NSRGY vs. UL
Compare and contrast key facts about Nestlé S.A. (NSRGY) and The Unilever Group (UL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSRGY or UL.
Performance
NSRGY vs. UL - Performance Comparison
Returns By Period
In the year-to-date period, NSRGY achieves a -22.07% return, which is significantly lower than UL's 22.40% return. Over the past 10 years, NSRGY has underperformed UL with an annualized return of 4.46%, while UL has yielded a comparatively higher 6.93% annualized return.
NSRGY
-22.07%
-9.92%
-17.62%
-18.73%
-1.11%
4.46%
UL
22.40%
-8.42%
6.51%
24.37%
3.00%
6.93%
Fundamentals
| NSRGY | UL | |
|---|---|---|
| Market Cap | $227.80B | $144.14B |
| EPS | $4.85 | $2.82 |
| PE Ratio | 18.25 | 20.41 |
| PEG Ratio | 2.32 | 15.94 |
| Total Revenue (TTM) | $91.94B | $60.29B |
| Gross Profit (TTM) | $42.99B | $25.86B |
| EBITDA (TTM) | $19.45B | $11.95B |
Key characteristics
| NSRGY | UL | |
|---|---|---|
| Sharpe Ratio | -1.01 | 1.50 |
| Sortino Ratio | -1.40 | 2.35 |
| Omega Ratio | 0.84 | 1.30 |
| Calmar Ratio | -0.59 | 1.42 |
| Martin Ratio | -2.09 | 7.34 |
| Ulcer Index | 9.25% | 3.26% |
| Daily Std Dev | 19.22% | 15.96% |
| Max Drawdown | -41.23% | -53.55% |
| Current Drawdown | -32.99% | -11.78% |
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Correlation
The correlation between NSRGY and UL is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NSRGY vs. UL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) and The Unilever Group (UL). 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. UL - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 3.91%, more than UL's 3.25% 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% |
UL The Unilever Group | 3.25% | 3.83% | 3.61% | 3.77% | 3.07% | 3.17% | 3.46% | 2.79% | 3.40% | 3.02% | 3.69% | 3.39% |
Drawdowns
NSRGY vs. UL - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -41.23%, smaller than the maximum UL drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for NSRGY and UL. For additional features, visit the drawdowns tool.
Volatility
NSRGY vs. UL - Volatility Comparison
The current volatility for Nestlé S.A. (NSRGY) is 3.66%, while The Unilever Group (UL) has a volatility of 6.07%. This indicates that NSRGY experiences smaller price fluctuations and is considered to be less risky than UL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NSRGY vs. UL - Financials Comparison
This section allows you to compare key financial metrics between Nestlé S.A. and The Unilever Group. 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