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GLEN.L vs. UL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GLEN.L vs. UL - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Glencore plc (GLEN.L) and The Unilever Group (UL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLEN.L is traded in GBp, while UL is traded in USD. To make them comparable, the UL values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLEN.L achieves a 48.01% return, which is significantly higher than UL's -11.90% return. Over the past 10 years, GLEN.L has outperformed UL with an annualized return of 20.52%, while UL has yielded a comparatively lower 5.13% annualized return.


GLEN.L

1D
0.83%
1M
5.66%
YTD
48.01%
6M
58.82%
1Y
111.55%
3Y*
15.48%
5Y*
18.96%
10Y*
20.52%

UL

1D
-1.14%
1M
-0.94%
YTD
-11.90%
6M
-8.53%
1Y
-17.08%
3Y*
1.43%
5Y*
0.94%
10Y*
5.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLEN.L vs. UL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLEN.L
Glencore plc
48.01%18.34%-23.37%-6.11%57.13%66.99%-1.00%-14.47%-21.89%42.98%
UL
The Unilever Group
-11.90%-1.59%23.01%-5.16%8.74%-6.73%5.83%8.58%3.46%28.03%

Correlation

The correlation between GLEN.L and UL is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

-0.12

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since May 19, 2011

0.07

The correlation between GLEN.L and UL shifts across timeframes, from -0.14 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GLEN.L:

£71.81B

UL:

$123.13B

EPS

GLEN.L:

-£0.10

UL:

$5.06

PS Ratio

GLEN.L:

0.15

UL:

1.20

PB Ratio

GLEN.L:

1.85

UL:

7.93

Total Revenue (TTM)

GLEN.L:

£479.07B

UL:

$109.27B

Gross Profit (TTM)

GLEN.L:

£11.90B

UL:

$90.89B

EBITDA (TTM)

GLEN.L:

£19.53B

UL:

$24.12B

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Return for Risk

GLEN.L vs. UL — Risk / Return Rank

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

GLEN.L
GLEN.L Risk / Return Rank: 9696
Overall Rank
GLEN.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GLEN.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
GLEN.L Omega Ratio Rank: 9595
Omega Ratio Rank
GLEN.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
GLEN.L Martin Ratio Rank: 9797
Martin Ratio Rank

UL
UL Risk / Return Rank: 1010
Overall Rank
UL Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UL Sortino Ratio Rank: 1010
Sortino Ratio Rank
UL Omega Ratio Rank: 1111
Omega Ratio Rank
UL Calmar Ratio Rank: 1515
Calmar Ratio Rank
UL Martin Ratio Rank: 55
Martin Ratio Rank
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.

GLEN.L vs. UL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glencore plc (GLEN.L) 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.


GLEN.LULDifference
Sharpe ratioReturn per unit of total volatility

+4.40

Sortino ratioReturn per unit of downside risk

+5.44

Omega ratioGain probability vs. loss probability

1.56

0.87

+0.68

Calmar ratioReturn relative to maximum drawdown

7.87

-0.70

+8.57

Martin ratioReturn relative to average drawdown

25.74

-1.47

+27.21

GLEN.L vs. UL - Sharpe Ratio Comparison

The current GLEN.L Sharpe Ratio is 3.57, which is higher than the UL Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of GLEN.L and UL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GLEN.LULDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.57

-0.82

+4.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.05

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.24

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.39

-0.30

Drawdowns

GLEN.L vs. UL - Drawdown Comparison

The maximum GLEN.L drawdown since its inception was -86.97%, which is greater than UL's maximum drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for GLEN.L and UL.


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Drawdown Indicators


GLEN.LULDifference

Max Drawdown

Largest peak-to-trough decline

-86.97%

-34.44%

-52.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.09%

-24.55%

+10.46%

Max Drawdown (3Y)

Largest decline over 3 years

-53.56%

-24.55%

-29.01%

Max Drawdown (5Y)

Largest decline over 5 years

-55.24%

-24.55%

-30.69%

Max Drawdown (10Y)

Largest decline over 10 years

-69.99%

-31.72%

-38.27%

Current Drawdown

Current decline from peak

-3.24%

-22.67%

+19.43%

Average Drawdown

Average peak-to-trough decline

-35.07%

-9.11%

-25.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

11.68%

-7.36%

Volatility

GLEN.L vs. UL - Volatility Comparison

Glencore plc (GLEN.L) has a higher volatility of 9.88% compared to The Unilever Group (UL) at 6.01%. This indicates that GLEN.L's price experiences larger fluctuations and is considered to be riskier than UL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLEN.LULDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.88%

6.01%

+3.87%

Volatility (6M)

Calculated over the trailing 6-month period

22.12%

17.98%

+4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

31.10%

20.86%

+10.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.27%

19.94%

+12.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.54%

21.51%

+14.03%

Dividends

GLEN.L vs. UL - Dividend Comparison

GLEN.L's dividend yield for the trailing twelve months is around 1.68%, less than UL's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
GLEN.L
Glencore plc
1.68%1.84%2.87%8.72%5.58%3.08%0.00%6.70%5.16%1.37%0.00%0.00%
UL
The Unilever Group
4.07%3.51%3.29%3.83%3.57%3.77%3.07%3.18%3.49%2.80%3.42%3.02%

Financials

GLEN.L vs. UL - Financials Comparison

This section allows you to compare key financial metrics between Glencore plc and The Unilever Group. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


20.00B40.00B60.00B80.00B100.00B120.00B140.00B20212022202320242025
130.73B
18.38B
(GLEN.L) Total Revenue
(UL) Total Revenue
Please note, different currencies. GLEN.L values in GBp, UL values in USD

GLEN.L vs. UL - Profitability Comparison

The chart below illustrates the profitability comparison between Glencore plc and The Unilever Group over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
2.6%
0
Portfolio components
GLEN.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a gross profit of 3.44B and revenue of 130.73B. Therefore, the gross margin over that period was 2.6%.

UL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a gross profit of 0.00 and revenue of 18.38B. Therefore, the gross margin over that period was 0.0%.

GLEN.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported an operating income of 2.18B and revenue of 130.73B, resulting in an operating margin of 1.7%.

UL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported an operating income of 4.13B and revenue of 18.38B, resulting in an operating margin of 22.5%.

GLEN.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a net income of 1.02B and revenue of 130.73B, resulting in a net margin of 0.8%.

UL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a net income of 2.56B and revenue of 18.38B, resulting in a net margin of 14.0%.


Frequently Asked Questions


GLEN.L and UL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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