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NA.TO vs. MUFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NA.TO and MUFG is 0.30, 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.


-0.50.00.51.00.3

Performance

NA.TO vs. MUFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.44%
14.49%
NA.TO
MUFG

Key characteristics

Sharpe Ratio

NA.TO:

2.55

MUFG:

1.42

Sortino Ratio

NA.TO:

3.35

MUFG:

1.92

Omega Ratio

NA.TO:

1.52

MUFG:

1.26

Calmar Ratio

NA.TO:

3.76

MUFG:

2.01

Martin Ratio

NA.TO:

13.54

MUFG:

5.62

Ulcer Index

NA.TO:

2.81%

MUFG:

7.23%

Daily Std Dev

NA.TO:

14.93%

MUFG:

28.71%

Max Drawdown

NA.TO:

-61.53%

MUFG:

-76.79%

Current Drawdown

NA.TO:

-6.29%

MUFG:

-6.95%

Fundamentals

Market Cap

NA.TO:

CA$45.15B

MUFG:

$138.50B

EPS

NA.TO:

CA$10.68

MUFG:

$1.01

PE Ratio

NA.TO:

12.41

MUFG:

11.66

PEG Ratio

NA.TO:

7.14

MUFG:

1.51

Total Revenue (TTM)

NA.TO:

CA$16.45B

MUFG:

$7.97T

Gross Profit (TTM)

NA.TO:

CA$20.89B

MUFG:

$9.20T

EBITDA (TTM)

NA.TO:

CA$391.00M

MUFG:

$184.74B

Returns By Period

In the year-to-date period, NA.TO achieves a 35.63% return, which is significantly higher than MUFG's 33.81% return. Over the past 10 years, NA.TO has outperformed MUFG with an annualized return of 15.13%, while MUFG has yielded a comparatively lower 11.03% annualized return.


NA.TO

YTD

35.63%

1M

-3.78%

6M

26.37%

1Y

38.26%

5Y*

17.48%

10Y*

15.13%

MUFG

YTD

33.81%

1M

-2.49%

6M

17.44%

1Y

37.97%

5Y*

20.18%

10Y*

11.03%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NA.TO vs. MUFG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for NA.TO, currently valued at 1.56, compared to the broader market-4.00-2.000.002.001.561.20
The chart of Sortino ratio for NA.TO, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.002.131.68
The chart of Omega ratio for NA.TO, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.23
The chart of Calmar ratio for NA.TO, currently valued at 2.41, compared to the broader market0.002.004.006.002.411.69
The chart of Martin ratio for NA.TO, currently valued at 7.85, compared to the broader market-5.000.005.0010.0015.0020.0025.007.854.71
NA.TO
MUFG

The current NA.TO Sharpe Ratio is 2.55, which is higher than the MUFG Sharpe Ratio of 1.42. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.56
1.20
NA.TO
MUFG

Dividends

NA.TO vs. MUFG - Dividend Comparison

NA.TO's dividend yield for the trailing twelve months is around 3.27%, more than MUFG's 1.12% yield.


TTM20232022202120202019201820172016201520142013
NA.TO
National Bank of Canada
3.27%4.03%4.03%3.11%3.96%3.77%4.44%3.70%4.03%5.16%3.88%0.00%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.12%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%2.08%

Drawdowns

NA.TO vs. MUFG - Drawdown Comparison

The maximum NA.TO drawdown since its inception was -61.53%, smaller than the maximum MUFG drawdown of -76.79%. Use the drawdown chart below to compare losses from any high point for NA.TO and MUFG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.29%
-6.95%
NA.TO
MUFG

Volatility

NA.TO vs. MUFG - Volatility Comparison

The current volatility for National Bank of Canada (NA.TO) is 5.71%, while Mitsubishi UFJ Financial Group, Inc. (MUFG) has a volatility of 6.07%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.71%
6.07%
NA.TO
MUFG

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


Please note, different currencies. NA.TO values in CAD, MUFG values in USD
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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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