BMPS.MI vs. UNCFF
Compare and contrast key facts about Banca Monte dei Paschi di Siena SpA (BMPS.MI) and UniCredit S.p.A (UNCFF).
Performance
BMPS.MI vs. UNCFF - Performance Comparison
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BMPS.MI vs. UNCFF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMPS.MI Banca Monte dei Paschi di Siena SpA | -16.69% | 50.14% | 134.52% | 58.27% | -89.65% | -14.45% | -25.40% | -6.51% | -61.79% | -74.04% |
UNCFF UniCredit S.p.A | -8.72% | 95.26% | 80.29% | 110.88% | 2.88% | 98.97% | -35.17% | 34.84% | -33.67% | 475.51% |
Different Trading Currencies
BMPS.MI is traded in EUR, while UNCFF is traded in USD. To make them comparable, the UNCFF values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BMPS.MI achieves a -16.69% return, which is significantly lower than UNCFF's -8.72% return. Over the past 10 years, BMPS.MI has underperformed UNCFF with an annualized return of -37.86%, while UNCFF has yielded a comparatively higher 44.92% annualized return.
BMPS.MI
- 1D
- 2.41%
- 1M
- -6.21%
- YTD
- -16.69%
- 6M
- -2.00%
- 1Y
- 14.48%
- 3Y*
- 64.54%
- 5Y*
- -18.40%
- 10Y*
- -37.86%
UNCFF
- 1D
- 2.97%
- 1M
- -7.82%
- YTD
- -8.72%
- 6M
- -1.08%
- 1Y
- 30.46%
- 3Y*
- 73.27%
- 5Y*
- 63.44%
- 10Y*
- 44.92%
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Return for Risk
BMPS.MI vs. UNCFF — Risk / Return Rank
BMPS.MI
UNCFF
BMPS.MI vs. UNCFF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banca Monte dei Paschi di Siena SpA (BMPS.MI) and UniCredit S.p.A (UNCFF). 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.
| BMPS.MI | UNCFF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 0.73 | -0.33 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.29 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.16 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.27 | -0.70 |
Martin ratioReturn relative to average drawdown | 1.49 | 4.05 | -2.56 |
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
| BMPS.MI | UNCFF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.73 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 1.44 | -1.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.65 | 0.16 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.51 | 0.06 | -0.57 |
Correlation
The correlation between BMPS.MI and UNCFF is 0.28, 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.
Dividends
BMPS.MI vs. UNCFF - Dividend Comparison
BMPS.MI's dividend yield for the trailing twelve months is around 11.31%, more than UNCFF's 4.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BMPS.MI Banca Monte dei Paschi di Siena SpA | 11.31% | 9.42% | 3.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNCFF UniCredit S.p.A | 4.50% | 4.05% | 14.49% | 7.87% | 4.13% | 7.24% | 7.36% | 4.20% | 6.21% | 0.00% | 4.21% |
Drawdowns
BMPS.MI vs. UNCFF - Drawdown Comparison
The maximum BMPS.MI drawdown since its inception was -100.00%, which is greater than UNCFF's maximum drawdown of -89.42%. Use the drawdown chart below to compare losses from any high point for BMPS.MI and UNCFF.
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Drawdown Indicators
| BMPS.MI | UNCFF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -90.39% | -9.61% |
Max Drawdown (1Y)Largest decline over 1 year | -25.49% | -28.72% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -93.88% | -52.18% | -41.70% |
Max Drawdown (10Y)Largest decline over 10 years | -99.89% | -75.71% | -24.18% |
Current DrawdownCurrent decline from peak | -100.00% | -20.86% | -79.14% |
Average DrawdownAverage peak-to-trough decline | -72.19% | -40.88% | -31.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.69% | 8.70% | +0.99% |
Volatility
BMPS.MI vs. UNCFF - Volatility Comparison
The current volatility for Banca Monte dei Paschi di Siena SpA (BMPS.MI) is 11.39%, while UniCredit S.p.A (UNCFF) has a volatility of 14.56%. This indicates that BMPS.MI experiences smaller price fluctuations and is considered to be less risky than UNCFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMPS.MI | UNCFF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.39% | 14.56% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 24.65% | 25.84% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.38% | 41.81% | -5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.36% | 44.15% | +6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.26% | 285.09% | -226.83% |
Financials
BMPS.MI vs. UNCFF - Financials Comparison
This section allows you to compare key financial metrics between Banca Monte dei Paschi di Siena SpA 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