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

Correlation

The correlation between SYF and MUFG is 0.46, 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.


Performance

SYF vs. MUFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Synchrony Financial (SYF) 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

SYF:

0.92

MUFG:

1.19

Sortino Ratio

SYF:

1.41

MUFG:

1.38

Omega Ratio

SYF:

1.19

MUFG:

1.19

Calmar Ratio

SYF:

0.93

MUFG:

1.15

Martin Ratio

SYF:

2.69

MUFG:

3.44

Ulcer Index

SYF:

13.13%

MUFG:

9.36%

Daily Std Dev

SYF:

44.56%

MUFG:

35.10%

Max Drawdown

SYF:

-68.17%

MUFG:

-76.79%

Current Drawdown

SYF:

-13.44%

MUFG:

-9.61%

Fundamentals

Market Cap

SYF:

$23.14B

MUFG:

$155.80B

EPS

SYF:

$7.30

MUFG:

$1.13

PE Ratio

SYF:

8.33

MUFG:

11.98

PEG Ratio

SYF:

1.61

MUFG:

0.99

PS Ratio

SYF:

2.66

MUFG:

0.02

PB Ratio

SYF:

1.51

MUFG:

1.12

Total Revenue (TTM)

SYF:

$18.05B

MUFG:

$5.49T

Gross Profit (TTM)

SYF:

$14.45B

MUFG:

$6.72T

EBITDA (TTM)

SYF:

$5.24B

MUFG:

-$29.21B

Returns By Period

In the year-to-date period, SYF achieves a -5.94% return, which is significantly lower than MUFG's 15.53% return. Over the past 10 years, SYF has underperformed MUFG with an annualized return of 6.49%, while MUFG has yielded a comparatively higher 9.87% annualized return.


SYF

YTD

-5.94%

1M

27.72%

6M

-5.91%

1Y

39.14%

5Y*

27.86%

10Y*

6.49%

MUFG

YTD

15.53%

1M

14.07%

6M

15.92%

1Y

37.24%

5Y*

32.88%

10Y*

9.87%

*Annualized

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Risk-Adjusted Performance

SYF vs. MUFG — Risk-Adjusted Performance Rank

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

SYF
The Risk-Adjusted Performance Rank of SYF is 7878
Overall Rank
The Sharpe Ratio Rank of SYF is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SYF is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SYF is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SYF is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SYF is 7777
Martin Ratio Rank

MUFG
The Risk-Adjusted Performance Rank of MUFG is 8080
Overall Rank
The Sharpe Ratio Rank of MUFG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MUFG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MUFG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of MUFG is 8686
Calmar Ratio Rank
The Martin Ratio Rank of MUFG is 8181
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.

SYF vs. MUFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SYF) 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 SYF Sharpe Ratio is 0.92, which is comparable to the MUFG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SYF 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

SYF vs. MUFG - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.73%, more than MUFG's 1.22% yield.


TTM20242023202220212020201920182017201620152014
SYF
Synchrony Financial
1.73%1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%
MUFG
Mitsubishi UFJ Financial Group, Inc.
1.22%2.50%2.90%3.36%4.25%5.33%3.99%3.85%2.20%2.70%2.34%2.94%

Drawdowns

SYF vs. MUFG - Drawdown Comparison

The maximum SYF drawdown since its inception was -68.17%, smaller than the maximum MUFG drawdown of -76.79%. Use the drawdown chart below to compare losses from any high point for SYF and MUFG. For additional features, visit the drawdowns tool.


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Volatility

SYF vs. MUFG - Volatility Comparison

Synchrony Financial (SYF) has a higher volatility of 10.46% compared to Mitsubishi UFJ Financial Group, Inc. (MUFG) at 6.26%. This indicates that SYF'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

SYF vs. MUFG - Financials Comparison

This section allows you to compare key financial metrics between Synchrony Financial 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
5.55B
1.68T
(SYF) Total Revenue
(MUFG) Total Revenue
Values in USD except per share items