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JUVE.MI vs. MANU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JUVE.MI vs. MANU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Juventus Football Club S.p.A. (JUVE.MI) and Manchester United plc (MANU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JUVE.MI is traded in EUR, while MANU is traded in USD. To make them comparable, the MANU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JUVE.MI achieves a -30.36% return, which is significantly lower than MANU's 43.70% return. Over the past 10 years, JUVE.MI has underperformed MANU with an annualized return of 0.30%, while MANU has yielded a comparatively higher 3.38% annualized return.


JUVE.MI

1D
1.41%
1M
1.21%
YTD
-30.36%
6M
-10.88%
1Y
-37.53%
3Y*
-14.83%
5Y*
-19.94%
10Y*
0.30%

MANU

1D
7.00%
1M
22.69%
YTD
43.70%
6M
44.46%
1Y
59.31%
3Y*
4.95%
5Y*
9.06%
10Y*
3.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUVE.MI vs. MANU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JUVE.MI
Juventus Football Club S.p.A.
-30.36%-4.30%17.50%-18.66%-8.35%-47.18%-34.67%27.50%38.90%154.05%
MANU
Manchester United plc
43.70%-19.13%-9.25%-15.26%75.24%-7.48%-22.08%8.45%1.30%23.07%

Correlation

The correlation between JUVE.MI and MANU is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.04

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

0.09

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

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2012

0.13

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Return for Risk

JUVE.MI vs. MANU — Risk / Return Rank

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

JUVE.MI
JUVE.MI Risk / Return Rank: 44
Overall Rank
JUVE.MI Sharpe Ratio Rank: 33
Sharpe Ratio Rank
JUVE.MI Sortino Ratio Rank: 22
Sortino Ratio Rank
JUVE.MI Omega Ratio Rank: 44
Omega Ratio Rank
JUVE.MI Calmar Ratio Rank: 66
Calmar Ratio Rank
JUVE.MI Martin Ratio Rank: 55
Martin Ratio Rank

MANU
MANU Risk / Return Rank: 8080
Overall Rank
MANU Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MANU Sortino Ratio Rank: 8282
Sortino Ratio Rank
MANU Omega Ratio Rank: 8181
Omega Ratio Rank
MANU Calmar Ratio Rank: 8282
Calmar Ratio Rank
MANU Martin Ratio Rank: 7575
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.

JUVE.MI vs. MANU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Juventus Football Club S.p.A. (JUVE.MI) and Manchester United plc (MANU). 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.


JUVE.MIMANUDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-4.40

Omega ratioGain probability vs. loss probability

0.78

1.30

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.91

2.61

-3.52

Martin ratioReturn relative to average drawdown

-1.52

4.61

-6.13

JUVE.MI vs. MANU - Sharpe Ratio Comparison

The current JUVE.MI Sharpe Ratio is -1.13, which is lower than the MANU Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of JUVE.MI and MANU, 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


JUVE.MIMANUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.13

1.44

-2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.21

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.09

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.13

-0.27

Drawdowns

JUVE.MI vs. MANU - Drawdown Comparison

The maximum JUVE.MI drawdown since its inception was -88.72%, which is greater than MANU's maximum drawdown of -55.68%. Use the drawdown chart below to compare losses from any high point for JUVE.MI and MANU.


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Drawdown Indicators


JUVE.MIMANUDifference

Max Drawdown

Largest peak-to-trough decline

-88.72%

-55.68%

-33.04%

Max Drawdown (1Y)

Largest decline over 1 year

-41.04%

-22.85%

-18.19%

Max Drawdown (3Y)

Largest decline over 3 years

-53.18%

-51.58%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-73.00%

-55.68%

-17.32%

Max Drawdown (10Y)

Largest decline over 10 years

-86.48%

-55.68%

-30.80%

Current Drawdown

Current decline from peak

-84.01%

-22.56%

-61.45%

Average Drawdown

Average peak-to-trough decline

-63.31%

-24.44%

-38.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.68%

12.91%

+11.77%

Volatility

JUVE.MI vs. MANU - Volatility Comparison

The current volatility for Juventus Football Club S.p.A. (JUVE.MI) is 9.94%, while Manchester United plc (MANU) has a volatility of 20.25%. This indicates that JUVE.MI experiences smaller price fluctuations and is considered to be less risky than MANU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUVE.MIMANUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

20.25%

-10.31%

Volatility (6M)

Calculated over the trailing 6-month period

27.75%

26.25%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

33.08%

41.37%

-8.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.19%

42.61%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.80%

37.81%

+5.99%

Dividends

JUVE.MI vs. MANU - Dividend Comparison

Neither JUVE.MI nor MANU has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
JUVE.MI
Juventus Football Club S.p.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MANU
Manchester United plc
0.00%0.00%0.00%0.00%0.39%1.26%1.08%0.90%0.95%0.91%1.26%0.51%

Financials

JUVE.MI vs. MANU - Financials Comparison

This section allows you to compare key financial metrics between Juventus Football Club S.p.A. and Manchester United 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


Please note, different currencies. JUVE.MI values in EUR, MANU values in USD

Frequently Asked Questions


JUVE.MI and MANU have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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