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NSRGY vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NSRGY and PG is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

NSRGY vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nestlé S.A. (NSRGY) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NSRGY:

0.15

PG:

0.08

Sortino Ratio

NSRGY:

0.43

PG:

0.20

Omega Ratio

NSRGY:

1.05

PG:

1.03

Calmar Ratio

NSRGY:

0.10

PG:

0.09

Martin Ratio

NSRGY:

0.28

PG:

0.21

Ulcer Index

NSRGY:

13.75%

PG:

5.30%

Daily Std Dev

NSRGY:

22.89%

PG:

19.23%

Max Drawdown

NSRGY:

-41.23%

PG:

-54.23%

Current Drawdown

NSRGY:

-15.79%

PG:

-6.67%

Fundamentals

Market Cap

NSRGY:

$269.75B

PG:

$386.31B

EPS

NSRGY:

$4.98

PG:

$6.30

PE Ratio

NSRGY:

21.05

PG:

26.15

PEG Ratio

NSRGY:

3.37

PG:

3.95

PS Ratio

NSRGY:

2.94

PG:

4.60

PB Ratio

NSRGY:

6.22

PG:

7.43

Total Revenue (TTM)

NSRGY:

$45.23B

PG:

$83.93B

Gross Profit (TTM)

NSRGY:

$21.44B

PG:

$43.05B

EBITDA (TTM)

NSRGY:

$9.56B

PG:

$23.39B

Returns By Period

In the year-to-date period, NSRGY achieves a 34.07% return, which is significantly higher than PG's 0.04% return. Over the past 10 years, NSRGY has underperformed PG with an annualized return of 6.14%, while PG has yielded a comparatively higher 10.59% annualized return.


NSRGY

YTD

34.07%

1M

1.67%

6M

25.73%

1Y

3.46%

3Y*

-0.11%

5Y*

2.73%

10Y*

6.14%

PG

YTD

0.04%

1M

-2.30%

6M

-1.78%

1Y

1.44%

3Y*

8.01%

5Y*

10.92%

10Y*

10.59%

*Annualized

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Nestlé S.A.

The Procter & Gamble Company

Risk-Adjusted Performance

NSRGY vs. PG — Risk-Adjusted Performance Rank

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

NSRGY
The Risk-Adjusted Performance Rank of NSRGY is 5353
Overall Rank
The Sharpe Ratio Rank of NSRGY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of NSRGY is 4949
Sortino Ratio Rank
The Omega Ratio Rank of NSRGY is 4848
Omega Ratio Rank
The Calmar Ratio Rank of NSRGY is 5656
Calmar Ratio Rank
The Martin Ratio Rank of NSRGY is 5555
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 4949
Overall Rank
The Sharpe Ratio Rank of PG is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 4242
Sortino Ratio Rank
The Omega Ratio Rank of PG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of PG is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PG is 5454
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.

NSRGY vs. PG - Risk-Adjusted Performance 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.


The current NSRGY Sharpe Ratio is 0.15, which is higher than the PG Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of NSRGY and PG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NSRGY vs. PG - Dividend Comparison

NSRGY's dividend yield for the trailing twelve months is around 3.20%, more than PG's 2.46% yield.


TTM20242023202220212020201920182017201620152014
NSRGY
Nestlé S.A.
3.20%4.17%2.76%2.64%2.18%2.34%2.24%3.12%2.68%3.16%3.11%3.32%
PG
The Procter & Gamble Company
2.46%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%

Drawdowns

NSRGY vs. PG - Drawdown Comparison

The maximum NSRGY drawdown since its inception was -41.23%, smaller than the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for NSRGY and PG. For additional features, visit the drawdowns tool.


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Volatility

NSRGY vs. PG - Volatility Comparison

Nestlé S.A. (NSRGY) and The Procter & Gamble Company (PG) have volatilities of 6.30% and 6.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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.


Quarterly
Annual

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


15.00B20.00B25.00B30.00B35.00B40.00B45.00B50.00B20212022202320242025
45.23B
19.78B
(NSRGY) Total Revenue
(PG) Total Revenue
Values in USD except per share items