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ISNPY vs. NWG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ISNPY and NWG is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ISNPY vs. NWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intesa Sanpaolo SpA PK (ISNPY) and NatWest Group plc (NWG). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
80.17%
-89.18%
ISNPY
NWG

Key characteristics

Sharpe Ratio

ISNPY:

2.41

NWG:

2.80

Sortino Ratio

ISNPY:

3.05

NWG:

3.32

Omega Ratio

ISNPY:

1.39

NWG:

1.44

Calmar Ratio

ISNPY:

4.50

NWG:

0.91

Martin Ratio

ISNPY:

13.14

NWG:

21.99

Ulcer Index

ISNPY:

4.26%

NWG:

3.90%

Daily Std Dev

ISNPY:

23.21%

NWG:

30.61%

Max Drawdown

ISNPY:

-83.29%

NWG:

-98.38%

Current Drawdown

ISNPY:

-4.46%

NWG:

-89.33%

Fundamentals

Market Cap

ISNPY:

$76.57B

NWG:

$48.26B

EPS

ISNPY:

$3.07

NWG:

$1.35

PE Ratio

ISNPY:

8.40

NWG:

8.88

PEG Ratio

ISNPY:

0.90

NWG:

0.55

Total Revenue (TTM)

ISNPY:

$13.67B

NWG:

$14.99B

Gross Profit (TTM)

ISNPY:

$13.67B

NWG:

$18.60B

EBITDA (TTM)

ISNPY:

$3.98B

NWG:

$1.77B

Returns By Period

In the year-to-date period, ISNPY achieves a 28.49% return, which is significantly higher than NWG's 21.97% return. Over the past 10 years, ISNPY has outperformed NWG with an annualized return of 11.15%, while NWG has yielded a comparatively lower 6.07% annualized return.


ISNPY

YTD

28.49%

1M

5.08%

6M

30.46%

1Y

56.73%

5Y*

36.64%

10Y*

11.15%

NWG

YTD

21.97%

1M

1.42%

6M

35.86%

1Y

87.92%

5Y*

43.24%

10Y*

6.07%

*Annualized

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Risk-Adjusted Performance

ISNPY vs. NWG — Risk-Adjusted Performance Rank

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

ISNPY
The Risk-Adjusted Performance Rank of ISNPY is 9696
Overall Rank
The Sharpe Ratio Rank of ISNPY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ISNPY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ISNPY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ISNPY is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ISNPY is 9797
Martin Ratio Rank

NWG
The Risk-Adjusted Performance Rank of NWG is 9494
Overall Rank
The Sharpe Ratio Rank of NWG is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of NWG is 9696
Sortino Ratio Rank
The Omega Ratio Rank of NWG is 9595
Omega Ratio Rank
The Calmar Ratio Rank of NWG is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NWG is 9999
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.

ISNPY vs. NWG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intesa Sanpaolo SpA PK (ISNPY) and NatWest Group plc (NWG). 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 ISNPY, currently valued at 2.41, compared to the broader market-2.00-1.000.001.002.003.00
ISNPY: 2.41
NWG: 2.80
The chart of Sortino ratio for ISNPY, currently valued at 3.05, compared to the broader market-6.00-4.00-2.000.002.004.00
ISNPY: 3.05
NWG: 3.32
The chart of Omega ratio for ISNPY, currently valued at 1.39, compared to the broader market0.501.001.502.00
ISNPY: 1.39
NWG: 1.44
The chart of Calmar ratio for ISNPY, currently valued at 4.50, compared to the broader market0.001.002.003.004.005.00
ISNPY: 4.50
NWG: 0.91
The chart of Martin ratio for ISNPY, currently valued at 13.14, compared to the broader market-5.000.005.0010.0015.0020.00
ISNPY: 13.14
NWG: 21.99

The current ISNPY Sharpe Ratio is 2.41, which is comparable to the NWG Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of ISNPY and NWG, 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 Ratio2.002.503.003.504.004.505.00NovemberDecember2025FebruaryMarchApril
2.41
2.80
ISNPY
NWG

Dividends

ISNPY vs. NWG - Dividend Comparison

ISNPY's dividend yield for the trailing twelve months is around 6.58%, more than NWG's 4.54% yield.


TTM20242023202220212020201920182017201620152014
ISNPY
Intesa Sanpaolo SpA PK
6.58%8.45%8.58%7.31%9.31%0.00%8.52%11.20%5.72%6.17%2.36%2.39%
NWG
NatWest Group plc
4.54%4.37%9.24%11.32%2.73%4.58%9.76%0.91%0.00%0.00%0.00%0.00%

Drawdowns

ISNPY vs. NWG - Drawdown Comparison

The maximum ISNPY drawdown since its inception was -83.29%, smaller than the maximum NWG drawdown of -98.38%. Use the drawdown chart below to compare losses from any high point for ISNPY and NWG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.46%
-89.33%
ISNPY
NWG

Volatility

ISNPY vs. NWG - Volatility Comparison

The current volatility for Intesa Sanpaolo SpA PK (ISNPY) is 8.63%, while NatWest Group plc (NWG) has a volatility of 10.86%. This indicates that ISNPY experiences smaller price fluctuations and is considered to be less risky than NWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.63%
10.86%
ISNPY
NWG

Financials

ISNPY vs. NWG - Financials Comparison

This section allows you to compare key financial metrics between Intesa Sanpaolo SpA PK and NatWest Group plc. 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


Values in USD except per share items
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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.

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