NESN.SW vs. RKT.L
NESN.SW (Nestlé S.A.) and RKT.L (Reckitt Benckiser Group plc) are both stocks. Both are in the Consumer Defensive sector — NESN.SW in Packaged Foods, RKT.L in Household & Personal Products. Over the past 10 years, NESN.SW returned 4.35%/yr vs -3.32%/yr for RKT.L. At a 0.45 correlation, their price movements are largely independent.
Performance
NESN.SW vs. RKT.L - Performance Comparison
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Different Trading Currencies
NESN.SW is traded in CHF, while RKT.L is traded in GBp. To make them comparable, the RKT.L values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, NESN.SW achieves a 5.50% return, which is significantly higher than RKT.L's -24.14% return. Over the past 10 years, NESN.SW has outperformed RKT.L with an annualized return of 4.35%, while RKT.L has yielded a comparatively lower -3.32% annualized return.
NESN.SW
- 1D
- 0.48%
- 1M
- 3.81%
- YTD
- 5.50%
- 6M
- 6.57%
- 1Y
- -2.78%
- 3Y*
- -5.90%
- 5Y*
- -3.91%
- 10Y*
- 4.35%
RKT.L
- 1D
- 1.30%
- 1M
- 3.59%
- YTD
- -24.14%
- 6M
- -23.83%
- 1Y
- -13.37%
- 3Y*
- -7.79%
- 5Y*
- -7.19%
- 10Y*
- -3.32%
NESN.SW vs. RKT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NESN.SW Nestlé S.A. | 5.50% | 8.93% | -20.71% | -6.62% | -13.99% | 25.41% | 2.09% | 34.76% | -1.76% | 18.26% |
RKT.L Reckitt Benckiser Group plc | -24.14% | 21.39% | -1.07% | -6.99% | -15.68% | 1.67% | 3.26% | 7.16% | -15.09% | 7.60% |
Correlation
The correlation between NESN.SW and RKT.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2007 | 0.45 |
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Return for Risk
NESN.SW vs. RKT.L — Risk / Return Rank
NESN.SW
RKT.L
NESN.SW vs. RKT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NESN.SW) and Reckitt Benckiser Group plc (RKT.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NESN.SW | RKT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.90 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.43 | +0.25 |
| Martin ratioReturn relative to average drawdown | -0.32 | -1.02 | +0.70 |
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Drawdowns
NESN.SW vs. RKT.L - Drawdown Comparison
The maximum NESN.SW drawdown since its inception was -38.45%, smaller than the maximum RKT.L drawdown of -45.93%. Use the drawdown chart below to compare losses from any high point for NESN.SW and RKT.L.
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Drawdown Indicators
| NESN.SW | RKT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -45.93% | +7.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.73% | -30.81% | +15.08% |
Max Drawdown (3Y)Largest decline over 3 years | -30.19% | -31.89% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -40.77% | +2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | -45.93% | +7.48% |
Current DrawdownCurrent decline from peak | -27.98% | -38.86% | +10.88% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -17.76% | +9.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.27% | 13.12% | -2.85% |
Volatility
NESN.SW vs. RKT.L - Volatility Comparison
The current volatility for Nestlé S.A. (NESN.SW) is 5.72%, while Reckitt Benckiser Group plc (RKT.L) has a volatility of 7.35%. This indicates that NESN.SW experiences smaller price fluctuations and is considered to be less risky than RKT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NESN.SW | RKT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 7.35% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.75% | 16.72% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.96% | 21.88% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 23.26% | -5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 23.06% | -6.44% |
Dividends
NESN.SW vs. RKT.L - Dividend Comparison
NESN.SW's dividend yield for the trailing twelve months is around 3.88%, less than RKT.L's 9.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NESN.SW Nestlé S.A. | 3.88% | 3.87% | 4.01% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% |
RKT.L Reckitt Benckiser Group plc | 9.93% | 3.30% | 3.90% | 3.31% | 2.91% | 2.64% | 2.56% | 2.71% | 2.69% | 2.24% | 2.05% | 1.98% |
Financials
NESN.SW vs. RKT.L - Financials Comparison
This section allows you to compare key financial metrics between Nestlé S.A. and Reckitt Benckiser 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NESN.SW and RKT.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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