FUL vs. UVV
FUL (H.B. Fuller Company) and UVV (Universal Corporation) are both stocks. FUL operates in Specialty Chemicals (Basic Materials), while UVV operates in Tobacco (Consumer Defensive). Over the past 10 years, FUL returned 3.54%/yr vs 5.09%/yr for UVV. At a 0.32 correlation, their price movements are largely independent.
Performance
FUL vs. UVV - Performance Comparison
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Returns By Period
In the year-to-date period, FUL achieves a 1.73% return, which is significantly lower than UVV's 3.14% return. Over the past 10 years, FUL has underperformed UVV with an annualized return of 3.54%, while UVV has yielded a comparatively higher 5.09% annualized return.
FUL
- 1D
- 0.25%
- 1M
- -1.99%
- YTD
- 1.73%
- 6M
- 4.84%
- 1Y
- 8.55%
- 3Y*
- -1.57%
- 5Y*
- -1.62%
- 10Y*
- 3.54%
UVV
- 1D
- -1.88%
- 1M
- -1.77%
- YTD
- 3.14%
- 6M
- 4.14%
- 1Y
- -7.53%
- 3Y*
- 7.54%
- 5Y*
- 4.61%
- 10Y*
- 5.09%
FUL vs. UVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUL H.B. Fuller Company | 1.73% | -10.46% | -16.19% | 14.97% | -10.59% | 57.84% | 2.15% | 22.42% | -19.84% | 12.79% |
UVV Universal Corporation | 3.14% | 2.27% | -13.39% | 35.79% | 1.82% | 19.59% | -8.96% | 11.08% | 7.79% | -14.79% |
Correlation
The correlation between FUL and UVV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.32 |
Fundamentals
FUL:
$2.88
UVV:
$1.73
FUL:
20.81
UVV:
30.51
FUL:
0.96
UVV:
0.45
FUL:
$3.46B
UVV:
$2.21B
FUL:
$1.11B
UVV:
$412.39M
FUL:
$495.48M
UVV:
$212.91M
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Return for Risk
FUL vs. UVV — Risk / Return Rank
FUL
UVV
FUL vs. UVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for H.B. Fuller Company (FUL) and Universal Corporation (UVV). 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.
| FUL | UVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.96 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | -0.50 | +0.81 |
| Martin ratioReturn relative to average drawdown | 0.98 | -0.83 | +1.82 |
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
| FUL | UVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | -0.32 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.19 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.18 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.28 | -0.01 |
Drawdowns
FUL vs. UVV - Drawdown Comparison
The maximum FUL drawdown since its inception was -68.25%, roughly equal to the maximum UVV drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for FUL and UVV.
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Drawdown Indicators
| FUL | UVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.25% | -69.75% | +1.50% |
Max Drawdown (1Y)Largest decline over 1 year | -26.97% | -15.23% | -11.74% |
Max Drawdown (3Y)Largest decline over 3 years | -43.45% | -29.70% | -13.75% |
Max Drawdown (5Y)Largest decline over 5 years | -43.45% | -29.70% | -13.75% |
Max Drawdown (10Y)Largest decline over 10 years | -56.29% | -45.68% | -10.61% |
Current DrawdownCurrent decline from peak | -28.49% | -14.30% | -14.19% |
Average DrawdownAverage peak-to-trough decline | -18.76% | -18.59% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.70% | 9.04% | -0.34% |
Volatility
FUL vs. UVV - Volatility Comparison
H.B. Fuller Company (FUL) has a higher volatility of 11.03% compared to Universal Corporation (UVV) at 10.11%. This indicates that FUL's price experiences larger fluctuations and is considered to be riskier than UVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUL | UVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 10.11% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 26.42% | 18.46% | +7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.82% | 23.77% | +11.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.38% | 24.57% | +4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.11% | 28.94% | +2.17% |
Dividends
FUL vs. UVV - Dividend Comparison
FUL's dividend yield for the trailing twelve months is around 1.58%, less than UVV's 6.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUL H.B. Fuller Company | 1.58% | 1.56% | 1.29% | 0.99% | 1.03% | 0.82% | 1.25% | 1.23% | 1.44% | 1.10% | 1.14% | 1.40% |
UVV Universal Corporation | 6.22% | 6.18% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% |
Financials
FUL vs. UVV - Financials Comparison
This section allows you to compare key financial metrics between H.B. Fuller Company and Universal Corporation. 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
FUL and UVV have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUL has higher volatility (11.03%) compared to UVV (10.11%). In terms of maximum drawdown, FUL dropped -68.25% vs UVV's -69.75%.
FUL currently has the higher Sharpe Ratio (0.25 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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