NSRGY vs. UL
NSRGY (Nestlé S.A.) and UL (Unilever PLC) are both stocks. Both are in the Consumer Defensive sector — NSRGY in Packaged Foods, UL in Household & Personal Products. Over the past 10 years, NSRGY returned 5.64%/yr vs 5.32%/yr for UL. Their 0.51 correlation means they have sometimes moved together and sometimes differently.
Performance
NSRGY vs. UL - Performance Comparison
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Returns By Period
In the year-to-date period, NSRGY achieves a 5.35% return, which is significantly higher than UL's -1.37% return. Over the past 10 years, NSRGY has outperformed UL with an annualized return of 5.64%, while UL has yielded a comparatively lower 5.32% annualized return.
NSRGY
- 1D
- -2.42%
- 1M
- -5.21%
- 6M
- 9.47%
- YTD
- 5.35%
- 1Y
- 19.17%
- 3Y*
- -3.10%
- 5Y*
- -1.67%
- 10Y*
- 5.64%
- ALL TIME*
- 3.13%
UL
- 1D
- -2.85%
- 1M
- 1.49%
- 6M
- -5.64%
- YTD
- -1.37%
- 1Y
- -3.63%
- 3Y*
- 5.24%
- 5Y*
- 3.14%
- 10Y*
- 5.32%
- ALL TIME*
- 9.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
NSRGY Nestlé S.A. | $45.70M | $48.16M | $45.78M |
| $387.98M | $308.85M | $260.04M |
NSRGY vs. UL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 5.35% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
UL Unilever PLC | -1.37% | 5.96% | 20.90% | -0.17% | -2.82% | -7.61% | 9.04% | 12.88% | -2.34% | 40.15% |
Correlation
The correlation between NSRGY and UL is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.51 |
The correlation between NSRGY and UL has been stable across timeframes, ranging from 0.49 to 0.53 - a consistent structural relationship.
Fundamentals
NSRGY:
$257.07B
UL:
$136.60B
NSRGY:
CHF 6.90
UL:
€5.38
NSRGY:
11.67
UL:
10.22
NSRGY:
1.15
UL:
1.09
NSRGY:
CHF 179.82B
UL:
€111.11B
NSRGY:
CHF 82.84B
UL:
€111.26B
NSRGY:
CHF 35.74B
UL:
€24.12B
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Return for Risk
NSRGY vs. UL — Risk / Return Rank
NSRGY
UL
NSRGY vs. UL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) and Unilever PLC (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.
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 | UL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.02 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | -0.01 | +1.41 |
| Martin ratioReturn relative to average drawdown | 2.96 | -0.02 | +2.98 |
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Drawdowns
NSRGY vs. UL - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -75.68%, which is greater than UL's maximum drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for NSRGY and UL.
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Drawdown Indicators
| NSRGY | UL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -53.55% | -22.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.10% | -25.09% | +10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -31.98% | -25.09% | -6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | -25.09% | -13.15% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -30.13% | -8.11% |
Current DrawdownCurrent decline from peak | -17.49% | -13.52% | -3.97% |
Average DrawdownAverage peak-to-trough decline | -24.10% | -10.63% | -13.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.66% | 13.47% | -6.81% |
Volatility
NSRGY vs. UL - Volatility Comparison
The current volatility for Nestlé S.A. (NSRGY) is 9.81%, while Unilever PLC (UL) has a volatility of 11.44%. 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.
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Volatility by Period
| NSRGY | UL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.81% | 11.44% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 17.13% | 19.70% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.21% | 24.32% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 21.32% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.59% | 21.76% | -3.17% |
Dividends
NSRGY vs. UL - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 4.01%, more than UL's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 4.01% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
UL Unilever PLC | 3.60% | 3.51% | 3.29% | 3.83% | 3.57% | 3.77% | 3.07% | 3.18% | 3.49% | 2.80% | 3.42% | 3.02% |
Financials
NSRGY vs. UL - Financials Comparison
This section allows you to compare key financial metrics between Nestlé S.A. and Unilever 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
NSRGY and UL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UL has higher volatility (11.44%) compared to NSRGY (9.81%). In terms of maximum drawdown, NSRGY dropped -75.68% vs UL's -53.55%.
NSRGY currently has the higher Sharpe Ratio (0.85 vs -0.01), 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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