NMR vs. MFG
Compare and contrast key facts about Nomura Holdings, Inc. (NMR) and Mizuho Financial Group, Inc. (MFG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NMR or MFG.
Key characteristics
| NMR | MFG | |
|---|---|---|
| YTD Return | 22.39% | 19.82% |
| 1Y Return | 26.32% | 17.04% |
| 3Y Return (Ann) | 4.86% | 16.58% |
| 5Y Return (Ann) | 7.88% | 10.04% |
| 10Y Return (Ann) | 1.60% | 5.30% |
| Sharpe Ratio | 0.71 | 0.49 |
| Daily Std Dev | 33.66% | 30.84% |
| Max Drawdown | -86.15% | -79.63% |
| Current Drawdown | -62.81% | -41.30% |
Fundamentals
| NMR | MFG | |
|---|---|---|
| Market Cap | $16.31B | $51.33B |
| EPS | $0.48 | $0.40 |
| PE Ratio | 11.50 | 10.13 |
| PEG Ratio | 0.85 | 2.49 |
| Total Revenue (TTM) | $3.97T | $7.54T |
| Gross Profit (TTM) | $833.14B | $7.54T |
| EBITDA (TTM) | $423.23B | $405.49B |
Correlation
The correlation between NMR and MFG is 0.60, 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
NMR vs. MFG - Performance Comparison
In the year-to-date period, NMR achieves a 22.39% return, which is significantly higher than MFG's 19.82% return. Over the past 10 years, NMR has underperformed MFG with an annualized return of 1.60%, while MFG has yielded a comparatively higher 5.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NMR vs. MFG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nomura Holdings, Inc. (NMR) and Mizuho Financial Group, Inc. (MFG). 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.
Dividends
NMR vs. MFG - Dividend Comparison
NMR has not paid dividends to shareholders, while MFG's dividend yield for the trailing twelve months is around 3.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMR Nomura Holdings, Inc. | 0.00% | 0.00% | 3.86% | 4.79% | 4.45% | 3.19% | 3.41% | 3.07% | 1.79% | 3.34% | 2.44% | 2.73% |
MFG Mizuho Financial Group, Inc. | 3.41% | 3.73% | 4.34% | 5.45% | 5.52% | 4.47% | 4.50% | 3.69% | 3.77% | 3.10% | 3.71% | 2.75% |
Drawdowns
NMR vs. MFG - Drawdown Comparison
The maximum NMR drawdown since its inception was -86.15%, which is greater than MFG's maximum drawdown of -79.63%. Use the drawdown chart below to compare losses from any high point for NMR and MFG. For additional features, visit the drawdowns tool.
Volatility
NMR vs. MFG - Volatility Comparison
Nomura Holdings, Inc. (NMR) has a higher volatility of 10.75% compared to Mizuho Financial Group, Inc. (MFG) at 7.59%. This indicates that NMR's price experiences larger fluctuations and is considered to be riskier than MFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NMR vs. MFG - Financials Comparison
This section allows you to compare key financial metrics between Nomura Holdings, Inc. and Mizuho 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.
Total Revenue: Total amount of money received from sales and other business activities