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NA.TO vs. MUFG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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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NA.TO vs. MUFG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NA.TO
National Bank of Canada
5.02%36.15%35.91%15.53%-1.45%39.02%4.01%34.04%-6.92%19.77%
MUFG
Mitsubishi UFJ Financial Group, Inc.
8.45%33.54%52.13%30.56%36.45%24.57%-17.41%6.02%-27.33%13.28%
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.

Fundamentals

Market Cap

NA.TO:

CA$71.06B

MUFG:

$193.98B

EPS

NA.TO:

CA$10.82

MUFG:

$169.11

PE Ratio

NA.TO:

16.64

MUFG:

0.10

PEG Ratio

NA.TO:

4.66

MUFG:

0.00

PS Ratio

NA.TO:

2.64

MUFG:

0.02

PB Ratio

NA.TO:

2.32

MUFG:

0.01

Total Revenue (TTM)

NA.TO:

CA$26.97B

MUFG:

$12.45T

Gross Profit (TTM)

NA.TO:

CA$13.68B

MUFG:

$5.45T

EBITDA (TTM)

NA.TO:

CA$6.07B

MUFG:

$2.57T

Returns By Period

In the year-to-date period, NA.TO achieves a 5.02% return, which is significantly lower than MUFG's 8.45% return. Over the past 10 years, NA.TO has outperformed MUFG with an annualized return of 20.26%, while MUFG has yielded a comparatively lower 17.55% annualized return.


NA.TO

1D
2.70%
1M
-4.78%
YTD
5.02%
6M
23.49%
1Y
56.24%
3Y*
28.00%
5Y*
20.69%
10Y*
20.26%

MUFG

1D
3.87%
1M
-7.16%
YTD
8.45%
6M
6.37%
1Y
22.08%
3Y*
43.52%
5Y*
32.12%
10Y*
17.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 9797
Sharpe Ratio Rank
NA.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
NA.TO Omega Ratio Rank: 9797
Omega Ratio Rank
NA.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
NA.TO Martin Ratio Rank: 9797
Martin Ratio Rank

MUFG
MUFG Risk / Return Rank: 6868
Overall Rank
MUFG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MUFG Sortino Ratio Rank: 6464
Sortino Ratio Rank
MUFG Omega Ratio Rank: 6464
Omega Ratio Rank
MUFG Calmar Ratio Rank: 6868
Calmar Ratio Rank
MUFG Martin Ratio Rank: 7373
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 ratio

Return per unit of total volatility

3.12

0.73

+2.39

Sortino ratio

Return per unit of downside risk

4.21

1.13

+3.07

Omega ratio

Gain probability vs. loss probability

1.64

1.15

+0.48

Calmar ratio

Return relative to maximum drawdown

4.79

1.02

+3.76

Martin ratio

Return relative to average drawdown

19.65

3.02

+16.63

NA.TO vs. MUFG - Sharpe Ratio Comparison

The current NA.TO Sharpe Ratio is 3.12, which is higher than the MUFG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of NA.TO and MUFG, 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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Sharpe Ratios by Period


NA.TOMUFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

0.73

+2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

1.17

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.65

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.41

+0.17

Correlation

The correlation between NA.TO and MUFG is 0.25, 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

NA.TO vs. MUFG - Dividend Comparison

NA.TO's dividend yield for the trailing twelve months is around 2.69%, more than MUFG's 1.33% yield.


TTM20252024202320222021202020192018201720162015
NA.TO
National Bank of Canada
2.69%2.75%4.17%4.03%4.03%3.11%3.96%3.77%4.44%3.70%4.03%5.16%
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%

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%

-76.75%

+18.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-18.87%

+6.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-32.81%

+10.23%

Max Drawdown (10Y)

Largest decline over 10 years

-48.22%

-57.62%

+9.40%

Current Drawdown

Current decline from peak

-5.79%

-13.99%

+8.20%

Average Drawdown

Average peak-to-trough decline

-10.68%

-43.84%

+33.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

6.74%

-3.83%

Volatility

NA.TO vs. MUFG - Volatility Comparison

The current volatility for National Bank of Canada (NA.TO) is 5.98%, while Mitsubishi UFJ Financial Group, Inc. (MUFG) has a volatility of 8.71%. 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

5.98%

8.71%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

18.54%

-6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

30.58%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

27.56%

-10.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

27.01%

-6.04%

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


0.00500.00B1.00T1.50T2.00T2.50T3.00T3.50T20222023202420252026
7.94B
3.34T
(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

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
45.9%
0
Portfolio components
NA.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, National Bank of Canada reported a gross profit of 3.65B and revenue of 7.94B. Therefore, the gross margin over that period was 45.9%.

MUFG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Mitsubishi UFJ Financial Group, Inc. reported a gross profit of 0.00 and revenue of 3.34T. Therefore, the gross margin over that period was 0.0%.

NA.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, National Bank of Canada reported an operating income of 1.64B and revenue of 7.94B, resulting in an operating margin of 20.6%.

MUFG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Mitsubishi UFJ Financial Group, Inc. reported an operating income of 650.09B and revenue of 3.34T, resulting in an operating margin of 19.5%.

NA.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, National Bank of Canada reported a net income of 1.25B and revenue of 7.94B, resulting in a net margin of 15.8%.

MUFG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Mitsubishi UFJ Financial Group, Inc. reported a net income of 529.95B and revenue of 3.34T, resulting in a net margin of 15.9%.