BN.PA vs. NSRGY
Compare and contrast key facts about Danone S.A. (BN.PA) and Nestlé S.A. (NSRGY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BN.PA or NSRGY.
Key characteristics
| BN.PA | NSRGY | |
|---|---|---|
| YTD Return | 15.32% | -21.40% |
| 1Y Return | 17.63% | -18.66% |
| 3Y Return (Ann) | 7.79% | -10.53% |
| 5Y Return (Ann) | 0.63% | -0.94% |
| 10Y Return (Ann) | 4.94% | 4.63% |
| Sharpe Ratio | 1.45 | -0.96 |
| Sortino Ratio | 2.15 | -1.32 |
| Omega Ratio | 1.26 | 0.84 |
| Calmar Ratio | 0.91 | -0.57 |
| Martin Ratio | 6.29 | -2.03 |
| Ulcer Index | 2.83% | 9.14% |
| Daily Std Dev | 12.26% | 19.21% |
| Max Drawdown | -46.10% | -41.23% |
| Current Drawdown | -5.35% | -32.42% |
Fundamentals
| BN.PA | NSRGY | |
|---|---|---|
| Market Cap | €41.65B | $227.80B |
| EPS | €1.55 | $4.85 |
| PE Ratio | 41.72 | 18.25 |
| PEG Ratio | 0.77 | 2.32 |
| Total Revenue (TTM) | €27.21B | $91.94B |
| Gross Profit (TTM) | €13.18B | $42.99B |
| EBITDA (TTM) | €5.12B | $19.45B |
Correlation
The correlation between BN.PA and NSRGY is 0.48, 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
BN.PA vs. NSRGY - Performance Comparison
In the year-to-date period, BN.PA achieves a 15.32% return, which is significantly higher than NSRGY's -21.40% return. Over the past 10 years, BN.PA has outperformed NSRGY with an annualized return of 4.94%, while NSRGY has yielded a comparatively lower 4.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BN.PA vs. NSRGY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Danone S.A. (BN.PA) and Nestlé S.A. (NSRGY). 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.
Dividends
BN.PA vs. NSRGY - Dividend Comparison
BN.PA's dividend yield for the trailing twelve months is around 3.22%, less than NSRGY's 3.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BN.PA Danone S.A. | 3.22% | 3.41% | 3.94% | 3.55% | 3.91% | 2.63% | 3.09% | 2.43% | 2.66% | 2.41% | 2.66% | 2.77% |
NSRGY Nestlé S.A. | 3.88% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% | 2.96% |
Drawdowns
BN.PA vs. NSRGY - Drawdown Comparison
The maximum BN.PA drawdown since its inception was -46.10%, which is greater than NSRGY's maximum drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for BN.PA and NSRGY. For additional features, visit the drawdowns tool.
Volatility
BN.PA vs. NSRGY - Volatility Comparison
Danone S.A. (BN.PA) has a higher volatility of 6.52% compared to Nestlé S.A. (NSRGY) at 4.54%. This indicates that BN.PA's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BN.PA vs. NSRGY - Financials Comparison
This section allows you to compare key financial metrics between Danone S.A. and Nestlé S.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