NSRGY vs. PG
NSRGY (Nestlé S.A.) and PG (The Procter & Gamble Company) are both stocks. Both are in the Consumer Defensive sector — NSRGY in Packaged Foods, PG in Household & Personal Products. Over the past 10 years, NSRGY returned 5.78%/yr vs 8.41%/yr for PG. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
NSRGY vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, NSRGY achieves a 7.21% return, which is significantly higher than PG's 4.22% return. Over the past 10 years, NSRGY has underperformed PG with an annualized return of 5.78%, while PG has yielded a comparatively higher 8.41% annualized return.
NSRGY
- 1D
- 1.37%
- 1M
- -2.68%
- 6M
- 13.04%
- YTD
- 7.21%
- 1Y
- 17.97%
- 3Y*
- -2.88%
- 5Y*
- -1.32%
- 10Y*
- 5.78%
- ALL TIME*
- 3.23%
PG
- 1D
- -1.87%
- 1M
- -0.85%
- 6M
- 0.65%
- YTD
- 4.22%
- 1Y
- -3.97%
- 3Y*
- 0.36%
- 5Y*
- 3.15%
- 10Y*
- 8.41%
- ALL TIME*
- 10.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
NSRGY Nestlé S.A. | $43.39M | $55.54M | $45.44M |
| $1.21B | $1.29B | $1.30B |
NSRGY vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 7.21% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
PG The Procter & Gamble Company | 4.22% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between NSRGY and PG is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.34 |
The correlation between NSRGY and PG shifts across timeframes, from 0.34 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
NSRGY:
$261.80B
PG:
$340.32B
NSRGY:
CHF 6.90
PG:
$6.62
NSRGY:
12.07
PG:
22.08
NSRGY:
1.19
PG:
4.07
NSRGY:
7.36
PG:
6.52
NSRGY:
CHF 179.82B
PG:
$87.03B
NSRGY:
CHF 82.84B
PG:
$43.67B
NSRGY:
CHF 35.74B
PG:
$21.25B
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Return for Risk
NSRGY vs. PG — Risk / Return Rank
NSRGY
PG
NSRGY vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) and The Procter & Gamble Company (PG). 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.
| NSRGY | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.98 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | -0.26 | +1.54 |
| Martin ratioReturn relative to average drawdown | 2.71 | -0.44 | +3.15 |
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Drawdowns
NSRGY vs. PG - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -75.68%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for NSRGY and PG.
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Drawdown Indicators
| NSRGY | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -54.25% | -21.43% |
Max Drawdown (1Y)Largest decline over 1 year | -14.10% | -15.52% | +1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -32.45% | -21.15% | -11.30% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | -23.77% | -14.47% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -23.77% | -14.47% |
Current DrawdownCurrent decline from peak | -16.03% | -14.69% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -24.10% | -12.17% | -11.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.66% | 9.01% | -2.35% |
Volatility
NSRGY vs. PG - Volatility Comparison
Nestlé S.A. (NSRGY) has a higher volatility of 9.62% compared to The Procter & Gamble Company (PG) at 6.92%. This indicates that NSRGY's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSRGY | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.62% | 6.92% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 17.15% | 15.76% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.19% | 19.72% | +3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.37% | 18.09% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.58% | 19.18% | -0.60% |
Dividends
NSRGY vs. PG - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 3.94%, more than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 3.94% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
NSRGY vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Nestlé S.A. and The Procter & Gamble Company. 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
NSRGY vs. PG - Profitability Comparison
NSRGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Nestlé S.A. reported a gross profit of 20.42B and revenue of 44.04B. Therefore, the gross margin over that period was 46.4%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported a gross profit of 10.28B and revenue of 21.20B. Therefore, the gross margin over that period was 48.5%.
NSRGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Nestlé S.A. reported an operating income of 7.15B and revenue of 44.04B, resulting in an operating margin of 16.3%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported an operating income of 3.95B and revenue of 21.20B, resulting in an operating margin of 18.6%.
NSRGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Nestlé S.A. reported a net income of 3.55B and revenue of 44.04B, resulting in a net margin of 8.1%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported a net income of 3.00B and revenue of 21.20B, resulting in a net margin of 14.1%.
Frequently Asked Questions
NSRGY and PG have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NSRGY has higher volatility (9.62%) compared to PG (6.92%). In terms of maximum drawdown, NSRGY dropped -75.68% vs PG's -54.25%.
NSRGY currently has the higher Sharpe Ratio (0.78 vs -0.20), 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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