NSRGY vs. UL

Last updated Jun 4, 2026

NSRGY (Nestlé S.A.) and UL (The Unilever Group) 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 6.02%/yr vs 3.99%/yr for UL. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

NSRGY vs. UL - Performance Comparison

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

Returns By Period

In the year-to-date period, NSRGY achieves a 2.93% return, which is significantly higher than UL's -13.97% return. Over the past 10 years, NSRGY has outperformed UL with an annualized return of 6.02%, while UL has yielded a comparatively lower 3.99% annualized return.

NSRGY

• 1D: -0.94%
• 1M: -1.66%
• YTD: 2.93%
• 6M: 3.74%
• 1Y: -3.56%
• 3Y*: -3.52%
• 5Y*: -1.97%
• 10Y*: 6.02%

UL

• 1D: -0.40%
• 1M: -4.89%
• YTD: -13.97%
• 6M: -15.83%
• 1Y: -18.94%
• 3Y*: 2.44%
• 5Y*: -0.68%
• 10Y*: 3.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NSRGY vs. UL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NSRGY Nestlé S.A.	2.93%	24.80%	-27.05%	2.88%	-15.94%	22.32%	11.63%	37.26%	-2.74%	27.45%
UL The Unilever Group	-13.97%	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 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007	0.51

The correlation between NSRGY and UL has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap NSRGY : $251.95B UL : $121.42B
EPS NSRGY : $7.72 UL : $5.06
PE Ratio NSRGY : 12.65 UL : 10.92
PS Ratio NSRGY : 1.39 UL : 1.18
PB Ratio NSRGY : 7.67 UL : 7.82
Total Revenue (TTM) NSRGY : $181.02B UL : $109.27B
Gross Profit (TTM) NSRGY : $83.86B UL : $90.89B
EBITDA (TTM) NSRGY : $36.34B UL : $24.12B

Return for Risk

NSRGY vs. UL — Risk / Return Rank

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

NSRGY

NSRGY Risk / Return Rank: 32
NSRGY Sharpe Ratio Rank: 34
NSRGY Sortino Ratio Rank: 28
NSRGY Omega Ratio Rank: 28
NSRGY Calmar Ratio Rank: 34
NSRGY Martin Ratio Rank: 33

UL

UL Risk / Return Rank: 8
UL Sharpe Ratio Rank: 6
UL Sortino Ratio Rank: 9
UL Omega Ratio Rank: 10
UL Calmar Ratio Rank: 12
UL Martin Ratio Rank: 3

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NSRGY vs. UL - Risk-Adjusted Trends 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.

	NSRGY	UL	Difference
Sharpe ratio Return per unit of total volatility	-0.16	-0.91	+0.75
Sortino ratio Return per unit of downside risk	-0.07	-1.19	+1.12
Omega ratio Gain probability vs. loss probability	0.99	0.86	+0.14
Calmar ratio Return relative to maximum drawdown	-0.20	-0.76	+0.56
Martin ratio Return relative to average drawdown	-0.37	-1.63	+1.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NSRGY vs. UL - Sharpe Ratio Comparison

The current NSRGY Sharpe Ratio is -0.16, which is higher than the UL Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of NSRGY and UL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NSRGY	UL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.16	-0.91	+0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	-0.03	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.19	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.39	-0.26

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.

Drawdown Indicators

	NSRGY	UL	Difference
Max Drawdown Largest peak-to-trough decline	-75.68%	-53.55%	-22.13%
Max Drawdown (1Y) Largest decline over 1 year	-18.11%	-25.09%	+6.98%
Max Drawdown (3Y) Largest decline over 3 years	-32.79%	-25.09%	-7.70%
Max Drawdown (5Y) Largest decline over 5 years	-38.24%	-26.53%	-11.71%
Max Drawdown (10Y) Largest decline over 10 years	-38.24%	-30.13%	-8.11%
Current Drawdown Current decline from peak	-19.38%	-24.57%	+5.19%
Average Drawdown Average peak-to-trough decline	-24.17%	-10.60%	-13.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.57%	11.65%	-2.08%

Volatility

NSRGY vs. UL - Volatility Comparison

Nestlé S.A. (NSRGY) has a higher volatility of 5.87% compared to The Unilever Group (UL) at 5.31%. This indicates that NSRGY's price experiences larger fluctuations and is considered to be riskier than UL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NSRGY	UL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.87%	5.31%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	14.90%	17.91%	-3.01%
Volatility (1Y) Calculated over the trailing 1-year period	22.76%	21.00%	+1.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.87%	20.78%	-0.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.44%	21.59%	-3.15%

Dividends

NSRGY vs. UL - Dividend Comparison

NSRGY's dividend yield for the trailing twelve months is around 4.10%, which matches UL's 4.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NSRGY Nestlé S.A.	4.10%	3.44%	4.01%	2.86%	2.57%	2.18%	2.34%	2.28%	3.12%	5.64%	6.54%	3.13%
UL The Unilever Group	4.12%	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 - Profitability Comparison

The chart below illustrates the profitability comparison between Nestlé S.A. and The Unilever Group over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

NSRGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported a gross profit of 20.01B and revenue of 44.89B. Therefore, the gross margin over that period was 44.6%.

UL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a gross profit of 0.00 and revenue of 18.38B. Therefore, the gross margin over that period was 0.0%.

NSRGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported an operating income of 6.93B and revenue of 44.89B, resulting in an operating margin of 15.4%.

UL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported an operating income of 4.13B and revenue of 18.38B, resulting in an operating margin of 22.5%.

NSRGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nestlé S.A. reported a net income of 3.94B and revenue of 44.89B, resulting in a net margin of 8.8%.

UL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a net income of 2.56B and revenue of 18.38B, resulting in a net margin of 14.0%.

Frequently Asked Questions

Can I hold both NSRGY and UL in my portfolio?

NSRGY and UL have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NSRGY or UL?

NSRGY has higher volatility (5.87%) compared to UL (5.31%). In terms of maximum drawdown, NSRGY dropped -75.68% vs UL's -53.55%.

Which has better risk-adjusted returns?

NSRGY currently has the higher Sharpe Ratio (-0.16 vs -0.91), 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.