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 10.06%/yr vs 17.80%/yr for MUFG. At a 0.22 correlation, their price movements are largely independent.
Performance
RNR vs. MUFG - Performance Comparison
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Returns By Period
In the year-to-date period, RNR achieves a -1.08% return, which is significantly lower than MUFG's 26.42% return. Over the past 10 years, RNR has underperformed MUFG with an annualized return of 10.06%, while MUFG has yielded a comparatively higher 17.80% annualized return.
RNR
- 1D
- -1.03%
- 1M
- -8.05%
- YTD
- -1.08%
- 6M
- 3.67%
- 1Y
- 13.19%
- 3Y*
- 13.50%
- 5Y*
- 13.88%
- 10Y*
- 10.06%
MUFG
- 1D
- 3.08%
- 1M
- 12.89%
- YTD
- 26.42%
- 6M
- 25.16%
- 1Y
- 47.70%
- 3Y*
- 46.42%
- 5Y*
- 32.03%
- 10Y*
- 17.80%
RNR vs. MUFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RNR RenaissanceRe Holdings Ltd. | -1.08% | 13.73% | 27.76% | 7.22% | 9.86% | 3.07% | -14.70% | 47.76% | 7.54% | -6.94% |
MUFG Mitsubishi UFJ Financial Group, Inc. | 26.42% | 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 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2001 | 0.22 |
The correlation between RNR and MUFG shifts across timeframes, from 0.03 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
RNR:
$11.84B
MUFG:
$224.27B
RNR:
$67.75
MUFG:
$214.15
RNR:
4.10
MUFG:
0.09
RNR:
0.06
MUFG:
0.00
RNR:
1.10
MUFG:
0.02
RNR:
1.03
MUFG:
0.01
RNR:
$11.49B
MUFG:
$13.21T
RNR:
$5.12B
MUFG:
$7.24T
RNR:
$4.18B
MUFG:
$3.34T
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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.
| RNR | MUFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.77 | -1.77 |
| Martin ratioReturn relative to average drawdown | 3.36 | 7.76 | -4.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RNR | MUFG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 1.86 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 1.11 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.64 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.18 | +0.37 |
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 | -11.89% | 0.00% | -11.89% |
Average DrawdownAverage peak-to-trough decline | -10.26% | -43.58% | +33.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 6.16% | -2.22% |
Volatility
RNR vs. MUFG - Volatility Comparison
The current volatility for RenaissanceRe Holdings Ltd. (RNR) is 5.39%, while Mitsubishi UFJ Financial Group, Inc. (MUFG) has a volatility of 6.85%. This indicates that RNR 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
| RNR | MUFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 6.85% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 15.41% | 19.20% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 25.79% | -3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.53% | 29.05% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.80% | 27.90% | -1.10% |
Dividends
RNR vs. MUFG - Dividend Comparison
RNR's dividend yield for the trailing twelve months is around 0.58%, less than MUFG's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUFG Mitsubishi UFJ Financial Group, Inc. | 1.12% | 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. | 0.58% | 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 Jun 2026, RenaissanceRe Holdings Ltd. reported a gross profit of 0.00 and revenue of 2.19B. 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 Jun 2026, Mitsubishi UFJ Financial Group, Inc. reported a gross profit of 2.09T and revenue of 3.59T. Therefore, the gross margin over that period was 58.3%.
RNR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, RenaissanceRe Holdings Ltd. reported an operating income of 13.75K and revenue of 2.19B, 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 Jun 2026, Mitsubishi UFJ Financial Group, Inc. reported an operating income of 841.39B and revenue of 3.59T, resulting in an operating margin of 23.4%.
RNR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, RenaissanceRe Holdings Ltd. reported a net income of 581.80M and revenue of 2.19B, resulting in a net margin of 26.5%.
MUFG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mitsubishi UFJ Financial Group, Inc. reported a net income of 624.99B and revenue of 3.59T, resulting in a net margin of 17.4%.
Frequently Asked Questions
RNR and MUFG have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MUFG has higher volatility (6.85%) compared to RNR (5.39%). In terms of maximum drawdown, RNR dropped -45.67% vs MUFG's -76.75%.
MUFG currently has the higher Sharpe Ratio (1.86 vs 0.59), 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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