RNR vs. MUFG
RNR (RenaissanceRe Holdings Ltd.) and MUFG (Mitsubishi UFJ Financial Group, Inc.) are both stocks. Both are in the Financial Services sector — RNR in Insurance - Reinsurance, MUFG in Banks - Diversified. Over the past 10 years, RNR returned 11.53%/yr vs 19.02%/yr for MUFG. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
RNR vs. MUFG - Performance Comparison
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Returns By Period
In the year-to-date period, RNR achieves a 15.41% return, which is significantly lower than MUFG's 44.14% return. Over the past 10 years, RNR has underperformed MUFG with an annualized return of 11.53%, while MUFG has yielded a comparatively higher 19.02% annualized return.
RNR
- 1D
- 0.57%
- 1M
- 0.15%
- 6M
- 8.03%
- YTD
- 15.41%
- 1Y
- 35.45%
- 3Y*
- 19.54%
- 5Y*
- 16.67%
- 10Y*
- 11.53%
- ALL TIME*
- 14.85%
MUFG
- 1D
- 2.70%
- 1M
- 5.90%
- 6M
- 23.24%
- YTD
- 44.14%
- 1Y
- 65.87%
- 3Y*
- 46.04%
- 5Y*
- 37.63%
- 10Y*
- 19.02%
- ALL TIME*
- 6.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $85.21M | $79.32M | $69.99M | |
| $117.29M | $115.91M | $114.42M |
RNR vs. MUFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RNR RenaissanceRe Holdings Ltd. | 15.41% | 13.73% | 27.76% | 7.22% | 9.86% | 3.07% | -14.70% | 47.76% | 7.54% | -6.94% |
MUFG Mitsubishi UFJ Financial Group, Inc. | 44.14% | 39.96% | 40.10% | 33.50% | 27.37% | 25.70% | -15.99% | 11.50% | -33.01% | 20.99% |
Correlation
The correlation between RNR and MUFG is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2001 | 0.22 |
The correlation between RNR and MUFG shifts across timeframes, from -0.08 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RNR:
$13.45B
MUFG:
$252.83B
RNR:
$59.54
MUFG:
¥239.28
RNR:
5.43
MUFG:
14.76
RNR:
0.08
MUFG:
0.54
RNR:
1.29
MUFG:
2.85
RNR:
1.14
MUFG:
1.77
RNR:
$11.05B
MUFG:
¥14.07T
RNR:
$4.81B
MUFG:
¥7.91T
RNR:
$3.34B
MUFG:
¥3.74T
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Return for Risk
RNR vs. MUFG — Risk / Return Rank
RNR
MUFG
RNR vs. MUFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RenaissanceRe Holdings Ltd. (RNR) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RNR | MUFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.39 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.83 | -1.15 |
| Martin ratioReturn relative to average drawdown | 8.71 | 11.38 | -2.67 |
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Drawdowns
RNR vs. MUFG - Drawdown Comparison
The maximum RNR drawdown since its inception was -45.67%, smaller than the maximum MUFG drawdown of -76.75%. Use the drawdown chart below to compare losses from any high point for RNR and MUFG.
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Drawdown Indicators
| RNR | MUFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.67% | -76.75% | +31.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.27% | -17.28% | +4.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.10% | -26.56% | +3.46% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -32.81% | +5.10% |
Max Drawdown (10Y)Largest decline over 10 years | -40.66% | -57.62% | +16.96% |
Current DrawdownCurrent decline from peak | -3.19% | -2.94% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -43.29% | +33.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 5.80% | -1.72% |
Volatility
RNR vs. MUFG - Volatility Comparison
RenaissanceRe Holdings Ltd. (RNR) and Mitsubishi UFJ Financial Group, Inc. (MUFG) have volatilities of 9.23% and 9.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RNR | MUFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.23% | 9.56% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 18.34% | 20.34% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.31% | 26.64% | -2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.85% | 29.34% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.05% | 27.60% | -0.55% |
Dividends
RNR vs. MUFG - Dividend Comparison
RNR's dividend yield for the trailing twelve months is around 0.50%, less than MUFG's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUFG Mitsubishi UFJ Financial Group, Inc. | 2.40% | 3.12% | 2.50% | 2.90% | 3.36% | 2.18% | 2.62% | 0.00% | 0.00% | 2.20% | 2.70% | 2.34% |
RNR RenaissanceRe Holdings Ltd. | 0.50% | 0.57% | 0.63% | 0.78% | 0.80% | 0.85% | 0.84% | 0.69% | 0.99% | 1.02% | 0.91% | 1.06% |
Financials
RNR vs. MUFG - Financials Comparison
This section allows you to compare key financial metrics between RenaissanceRe Holdings Ltd. 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.
Total Revenue: Total amount of money received from sales and other business activities
RNR vs. MUFG - Profitability Comparison
RNR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, RenaissanceRe Holdings Ltd. reported a gross profit of 0.00 and revenue of 2.77B. Therefore, the gross margin over that period was 0.0%.
MUFG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Mitsubishi UFJ Financial Group, Inc. reported a gross profit of 2.24T and revenue of 3.82T. Therefore, the gross margin over that period was 58.8%.
RNR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, RenaissanceRe Holdings Ltd. reported an operating income of 12.92K and revenue of 2.77B, resulting in an operating margin of 0.0%.
MUFG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Mitsubishi UFJ Financial Group, Inc. reported an operating income of 1.13T and revenue of 3.82T, resulting in an operating margin of 29.7%.
RNR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, RenaissanceRe Holdings Ltd. reported a net income of 654.23M and revenue of 2.77B, resulting in a net margin of 23.6%.
MUFG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Mitsubishi UFJ Financial Group, Inc. reported a net income of 820.09B and revenue of 3.82T, resulting in a net margin of 21.5%.
Frequently Asked Questions
RNR and MUFG have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUFG has higher volatility (9.56%) compared to RNR (9.23%). In terms of maximum drawdown, RNR dropped -45.67% vs MUFG's -76.75%.
MUFG currently has the higher Sharpe Ratio (2.49 vs 1.46), 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.
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