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

Correlation

The correlation between SSUMY and MUFG is 0.35, 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

SSUMY vs. MUFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sumitomo Corp ADR (SSUMY) 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

SSUMY:

-0.02

MUFG:

1.09

Sortino Ratio

SSUMY:

0.14

MUFG:

1.58

Omega Ratio

SSUMY:

1.02

MUFG:

1.22

Calmar Ratio

SSUMY:

-0.06

MUFG:

1.37

Martin Ratio

SSUMY:

-0.12

MUFG:

4.05

Ulcer Index

SSUMY:

13.97%

MUFG:

9.46%

Daily Std Dev

SSUMY:

30.08%

MUFG:

35.01%

Max Drawdown

SSUMY:

-67.66%

MUFG:

-76.79%

Current Drawdown

SSUMY:

-9.82%

MUFG:

-5.74%

Fundamentals

Market Cap

SSUMY:

$31.14B

MUFG:

$162.47B

EPS

SSUMY:

$3.18

MUFG:

$1.14

PE Ratio

SSUMY:

8.03

MUFG:

12.39

PEG Ratio

SSUMY:

0.00

MUFG:

3.28

PS Ratio

SSUMY:

0.00

MUFG:

0.02

PB Ratio

SSUMY:

0.97

MUFG:

1.15

Total Revenue (TTM)

SSUMY:

$5.32T

MUFG:

$7.10T

Gross Profit (TTM)

SSUMY:

$1.05T

MUFG:

$6.72T

EBITDA (TTM)

SSUMY:

$464.97B

MUFG:

-$29.21B

Returns By Period

In the year-to-date period, SSUMY achieves a 17.66% return, which is significantly lower than MUFG's 20.48% return. Over the past 10 years, SSUMY has outperformed MUFG with an annualized return of 11.58%, while MUFG has yielded a comparatively lower 10.51% annualized return.


SSUMY

YTD

17.66%

1M

2.74%

6M

18.92%

1Y

-2.30%

3Y*

21.41%

5Y*

16.41%

10Y*

11.58%

MUFG

YTD

20.48%

1M

14.15%

6M

18.56%

1Y

34.92%

3Y*

39.56%

5Y*

32.10%

10Y*

10.51%

*Annualized

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Sumitomo Corp ADR

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Risk-Adjusted Performance

SSUMY vs. MUFG — Risk-Adjusted Performance Rank

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

SSUMY
The Risk-Adjusted Performance Rank of SSUMY is 4444
Overall Rank
The Sharpe Ratio Rank of SSUMY is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SSUMY is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SSUMY is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SSUMY is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SSUMY is 4848
Martin Ratio Rank

MUFG
The Risk-Adjusted Performance Rank of MUFG is 8282
Overall Rank
The Sharpe Ratio Rank of MUFG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MUFG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of MUFG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MUFG is 8888
Calmar Ratio Rank
The Martin Ratio Rank of MUFG 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.

SSUMY vs. MUFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Corp ADR (SSUMY) 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 SSUMY Sharpe Ratio is -0.02, which is lower than the MUFG Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SSUMY 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SSUMY vs. MUFG - Dividend Comparison

SSUMY has not paid dividends to shareholders, while MUFG's dividend yield for the trailing twelve months is around 1.17%.


TTM20242023202220212020201920182017201620152014
SSUMY
Sumitomo Corp ADR
0.00%0.00%3.78%5.41%4.85%4.96%5.17%4.50%2.78%3.94%3.97%4.31%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.17%2.50%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%

Drawdowns

SSUMY vs. MUFG - Drawdown Comparison

The maximum SSUMY drawdown since its inception was -67.66%, smaller than the maximum MUFG drawdown of -76.79%. Use the drawdown chart below to compare losses from any high point for SSUMY and MUFG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SSUMY vs. MUFG - Volatility Comparison

The current volatility for Sumitomo Corp ADR (SSUMY) is 5.48%, while Mitsubishi UFJ Financial Group, Inc. (MUFG) has a volatility of 8.08%. This indicates that SSUMY 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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Financials

SSUMY vs. MUFG - Financials Comparison

This section allows you to compare key financial metrics between Sumitomo Corp ADR 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


1.00T1.20T1.40T1.60T1.80T2.00T20212022202320242025
1.80T
1.61T
(SSUMY) Total Revenue
(MUFG) Total Revenue
Values in USD except per share items