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PFG vs. MUFG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PFG vs. MUFG - Performance Comparison

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

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Returns By Period

In the year-to-date period, PFG achieves a 21.10% return, which is significantly lower than MUFG's 25.60% return. Over the past 10 years, PFG has underperformed MUFG with an annualized return of 13.61%, while MUFG has yielded a comparatively higher 17.84% annualized return.


PFG

1D
-0.18%
1M
5.34%
YTD
21.10%
6M
22.95%
1Y
41.47%
3Y*
17.87%
5Y*
14.05%
10Y*
13.61%

MUFG

1D
0.05%
1M
10.97%
YTD
25.60%
6M
25.13%
1Y
46.00%
3Y*
45.96%
5Y*
32.45%
10Y*
17.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFG vs. MUFG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFG
Principal Financial Group, Inc.
21.10%18.38%1.87%-2.83%20.10%51.35%-5.19%29.71%-34.96%25.52%
MUFG
Mitsubishi UFJ Financial Group, Inc.
25.60%39.96%40.10%33.50%27.37%25.70%-15.99%11.50%-33.01%20.99%

Correlation

The correlation between PFG and MUFG is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.25

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

0.38

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

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2001

0.39

The correlation between PFG and MUFG shifts across timeframes, from 0.25 (3 years) to 0.42 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PFG:

$23.14B

MUFG:

$222.81B

EPS

PFG:

$6.97

MUFG:

$214.15

PE Ratio

PFG:

15.06

MUFG:

0.09

PEG Ratio

PFG:

0.22

MUFG:

0.00

PS Ratio

PFG:

1.95

MUFG:

0.02

PB Ratio

PFG:

1.96

MUFG:

0.01

Total Revenue (TTM)

PFG:

$12.07B

MUFG:

$13.21T

Gross Profit (TTM)

PFG:

$5.76B

MUFG:

$7.24T

EBITDA (TTM)

PFG:

$1.39B

MUFG:

$3.34T

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Return for Risk

PFG vs. MUFG — Risk / Return Rank

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

PFG
PFG Risk / Return Rank: 8686
Overall Rank
PFG Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PFG Sortino Ratio Rank: 8484
Sortino Ratio Rank
PFG Omega Ratio Rank: 8383
Omega Ratio Rank
PFG Calmar Ratio Rank: 8686
Calmar Ratio Rank
PFG Martin Ratio Rank: 9090
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.

PFG vs. MUFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Financial Group, Inc. (PFG) 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.


PFGMUFGDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratioReturn relative to maximum drawdown

3.48

2.67

+0.81

Martin ratioReturn relative to average drawdown

11.28

7.49

+3.79

PFG vs. MUFG - Sharpe Ratio Comparison

The current PFG Sharpe Ratio is 1.92, which is comparable to the MUFG Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of PFG 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


PFGMUFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.79

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

1.12

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.64

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.18

+0.05

Drawdowns

PFG vs. MUFG - Drawdown Comparison

The maximum PFG drawdown since its inception was -91.50%, which is greater than MUFG's maximum drawdown of -76.75%. Use the drawdown chart below to compare losses from any high point for PFG and MUFG.


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Drawdown Indicators


PFGMUFGDifference

Max Drawdown

Largest peak-to-trough decline

-91.50%

-76.75%

-14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-17.28%

+5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

-26.56%

+4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-29.32%

-32.81%

+3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-64.73%

-57.62%

-7.11%

Current Drawdown

Current decline from peak

-0.18%

-0.65%

+0.47%

Average Drawdown

Average peak-to-trough decline

-21.85%

-43.56%

+21.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

6.16%

-2.47%

Volatility

PFG vs. MUFG - Volatility Comparison

The current volatility for Principal Financial Group, Inc. (PFG) is 4.90%, while Mitsubishi UFJ Financial Group, Inc. (MUFG) has a volatility of 5.66%. This indicates that PFG 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


PFGMUFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

5.66%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

19.14%

-3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.73%

25.83%

-4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.63%

29.05%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.96%

27.88%

+4.08%

Dividends

PFG vs. MUFG - Dividend Comparison

PFG's dividend yield for the trailing twelve months is around 3.04%, more than MUFG's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.13%3.12%2.50%2.90%3.36%2.18%2.62%0.00%0.00%2.20%2.70%2.34%
PFG
Principal Financial Group, Inc.
3.04%3.49%3.68%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%

Financials

PFG vs. MUFG - Financials Comparison

This section allows you to compare key financial metrics between Principal Financial Group, Inc. 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
135.60M
3.59T
(PFG) Total Revenue
(MUFG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PFG and MUFG have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUFG has higher volatility (5.66%) compared to PFG (4.90%). In terms of maximum drawdown, PFG dropped -91.50% vs MUFG's -76.75%.

PFG currently has the higher Sharpe Ratio (1.92 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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