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BCS vs. UBS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BCS and UBS is 0.68, 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.


-0.50.00.51.00.7

Performance

BCS vs. UBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays PLC (BCS) and UBS Group AG (UBS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.06%
-3.78%
BCS
UBS

Key characteristics

Sharpe Ratio

BCS:

2.49

UBS:

0.27

Sortino Ratio

BCS:

3.16

UBS:

0.55

Omega Ratio

BCS:

1.41

UBS:

1.07

Calmar Ratio

BCS:

0.97

UBS:

0.47

Martin Ratio

BCS:

18.04

UBS:

1.13

Ulcer Index

BCS:

4.28%

UBS:

6.10%

Daily Std Dev

BCS:

30.99%

UBS:

25.52%

Max Drawdown

BCS:

-94.39%

UBS:

-59.82%

Current Drawdown

BCS:

-60.93%

UBS:

-9.25%

Fundamentals

Market Cap

BCS:

$49.21B

UBS:

$100.03B

EPS

BCS:

$1.41

UBS:

$1.28

PE Ratio

BCS:

9.70

UBS:

24.53

PEG Ratio

BCS:

1.24

UBS:

0.40

Total Revenue (TTM)

BCS:

$26.15B

UBS:

$45.68B

Gross Profit (TTM)

BCS:

$26.15B

UBS:

$45.13B

EBITDA (TTM)

BCS:

-$1.08B

UBS:

$5.28B

Returns By Period

In the year-to-date period, BCS achieves a 71.38% return, which is significantly higher than UBS's 1.02% return. Over the past 10 years, BCS has underperformed UBS with an annualized return of 1.65%, while UBS has yielded a comparatively higher 11.11% annualized return.


BCS

YTD

71.38%

1M

-1.22%

6M

22.06%

1Y

76.07%

5Y*

10.83%

10Y*

1.65%

UBS

YTD

1.02%

1M

-5.80%

6M

-3.72%

1Y

1.64%

5Y*

25.72%

10Y*

11.11%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BCS vs. UBS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays PLC (BCS) and UBS Group AG (UBS). 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 BCS, currently valued at 2.49, compared to the broader market-4.00-2.000.002.002.490.07
The chart of Sortino ratio for BCS, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.003.160.26
The chart of Omega ratio for BCS, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.03
The chart of Calmar ratio for BCS, currently valued at 1.58, compared to the broader market0.002.004.006.001.580.11
The chart of Martin ratio for BCS, currently valued at 18.04, compared to the broader market0.0010.0020.0018.040.27
BCS
UBS

The current BCS Sharpe Ratio is 2.49, which is higher than the UBS Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of BCS and UBS, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.49
0.07
BCS
UBS

Dividends

BCS vs. UBS - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 3.22%, less than UBS's 3.50% yield.


TTM20232022202120202019201820172016201520142013
BCS
Barclays PLC
3.22%4.87%4.17%1.60%3.90%3.72%3.21%1.39%2.25%3.09%2.87%2.09%
UBS
UBS Group AG
3.50%1.78%2.68%2.07%10.34%5.48%5.24%3.30%9.41%4.11%0.00%0.00%

Drawdowns

BCS vs. UBS - Drawdown Comparison

The maximum BCS drawdown since its inception was -94.39%, which is greater than UBS's maximum drawdown of -59.82%. Use the drawdown chart below to compare losses from any high point for BCS and UBS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.49%
-9.25%
BCS
UBS

Volatility

BCS vs. UBS - Volatility Comparison

Barclays PLC (BCS) and UBS Group AG (UBS) have volatilities of 7.43% and 7.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.43%
7.33%
BCS
UBS

Financials

BCS vs. UBS - Financials Comparison

This section allows you to compare key financial metrics between Barclays PLC and UBS Group AG. 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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