PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLV vs. UL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLV and UL is 0.47, 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.


-0.50.00.51.00.5

Performance

FLV vs. UL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Focused Large Cap Value ETF (FLV) and The Unilever Group (UL). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
3.16%
-3.02%
FLV
UL

Key characteristics

Sharpe Ratio

FLV:

1.12

UL:

0.98

Sortino Ratio

FLV:

1.57

UL:

1.58

Omega Ratio

FLV:

1.20

UL:

1.20

Calmar Ratio

FLV:

1.31

UL:

0.95

Martin Ratio

FLV:

4.13

UL:

2.92

Ulcer Index

FLV:

2.56%

UL:

5.47%

Daily Std Dev

FLV:

9.51%

UL:

16.37%

Max Drawdown

FLV:

-15.07%

UL:

-53.55%

Current Drawdown

FLV:

-6.76%

UL:

-15.87%

Returns By Period

In the year-to-date period, FLV achieves a -0.15% return, which is significantly higher than UL's -3.46% return.


FLV

YTD

-0.15%

1M

-2.90%

6M

3.16%

1Y

10.31%

5Y*

N/A

10Y*

N/A

UL

YTD

-3.46%

1M

-7.02%

6M

-3.01%

1Y

15.16%

5Y*

2.77%

10Y*

6.21%

*Annualized

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

FLV vs. UL — Risk-Adjusted Performance Rank

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

FLV
The Risk-Adjusted Performance Rank of FLV is 5454
Overall Rank
The Sharpe Ratio Rank of FLV is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FLV is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FLV is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FLV is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FLV is 4949
Martin Ratio Rank

UL
The Risk-Adjusted Performance Rank of UL is 7777
Overall Rank
The Sharpe Ratio Rank of UL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of UL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of UL is 7474
Omega Ratio Rank
The Calmar Ratio Rank of UL is 8080
Calmar Ratio Rank
The Martin Ratio Rank of UL is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLV vs. UL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Large Cap Value ETF (FLV) and The Unilever Group (UL). 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 FLV, currently valued at 1.12, compared to the broader market0.002.004.001.120.98
The chart of Sortino ratio for FLV, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.0010.0012.001.571.58
The chart of Omega ratio for FLV, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.20
The chart of Calmar ratio for FLV, currently valued at 1.31, compared to the broader market0.005.0010.0015.001.310.95
The chart of Martin ratio for FLV, currently valued at 4.13, compared to the broader market0.0020.0040.0060.0080.00100.004.132.92
FLV
UL

The current FLV Sharpe Ratio is 1.12, which is comparable to the UL Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FLV and UL, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.12
0.98
FLV
UL

Dividends

FLV vs. UL - Dividend Comparison

FLV's dividend yield for the trailing twelve months is around 2.07%, less than UL's 3.41% yield.


TTM20242023202220212020201920182017201620152014
FLV
American Century Focused Large Cap Value ETF
2.07%2.07%2.07%4.98%4.05%0.87%0.00%0.00%0.00%0.00%0.00%0.00%
UL
The Unilever Group
3.41%3.29%3.83%3.61%3.77%3.07%3.17%3.46%2.79%3.40%3.02%3.69%

Drawdowns

FLV vs. UL - Drawdown Comparison

The maximum FLV drawdown since its inception was -15.07%, smaller than the maximum UL drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for FLV and UL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.76%
-15.87%
FLV
UL

Volatility

FLV vs. UL - Volatility Comparison

The current volatility for American Century Focused Large Cap Value ETF (FLV) is 3.68%, while The Unilever Group (UL) has a volatility of 4.02%. This indicates that FLV experiences smaller price fluctuations and is considered to be less risky than UL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.68%
4.02%
FLV
UL
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab