BGN.MI vs. UCG.MI
BGN.MI (Banca Generali S.p.A.) and UCG.MI (UniCredit S.p.A.) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, BGN.MI returned 15.25%/yr vs 24.07%/yr for UCG.MI. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
BGN.MI vs. UCG.MI - Performance Comparison
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Returns By Period
In the year-to-date period, BGN.MI achieves a 2.43% return, which is significantly lower than UCG.MI's 7.15% return. Over the past 10 years, BGN.MI has underperformed UCG.MI with an annualized return of 15.25%, while UCG.MI has yielded a comparatively higher 24.07% annualized return.
BGN.MI
- 1D
- 1.18%
- 1M
- -0.15%
- YTD
- 2.43%
- 6M
- 7.21%
- 1Y
- 11.71%
- 3Y*
- 29.96%
- 5Y*
- 18.29%
- 10Y*
- 15.25%
UCG.MI
- 1D
- 0.91%
- 1M
- 4.55%
- YTD
- 7.15%
- 6M
- 16.82%
- 1Y
- 34.51%
- 3Y*
- 67.41%
- 5Y*
- 55.82%
- 10Y*
- 24.07%
BGN.MI vs. UCG.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGN.MI Banca Generali S.p.A. | 2.43% | 34.18% | 41.37% | 11.06% | -12.77% | 52.19% | 0.97% | 68.31% | -31.17% | 27.21% |
UCG.MI UniCredit S.p.A. | 7.15% | 94.11% | 69.12% | 94.94% | 3.81% | 79.62% | -35.32% | 34.44% | -35.34% | 13.71% |
Correlation
The correlation between BGN.MI and UCG.MI is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006 | 0.54 |
The correlation between BGN.MI and UCG.MI has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.
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Return for Risk
BGN.MI vs. UCG.MI — Risk / Return Rank
BGN.MI
UCG.MI
BGN.MI vs. UCG.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banca Generali S.p.A. (BGN.MI) and UniCredit S.p.A. (UCG.MI). 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.
| BGN.MI | UCG.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.22 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.55 | -0.64 |
| Martin ratioReturn relative to average drawdown | 1.90 | 4.35 | -2.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BGN.MI | UCG.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.21 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.54 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.09 | +0.38 |
Drawdowns
BGN.MI vs. UCG.MI - Drawdown Comparison
The maximum BGN.MI drawdown since its inception was -82.73%, smaller than the maximum UCG.MI drawdown of -96.01%. Use the drawdown chart below to compare losses from any high point for BGN.MI and UCG.MI.
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Drawdown Indicators
| BGN.MI | UCG.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.73% | -96.01% | +13.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.58% | -24.17% | +9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -17.56% | -24.17% | +6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -37.31% | -46.39% | +9.08% |
Max Drawdown (10Y)Largest decline over 10 years | -48.91% | -63.31% | +14.40% |
Current DrawdownCurrent decline from peak | -1.03% | -34.27% | +33.24% |
Average DrawdownAverage peak-to-trough decline | -18.14% | -52.51% | +34.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.03% | 8.61% | -1.58% |
Volatility
BGN.MI vs. UCG.MI - Volatility Comparison
Banca Generali S.p.A. (BGN.MI) and UniCredit S.p.A. (UCG.MI) have volatilities of 6.81% and 6.95%, 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.
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Volatility by Period
| BGN.MI | UCG.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 6.95% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 18.65% | 24.38% | -5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.26% | 31.01% | -7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.02% | 35.80% | -9.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.00% | 40.07% | -11.07% |
Dividends
BGN.MI vs. UCG.MI - Dividend Comparison
BGN.MI's dividend yield for the trailing twelve months is around 5.12%, more than UCG.MI's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGN.MI Banca Generali S.p.A. | 5.12% | 4.81% | 4.90% | 5.35% | 5.46% | 6.97% | 5.69% | 4.32% | 6.89% | 3.86% | 5.30% | 3.36% |
UCG.MI UniCredit S.p.A. | 4.25% | 4.10% | 7.08% | 4.02% | 4.05% | 0.89% | 8.24% | 2.07% | 3.23% | 0.00% | 4.39% | 2.34% |
Financials
BGN.MI vs. UCG.MI - Financials Comparison
This section allows you to compare key financial metrics between Banca Generali S.p.A. and UniCredit S.p.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BGN.MI and UCG.MI have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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