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

Correlation

The correlation between SMFG and TXT is 0.29, 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.


-0.50.00.51.00.3

Performance

SMFG vs. TXT - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.97%
-11.80%
SMFG
TXT

Key characteristics

Sharpe Ratio

SMFG:

1.94

TXT:

-0.15

Sortino Ratio

SMFG:

2.46

TXT:

-0.04

Omega Ratio

SMFG:

1.35

TXT:

0.99

Calmar Ratio

SMFG:

2.78

TXT:

-0.16

Martin Ratio

SMFG:

9.05

TXT:

-0.38

Ulcer Index

SMFG:

6.57%

TXT:

9.16%

Daily Std Dev

SMFG:

30.64%

TXT:

23.86%

Max Drawdown

SMFG:

-75.59%

TXT:

-94.72%

Current Drawdown

SMFG:

-8.37%

TXT:

-21.10%

Fundamentals

Market Cap

SMFG:

$93.53B

TXT:

$14.85B

EPS

SMFG:

$1.15

TXT:

$4.57

PE Ratio

SMFG:

12.50

TXT:

17.52

PEG Ratio

SMFG:

1.07

TXT:

0.76

Total Revenue (TTM)

SMFG:

$6.16T

TXT:

$13.98B

Gross Profit (TTM)

SMFG:

$7.25T

TXT:

$2.24B

EBITDA (TTM)

SMFG:

$1.38T

TXT:

$1.53B

Returns By Period

In the year-to-date period, SMFG achieves a 50.95% return, which is significantly higher than TXT's -4.83% return. Over the past 10 years, SMFG has outperformed TXT with an annualized return of 11.43%, while TXT has yielded a comparatively lower 6.12% annualized return.


SMFG

YTD

50.95%

1M

-0.63%

6M

14.14%

1Y

59.51%

5Y*

18.66%

10Y*

11.43%

TXT

YTD

-4.83%

1M

-5.90%

6M

-11.31%

1Y

-3.46%

5Y*

11.25%

10Y*

6.12%

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Risk-Adjusted Performance

SMFG vs. TXT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Mitsui Financial Group, Inc. (SMFG) and Textron Inc. (TXT). 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 1.94, compared to the broader market-4.00-2.000.002.001.94-0.15
The chart of Sortino ratio for SMFG, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.002.46-0.04
The chart of Omega ratio for SMFG, currently valued at 1.35, compared to the broader market0.501.001.502.001.350.99
The chart of Calmar ratio for SMFG, currently valued at 2.78, compared to the broader market0.002.004.006.002.78-0.16
The chart of Martin ratio for SMFG, currently valued at 9.05, compared to the broader market0.0010.0020.009.05-0.38
SMFG
TXT

The current SMFG Sharpe Ratio is 1.94, which is higher than the TXT Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SMFG and TXT, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.94
-0.15
SMFG
TXT

Dividends

SMFG vs. TXT - Dividend Comparison

SMFG's dividend yield for the trailing twelve months is around 2.89%, more than TXT's 0.10% yield.


TTM20232022202120202019201820172016201520142013
SMFG
Sumitomo Mitsui Financial Group, Inc.
2.89%3.67%2.12%5.24%5.97%4.61%4.80%3.17%3.63%3.32%3.13%2.37%
TXT
Textron Inc.
0.10%0.10%0.11%0.10%0.17%0.18%0.17%0.14%0.16%0.19%0.19%0.22%

Drawdowns

SMFG vs. TXT - Drawdown Comparison

The maximum SMFG drawdown since its inception was -75.59%, smaller than the maximum TXT drawdown of -94.72%. Use the drawdown chart below to compare losses from any high point for SMFG and TXT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.37%
-21.10%
SMFG
TXT

Volatility

SMFG vs. TXT - Volatility Comparison

Sumitomo Mitsui Financial Group, Inc. (SMFG) has a higher volatility of 8.63% compared to Textron Inc. (TXT) at 6.90%. This indicates that SMFG's price experiences larger fluctuations and is considered to be riskier than TXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.63%
6.90%
SMFG
TXT

Financials

SMFG vs. TXT - Financials Comparison

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