CCH.L vs. ULVR.L

Last updated Apr 2, 2026

Compare and contrast key facts about Coca Cola HBC AG (CCH.L) and Unilever PLC (ULVR.L).

Performance

CCH.L vs. ULVR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Coca Cola HBC AG (CCH.L) and Unilever PLC (ULVR.L). The values are adjusted to include any dividend payments, if applicable.

CCH.L vs. ULVR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCH.L Coca Cola HBC AG	10.78%	43.91%	22.14%	20.09%	-20.09%	9.80%	-4.79%	12.82%	3.24%	39.00%
ULVR.L Unilever PLC	-13.19%	3.40%	23.94%	-5.61%	10.27%	-6.64%	4.45%	9.39%	3.09%	29.42%

Fundamentals

Market Cap CCH.L : £15.50B ULVR.L : £91.92B
EPS CCH.L : £4.84 ULVR.L : £4.32
PE Ratio CCH.L : 8.79 ULVR.L : 9.70
PEG Ratio CCH.L : 0.49 ULVR.L : 1.77
PS Ratio CCH.L : 0.69 ULVR.L : 1.02
PB Ratio CCH.L : 4.03 ULVR.L : 5.91
Total Revenue (TTM) CCH.L : £22.35B ULVR.L : £96.17B
Gross Profit (TTM) CCH.L : £8.14B ULVR.L : £42.43B
EBITDA (TTM) CCH.L : £3.00B ULVR.L : £20.18B

Returns By Period

In the year-to-date period, CCH.L achieves a 10.78% return, which is significantly higher than ULVR.L's -13.19% return. Over the past 10 years, CCH.L has outperformed ULVR.L with an annualized return of 14.72%, while ULVR.L has yielded a comparatively lower 5.81% annualized return.

CCH.L

• 1D: 0.24%
• 1M: -10.36%
• YTD: 10.78%
• 6M: 25.40%
• 1Y: 24.01%
• 3Y*: 27.75%
• 5Y*: 16.08%
• 10Y*: 14.72%

ULVR.L

• 1D: -0.29%
• 1M: -21.39%
• YTD: -13.19%
• 6M: -9.12%
• 1Y: -12.43%
• 3Y*: 1.26%
• 5Y*: 3.16%
• 10Y*: 5.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CCH.L vs. ULVR.L — Risk / Return Rank

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

CCH.L

CCH.L Risk / Return Rank: 69
CCH.L Sharpe Ratio Rank: 74
CCH.L Sortino Ratio Rank: 67
CCH.L Omega Ratio Rank: 68
CCH.L Calmar Ratio Rank: 67
CCH.L Martin Ratio Rank: 67

ULVR.L

ULVR.L Risk / Return Rank: 13
ULVR.L Sharpe Ratio Rank: 13
ULVR.L Sortino Ratio Rank: 14
ULVR.L Omega Ratio Rank: 15
ULVR.L Calmar Ratio Rank: 22
ULVR.L Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCH.L vs. ULVR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coca Cola HBC AG (CCH.L) and Unilever PLC (ULVR.L). 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.

	CCH.L	ULVR.L	Difference
Sharpe ratio Return per unit of total volatility	1.03	-0.63	+1.66
Sortino ratio Return per unit of downside risk	1.54	-0.75	+2.28
Omega ratio Gain probability vs. loss probability	1.21	0.90	+0.31
Calmar ratio Return relative to maximum drawdown	1.27	-0.55	+1.82
Martin ratio Return relative to average drawdown	3.09	-1.95	+5.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCH.L vs. ULVR.L - Sharpe Ratio Comparison

The current CCH.L Sharpe Ratio is 1.03, which is higher than the ULVR.L Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of CCH.L and ULVR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CCH.L	ULVR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	-0.63	+1.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.17	+0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.29	+0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.47	-0.09

Correlation

The correlation between CCH.L and ULVR.L is 0.39, 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

CCH.L vs. ULVR.L - Dividend Comparison

CCH.L's dividend yield for the trailing twelve months is around 2.11%, less than ULVR.L's 4.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCH.L Coca Cola HBC AG	2.11%	2.34%	2.97%	2.95%	3.13%	2.18%	2.27%	8.73%	1.92%	1.58%	1.97%	2.17%
ULVR.L Unilever PLC	4.12%	3.59%	3.39%	4.15%	3.65%	3.93%	3.47%	3.42%	3.41%	3.10%	3.33%	3.13%

Drawdowns

CCH.L vs. ULVR.L - Drawdown Comparison

The maximum CCH.L drawdown since its inception was -48.45%, smaller than the maximum ULVR.L drawdown of -51.35%. Use the drawdown chart below to compare losses from any high point for CCH.L and ULVR.L.

Drawdown Indicators

	CCH.L	ULVR.L	Difference
Max Drawdown Largest peak-to-trough decline	-48.45%	-51.35%	+2.90%
Max Drawdown (1Y) Largest decline over 1 year	-18.05%	-23.41%	+5.36%
Max Drawdown (5Y) Largest decline over 5 years	-47.54%	-23.41%	-24.13%
Max Drawdown (10Y) Largest decline over 10 years	-48.45%	-31.56%	-16.89%
Current Drawdown Current decline from peak	-12.25%	-23.41%	+11.16%
Average Drawdown Average peak-to-trough decline	-14.59%	-9.59%	-5.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.41%	6.62%	+0.79%

Volatility

CCH.L vs. ULVR.L - Volatility Comparison

The current volatility for Coca Cola HBC AG (CCH.L) is 6.39%, while Unilever PLC (ULVR.L) has a volatility of 8.74%. This indicates that CCH.L experiences smaller price fluctuations and is considered to be less risky than ULVR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCH.L	ULVR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	8.74%	-2.35%
Volatility (6M) Calculated over the trailing 6-month period	14.94%	15.26%	-0.32%
Volatility (1Y) Calculated over the trailing 1-year period	23.25%	19.55%	+3.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.64%	18.27%	+5.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.23%	19.80%	+6.43%

Financials

CCH.L vs. ULVR.L - Profitability Comparison

The chart below illustrates the profitability comparison between Coca Cola HBC AG and Unilever PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CCH.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Coca Cola HBC AG reported a gross profit of 2.20B and revenue of 5.98B. Therefore, the gross margin over that period was 36.8%.

ULVR.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Unilever PLC reported a gross profit of 0.00 and revenue of 20.35B. Therefore, the gross margin over that period was 0.0%.

CCH.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Coca Cola HBC AG reported an operating income of 654.01M and revenue of 5.98B, resulting in an operating margin of 10.9%.

ULVR.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Unilever PLC reported an operating income of 4.16B and revenue of 20.35B, resulting in an operating margin of 20.4%.

CCH.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Coca Cola HBC AG reported a net income of 469.16M and revenue of 5.98B, resulting in a net margin of 7.9%.

ULVR.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Unilever PLC reported a net income of 2.58B and revenue of 20.35B, resulting in a net margin of 12.7%.