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

Correlation

The correlation between SMFG and NTDOY is 0.34, 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

SMFG vs. NTDOY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SMFG:

0.76

NTDOY:

1.84

Sortino Ratio

SMFG:

1.23

NTDOY:

2.64

Omega Ratio

SMFG:

1.18

NTDOY:

1.35

Calmar Ratio

SMFG:

1.10

NTDOY:

3.20

Martin Ratio

SMFG:

3.24

NTDOY:

11.37

Ulcer Index

SMFG:

9.13%

NTDOY:

5.98%

Daily Std Dev

SMFG:

37.07%

NTDOY:

33.56%

Max Drawdown

SMFG:

-75.59%

NTDOY:

-83.05%

Current Drawdown

SMFG:

-12.56%

NTDOY:

-6.12%

Fundamentals

Market Cap

SMFG:

$93.13B

NTDOY:

$93.82B

EPS

SMFG:

$1.39

NTDOY:

$0.48

PE Ratio

SMFG:

10.37

NTDOY:

41.85

PEG Ratio

SMFG:

0.79

NTDOY:

12.99

PS Ratio

SMFG:

0.02

NTDOY:

0.08

PB Ratio

SMFG:

0.89

NTDOY:

4.99

Total Revenue (TTM)

SMFG:

$3.82T

NTDOY:

$523.30B

Gross Profit (TTM)

SMFG:

$3.82T

NTDOY:

$317.93B

EBITDA (TTM)

SMFG:

$1.07T

NTDOY:

$137.44B

Returns By Period

In the year-to-date period, SMFG achieves a 0.90% return, which is significantly lower than NTDOY's 40.53% return. Over the past 10 years, SMFG has underperformed NTDOY with an annualized return of 9.71%, while NTDOY has yielded a comparatively higher 17.82% annualized return.


SMFG

YTD

0.90%

1M

13.25%

6M

4.88%

1Y

27.92%

5Y*

28.35%

10Y*

9.71%

NTDOY

YTD

40.53%

1M

17.82%

6M

52.52%

1Y

61.14%

5Y*

16.95%

10Y*

17.82%

*Annualized

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Risk-Adjusted Performance

SMFG vs. NTDOY — 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 7777
Overall Rank
The Sharpe Ratio Rank of SMFG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SMFG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SMFG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SMFG is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SMFG is 8080
Martin Ratio Rank

NTDOY
The Risk-Adjusted Performance Rank of NTDOY is 9494
Overall Rank
The Sharpe Ratio Rank of NTDOY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of NTDOY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of NTDOY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of NTDOY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NTDOY is 9696
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. NTDOY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Mitsui Financial Group, Inc. (SMFG) and Nintendo Co ADR (NTDOY). 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 SMFG Sharpe Ratio is 0.76, which is lower than the NTDOY Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SMFG and NTDOY, 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

SMFG vs. NTDOY - Dividend Comparison

SMFG's dividend yield for the trailing twelve months is around 1.65%, more than NTDOY's 0.47% yield.


TTM20242023202220212020201920182017201620152014
SMFG
Sumitomo Mitsui Financial Group, Inc.
1.65%2.82%3.67%2.12%5.24%5.97%4.61%4.80%3.17%3.63%3.32%3.13%
NTDOY
Nintendo Co ADR
0.47%1.60%1.88%2.85%3.14%1.90%1.61%1.65%1.31%0.43%2.02%0.74%

Drawdowns

SMFG vs. NTDOY - Drawdown Comparison

The maximum SMFG drawdown since its inception was -75.59%, smaller than the maximum NTDOY drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for SMFG and NTDOY. For additional features, visit the drawdowns tool.


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Volatility

SMFG vs. NTDOY - Volatility Comparison

The current volatility for Sumitomo Mitsui Financial Group, Inc. (SMFG) is 8.16%, while Nintendo Co ADR (NTDOY) has a volatility of 11.79%. This indicates that SMFG experiences smaller price fluctuations and is considered to be less risky than NTDOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SMFG vs. NTDOY - Financials Comparison

This section allows you to compare key financial metrics between Sumitomo Mitsui Financial Group, Inc. and Nintendo Co ADR. 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


200.00B400.00B600.00B800.00B1.00T1.20T1.40TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
1.19T
276.66B
(SMFG) Total Revenue
(NTDOY) Total Revenue
Values in USD except per share items