34T

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Return for Risk

NA.TO vs. MUFG — Risk / Return Rank

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

NA.TO
NA.TO Risk / Return Rank: 9696
Overall Rank
NA.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NA.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
NA.TO Omega Ratio Rank: 9797
Omega Ratio Rank
NA.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
NA.TO Martin Ratio Rank: 9696
Martin Ratio Rank

MUFG
MUFG Risk / Return Rank: 8383
Overall Rank
MUFG Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MUFG Sortino Ratio Rank: 8383
Sortino Ratio Rank
MUFG Omega Ratio Rank: 8181
Omega Ratio Rank
MUFG Calmar Ratio Rank: 8181
Calmar Ratio Rank
MUFG Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NA.TO vs. MUFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Bank of Canada (NA.TO) and Mitsubishi UFJ Financial Group, Inc. (MUFG). 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.


NA.TOMUFGDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.66

1.33

+0.34

Calmar ratioReturn relative to maximum drawdown

6.27

3.07

+3.20

Martin ratioReturn relative to average drawdown

21.32

8.64

+12.69

NA.TO vs. MUFG - Sharpe Ratio Comparison

The current NA.TO Sharpe Ratio is 3.53, which is higher than the MUFG Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of NA.TO and MUFG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NA.TOMUFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.53

1.99

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

1.30

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.71

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.41

+0.19

Drawdowns

NA.TO vs. MUFG - Drawdown Comparison

The maximum NA.TO drawdown since its inception was -58.47%, which is greater than MUFG's maximum drawdown of -51.26%. Use the drawdown chart below to compare losses from any high point for NA.TO and MUFG.


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Drawdown Indicators


NA.TOMUFGDifference

Max Drawdown

Largest peak-to-trough decline

-58.47%

-51.26%

-7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-16.43%

+7.44%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

-26.99%

+4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-26.99%

+4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-48.22%

-51.26%

+3.04%

Current Drawdown

Current decline from peak

-4.66%

0.00%

-4.66%

Average Drawdown

Average peak-to-trough decline

-10.64%

-19.89%

+9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

5.83%

-3.19%

Volatility

NA.TO vs. MUFG - Volatility Comparison

The current volatility for National Bank of Canada (NA.TO) is 6.18%, while Mitsubishi UFJ Financial Group, Inc. (MUFG) has a volatility of 6.92%. This indicates that NA.TO experiences smaller price fluctuations and is considered to be less risky than MUFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NA.TOMUFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

6.92%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

18.93%

-5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

25.41%

-9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

27.79%

-10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

26.68%

-5.70%

Dividends

NA.TO vs. MUFG - Dividend Comparison

NA.TO's dividend yield for the trailing twelve months is around 2.38%, more than MUFG's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.12%3.12%2.50%2.90%3.36%2.18%2.62%0.00%0.00%2.20%2.70%2.34%
NA.TO
National Bank of Canada
2.38%2.75%4.17%4.03%4.03%3.11%3.96%3.77%4.44%3.70%4.03%5.16%

Financials

NA.TO vs. MUFG - Financials Comparison

This section allows you to compare key financial metrics between National Bank of Canada and Mitsubishi UFJ 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


0.001.00T2.00T3.00T4.00T20222023202420252026
8.07B
3.59T
(NA.TO) Total Revenue
(MUFG) Total Revenue
Please note, different currencies. NA.TO values in CAD, MUFG values in USD

NA.TO vs. MUFG - Profitability Comparison

The chart below illustrates the profitability comparison between National Bank of Canada and Mitsubishi UFJ Financial Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
45.4%
58.3%
Portfolio components
NA.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, National Bank of Canada reported a gross profit of 3.66B and revenue of 8.07B. Therefore, the gross margin over that period was 45.4%.

MUFG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mitsubishi UFJ Financial Group, Inc. reported a gross profit of 2.09T and revenue of 3.59T. Therefore, the gross margin over that period was 58.3%.

NA.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, National Bank of Canada reported an operating income of 1.62B and revenue of 8.07B, resulting in an operating margin of 20.0%.

MUFG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mitsubishi UFJ Financial Group, Inc. reported an operating income of 841.39B and revenue of 3.59T, resulting in an operating margin of 23.4%.

NA.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, National Bank of Canada reported a net income of 1.23B and revenue of 8.07B, resulting in a net margin of 15.3%.

MUFG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mitsubishi UFJ Financial Group, Inc. reported a net income of 624.99B and revenue of 3.59T, resulting in a net margin of 17.4%.


Frequently Asked Questions


NA.TO and MUFG have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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