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NMR vs. MFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.6

Performance

NMR vs. MFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nomura Holdings, Inc. (NMR) and Mizuho Financial Group, Inc. (MFG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
2.14%
24.87%
NMR
MFG

Key characteristics

Sharpe Ratio

NMR:

0.86

MFG:

1.60

Sortino Ratio

NMR:

1.36

MFG:

2.16

Omega Ratio

NMR:

1.18

MFG:

1.28

Calmar Ratio

NMR:

0.42

MFG:

0.94

Martin Ratio

NMR:

2.55

MFG:

7.08

Ulcer Index

NMR:

11.52%

MFG:

7.07%

Daily Std Dev

NMR:

34.09%

MFG:

31.34%

Max Drawdown

NMR:

-86.15%

MFG:

-79.63%

Current Drawdown

NMR:

-61.40%

MFG:

-30.14%

Fundamentals

Market Cap

NMR:

$17.60B

MFG:

$62.35B

EPS

NMR:

$0.58

MFG:

$0.42

PE Ratio

NMR:

10.22

MFG:

11.74

PEG Ratio

NMR:

0.85

MFG:

1.06

Total Revenue (TTM)

NMR:

$4.04T

MFG:

$6.38T

Gross Profit (TTM)

NMR:

$1.64T

MFG:

$7.72T

EBITDA (TTM)

NMR:

$1.11T

MFG:

$81.57B

Returns By Period

In the year-to-date period, NMR achieves a 27.05% return, which is significantly lower than MFG's 42.60% return. Over the past 10 years, NMR has underperformed MFG with an annualized return of 2.30%, while MFG has yielded a comparatively higher 7.80% annualized return.


NMR

YTD

27.05%

1M

-3.86%

6M

2.14%

1Y

27.90%

5Y*

4.77%

10Y*

2.30%

MFG

YTD

42.60%

1M

-1.83%

6M

24.87%

1Y

48.65%

5Y*

13.94%

10Y*

7.80%

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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.


Sharpe ratio
The chart of Sharpe ratio for NMR, currently valued at 0.86, compared to the broader market-4.00-2.000.002.000.861.60
The chart of Sortino ratio for NMR, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.362.16
The chart of Omega ratio for NMR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.28
The chart of Calmar ratio for NMR, currently valued at 0.42, compared to the broader market0.002.004.006.000.420.94
The chart of Martin ratio for NMR, currently valued at 2.55, compared to the broader market-5.000.005.0010.0015.0020.0025.002.557.08
NMR
MFG

The current NMR Sharpe Ratio is 0.86, which is lower than the MFG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of NMR and MFG, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.86
1.60
NMR
MFG

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 1.46%.


TTM20232022202120202019201820172016201520142013
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.
1.46%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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-60.99%
-30.14%
NMR
MFG

Volatility

NMR vs. MFG - Volatility Comparison

The current volatility for Nomura Holdings, Inc. (NMR) is 6.32%, while Mizuho Financial Group, Inc. (MFG) has a volatility of 7.06%. This indicates that NMR experiences smaller price fluctuations and is considered to be less risky than MFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
6.32%
7.06%
NMR
MFG

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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