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

Correlation

The correlation between SMFG and MFG is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

SMFG vs. MFG - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
38.18%
-27.34%
SMFG
MFG

Key characteristics

Sharpe Ratio

SMFG:

0.56

MFG:

0.69

Sortino Ratio

SMFG:

0.96

MFG:

1.10

Omega Ratio

SMFG:

1.14

MFG:

1.16

Calmar Ratio

SMFG:

0.76

MFG:

0.56

Martin Ratio

SMFG:

2.60

MFG:

3.34

Ulcer Index

SMFG:

7.88%

MFG:

7.85%

Daily Std Dev

SMFG:

36.52%

MFG:

38.08%

Max Drawdown

SMFG:

-75.59%

MFG:

-79.63%

Current Drawdown

SMFG:

-18.72%

MFG:

-28.45%

Fundamentals

Market Cap

SMFG:

$87.77B

MFG:

$60.60B

EPS

SMFG:

$1.39

MFG:

$0.49

PE Ratio

SMFG:

9.78

MFG:

9.86

PEG Ratio

SMFG:

0.73

MFG:

0.76

PS Ratio

SMFG:

0.02

MFG:

0.02

PB Ratio

SMFG:

0.83

MFG:

0.81

Total Revenue (TTM)

SMFG:

$3.82T

MFG:

$4.18T

Gross Profit (TTM)

SMFG:

$3.82T

MFG:

$4.18T

EBITDA (TTM)

SMFG:

$1.07T

MFG:

-$1.00B

Returns By Period

In the year-to-date period, SMFG achieves a -6.21% return, which is significantly lower than MFG's -1.23% return. Over the past 10 years, SMFG has outperformed MFG with an annualized return of 9.32%, while MFG has yielded a comparatively lower 6.97% annualized return.


SMFG

YTD

-6.21%

1M

-14.53%

6M

5.92%

1Y

20.35%

5Y*

27.27%

10Y*

9.32%

MFG

YTD

-1.23%

1M

-16.58%

6M

16.95%

1Y

23.73%

5Y*

21.53%

10Y*

6.97%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SMFG vs. MFG — Risk-Adjusted Performance Rank

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

SMFG
The Risk-Adjusted Performance Rank of SMFG is 7575
Overall Rank
The Sharpe Ratio Rank of SMFG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of SMFG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SMFG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SMFG is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SMFG is 7979
Martin Ratio Rank

MFG
The Risk-Adjusted Performance Rank of MFG is 7777
Overall Rank
The Sharpe Ratio Rank of MFG is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of MFG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of MFG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of MFG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MFG is 8383
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.

SMFG vs. MFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Mitsui Financial Group, Inc. (SMFG) 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 SMFG, currently valued at 0.56, compared to the broader market-2.00-1.000.001.002.003.00
SMFG: 0.56
MFG: 0.69
The chart of Sortino ratio for SMFG, currently valued at 0.96, compared to the broader market-6.00-4.00-2.000.002.004.00
SMFG: 0.96
MFG: 1.10
The chart of Omega ratio for SMFG, currently valued at 1.14, compared to the broader market0.501.001.502.00
SMFG: 1.14
MFG: 1.16
The chart of Calmar ratio for SMFG, currently valued at 0.76, compared to the broader market0.001.002.003.004.00
SMFG: 0.76
MFG: 0.56
The chart of Martin ratio for SMFG, currently valued at 2.60, compared to the broader market-5.000.005.0010.0015.0020.00
SMFG: 2.60
MFG: 3.34

The current SMFG Sharpe Ratio is 0.56, which is comparable to the MFG Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SMFG 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.56
0.69
SMFG
MFG

Dividends

SMFG vs. MFG - Dividend Comparison

SMFG's dividend yield for the trailing twelve months is around 1.77%, less than MFG's 1.79% yield.


TTM20242023202220212020201920182017201620152014
SMFG
Sumitomo Mitsui Financial Group, Inc.
1.77%2.82%3.67%2.12%5.24%5.97%4.61%4.80%3.17%3.63%3.32%3.13%
MFG
Mizuho Financial Group, Inc.
1.79%3.21%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%

Drawdowns

SMFG vs. MFG - Drawdown Comparison

The maximum SMFG drawdown since its inception was -75.59%, smaller than the maximum MFG drawdown of -79.63%. Use the drawdown chart below to compare losses from any high point for SMFG and MFG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.72%
-28.45%
SMFG
MFG

Volatility

SMFG vs. MFG - Volatility Comparison

The current volatility for Sumitomo Mitsui Financial Group, Inc. (SMFG) is 20.28%, while Mizuho Financial Group, Inc. (MFG) has a volatility of 22.48%. This indicates that SMFG 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.28%
22.48%
SMFG
MFG

Financials

SMFG vs. MFG - Financials Comparison

This section allows you to compare key financial metrics between Sumitomo Mitsui Financial Group, 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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