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RNR vs. MUFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RNR and MUFG is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

RNR vs. MUFG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

RNR:

0.31

MUFG:

1.15

Sortino Ratio

RNR:

0.72

MUFG:

1.48

Omega Ratio

RNR:

1.10

MUFG:

1.21

Calmar Ratio

RNR:

0.52

MUFG:

1.28

Martin Ratio

RNR:

1.14

MUFG:

3.82

Ulcer Index

RNR:

10.56%

MUFG:

9.35%

Daily Std Dev

RNR:

28.73%

MUFG:

34.68%

Max Drawdown

RNR:

-45.67%

MUFG:

-76.79%

Current Drawdown

RNR:

-13.42%

MUFG:

-8.21%

Fundamentals

Market Cap

RNR:

$12.07B

MUFG:

$155.80B

EPS

RNR:

$31.55

MUFG:

$1.09

PE Ratio

RNR:

7.86

MUFG:

12.42

PEG Ratio

RNR:

-3.13

MUFG:

0.99

PS Ratio

RNR:

0.96

MUFG:

0.02

PB Ratio

RNR:

1.25

MUFG:

1.11

Total Revenue (TTM)

RNR:

$12.31B

MUFG:

$5.49T

Gross Profit (TTM)

RNR:

$12.30B

MUFG:

$6.72T

EBITDA (TTM)

RNR:

$2.41B

MUFG:

-$29.21B

Returns By Period

In the year-to-date period, RNR achieves a -0.12% return, which is significantly lower than MUFG's 17.32% return. Both investments have delivered pretty close results over the past 10 years, with RNR having a 10.06% annualized return and MUFG not far ahead at 10.08%.


RNR

YTD

-0.12%

1M

3.10%

6M

-4.82%

1Y

8.84%

3Y*

19.50%

5Y*

8.45%

10Y*

10.06%

MUFG

YTD

17.32%

1M

15.84%

6M

17.02%

1Y

39.37%

3Y*

38.41%

5Y*

32.70%

10Y*

10.08%

*Annualized

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RenaissanceRe Holdings Ltd.

Risk-Adjusted Performance

RNR vs. MUFG — Risk-Adjusted Performance Rank

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

RNR
The Risk-Adjusted Performance Rank of RNR is 6363
Overall Rank
The Sharpe Ratio Rank of RNR is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of RNR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of RNR is 5757
Omega Ratio Rank
The Calmar Ratio Rank of RNR is 7272
Calmar Ratio Rank
The Martin Ratio Rank of RNR is 6565
Martin Ratio Rank

MUFG
The Risk-Adjusted Performance Rank of MUFG is 8282
Overall Rank
The Sharpe Ratio Rank of MUFG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MUFG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of MUFG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of MUFG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MUFG is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RNR vs. MUFG - Risk-Adjusted Performance 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.


The current RNR Sharpe Ratio is 0.31, which is lower than the MUFG Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of RNR and MUFG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

RNR vs. MUFG - Dividend Comparison

RNR's dividend yield for the trailing twelve months is around 0.63%, less than MUFG's 1.21% yield.


TTM20242023202220212020201920182017201620152014
RNR
RenaissanceRe Holdings Ltd.
0.63%0.63%0.78%0.80%0.85%0.84%0.69%0.99%1.02%0.91%1.06%1.19%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.21%2.50%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%

Drawdowns

RNR vs. MUFG - Drawdown Comparison

The maximum RNR drawdown since its inception was -45.67%, smaller than the maximum MUFG drawdown of -76.79%. Use the drawdown chart below to compare losses from any high point for RNR and MUFG. For additional features, visit the drawdowns tool.


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Volatility

RNR vs. MUFG - Volatility Comparison

RenaissanceRe Holdings Ltd. (RNR) has a higher volatility of 9.62% compared to Mitsubishi UFJ Financial Group, Inc. (MUFG) at 6.03%. This indicates that RNR's price experiences larger fluctuations and is considered to be riskier than MUFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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.


Quarterly
Annual

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


0.00500.00B1.00T1.50T2.00T20212022202320242025
3.45B
1.68T
(RNR) Total Revenue
(MUFG) Total Revenue
Values in USD except per share items