NSRGY vs. PG
Compare and contrast key facts about Nestlé S.A. (NSRGY) and The Procter & Gamble Company (PG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSRGY or PG.
Performance
NSRGY vs. PG - Performance Comparison
Returns By Period
In the year-to-date period, NSRGY achieves a -22.07% return, which is significantly lower than PG's 18.57% return. Over the past 10 years, NSRGY has underperformed PG with an annualized return of 4.46%, while PG has yielded a comparatively higher 9.85% annualized return.
NSRGY
-22.07%
-9.92%
-17.62%
-18.73%
-1.11%
4.46%
PG
18.57%
-1.07%
2.34%
13.69%
9.75%
9.85%
Fundamentals
| NSRGY | PG | |
|---|---|---|
| Market Cap | $227.80B | $390.56B |
| EPS | $4.85 | $5.79 |
| PE Ratio | 18.25 | 28.64 |
| PEG Ratio | 2.32 | 3.50 |
| Total Revenue (TTM) | $91.94B | $83.91B |
| Gross Profit (TTM) | $42.99B | $43.14B |
| EBITDA (TTM) | $19.45B | $22.32B |
Key characteristics
| NSRGY | PG | |
|---|---|---|
| Sharpe Ratio | -1.01 | 0.96 |
| Sortino Ratio | -1.40 | 1.39 |
| Omega Ratio | 0.84 | 1.19 |
| Calmar Ratio | -0.59 | 1.66 |
| Martin Ratio | -2.09 | 5.24 |
| Ulcer Index | 9.25% | 2.82% |
| Daily Std Dev | 19.22% | 15.43% |
| Max Drawdown | -41.23% | -54.23% |
| Current Drawdown | -32.99% | -4.08% |
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Correlation
The correlation between NSRGY and PG is 0.30, 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.
Risk-Adjusted Performance
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.
Dividends
NSRGY vs. PG - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 3.91%, more than PG's 2.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 3.91% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% | 2.96% |
PG The Procter & Gamble Company | 2.34% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
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.
Volatility
NSRGY vs. PG - Volatility Comparison
The current volatility for Nestlé S.A. (NSRGY) is 3.66%, while The Procter & Gamble Company (PG) has a volatility of 5.15%. This indicates that NSRGY experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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