PG vs. GIVN.SW

Last updated Jun 9, 2026

PG (The Procter & Gamble Company) and GIVN.SW (Givaudan SA) are both stocks. PG operates in Household & Personal Products (Consumer Defensive), while GIVN.SW operates in Specialty Chemicals (Basic Materials). Over the past 10 years, PG returned 8.64%/yr vs 8.76%/yr for GIVN.SW. At a 0.20 correlation, their price movements are largely independent.

Performance

PG vs. GIVN.SW - Performance Comparison

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

Different Trading Currencies

PG is traded in USD, while GIVN.SW is traded in CHF. To make them comparable, the GIVN.SW values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PG achieves a 2.74% return, which is significantly higher than GIVN.SW's -6.96% return. Both investments have delivered pretty close results over the past 10 years, with PG having a 8.64% annualized return and GIVN.SW not far ahead at 8.76%.

PG

• 1D: -0.98%
• 1M: -0.90%
• YTD: 2.74%
• 6M: 6.43%
• 1Y: -8.99%
• 3Y*: 2.29%
• 5Y*: 4.10%
• 10Y*: 8.64%

GIVN.SW

• 1D: 1.46%
• 1M: 0.49%
• YTD: -6.96%
• 6M: -11.17%
• 1Y: -27.18%
• 3Y*: 4.99%
• 5Y*: -2.59%
• 10Y*: 8.76%

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

PG vs. GIVN.SW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PG The Procter & Gamble Company	2.74%	-12.26%	17.25%	-0.86%	-5.05%	20.52%	14.15%	39.70%	3.57%	12.69%
GIVN.SW Givaudan SA	-6.96%	-7.79%	7.76%	38.22%	-40.54%	26.17%	38.24%	38.57%	2.77%	30.11%

Correlation

The correlation between PG and GIVN.SW is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Sep 3, 2007	0.20

The correlation between PG and GIVN.SW shifts across timeframes, from 0.20 (10 years) to 0.39 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PG vs. GIVN.SW — Risk / Return Rank

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

PG

PG Risk / Return Rank: 20
PG Sharpe Ratio Rank: 21
PG Sortino Ratio Rank: 19
PG Omega Ratio Rank: 20
PG Calmar Ratio Rank: 21
PG Martin Ratio Rank: 21

GIVN.SW

GIVN.SW Risk / Return Rank: 5
GIVN.SW Sharpe Ratio Rank: 1
GIVN.SW Sortino Ratio Rank: 2
GIVN.SW Omega Ratio Rank: 3
GIVN.SW Calmar Ratio Rank: 8
GIVN.SW Martin Ratio Rank: 11

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.

PG vs. GIVN.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Givaudan SA (GIVN.SW). 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.

	PG	GIVN.SW	Difference
Sharpe ratio: Return per unit of total volatility	-0.48	-1.25	+0.76
Sortino ratio: Return per unit of downside risk	-0.58	-1.72	+1.14
Omega ratio: Gain probability vs. loss probability	0.94	0.79	+0.14
Calmar ratio: Return relative to maximum drawdown	-0.58	-0.84	+0.26
Martin ratio: Return relative to average drawdown	-1.04	-1.32	+0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PG vs. GIVN.SW - Sharpe Ratio Comparison

The current PG Sharpe Ratio is -0.48, which is higher than the GIVN.SW Sharpe Ratio of -1.25. The chart below compares the historical Sharpe Ratios of PG and GIVN.SW, 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

	PG	GIVN.SW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.48	-1.25	+0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	-0.10	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.40	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.44	+0.02

Drawdowns

PG vs. GIVN.SW - Drawdown Comparison

The maximum PG drawdown since its inception was -54.25%, roughly equal to the maximum GIVN.SW drawdown of -52.08%. Use the drawdown chart below to compare losses from any high point for PG and GIVN.SW.

Drawdown Indicators

	PG	GIVN.SW	Difference
Max Drawdown Largest peak-to-trough decline	-54.25%	-52.08%	-2.17%
Max Drawdown (1Y) Largest decline over 1 year	-15.52%	-33.94%	+18.42%
Max Drawdown (3Y) Largest decline over 3 years	-21.15%	-36.92%	+15.77%
Max Drawdown (5Y) Largest decline over 5 years	-23.77%	-46.39%	+22.62%
Max Drawdown (10Y) Largest decline over 10 years	-23.77%	-46.39%	+22.62%
Current Drawdown Current decline from peak	-15.91%	-31.42%	+15.51%
Average Drawdown Average peak-to-trough decline	-12.16%	-12.37%	+0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.93%	21.62%	-12.69%

Volatility

PG vs. GIVN.SW - Volatility Comparison

The Procter & Gamble Company (PG) and Givaudan SA (GIVN.SW) have volatilities of 7.01% and 6.91%, 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.

Volatility by Period

	PG	GIVN.SW	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.01%	6.91%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	15.32%	18.09%	-2.77%
Volatility (1Y) Calculated over the trailing 1-year period	18.65%	23.07%	-4.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.79%	24.89%	-7.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.05%	21.95%	-2.90%

Dividends

PG vs. GIVN.SW - Dividend Comparison

PG's dividend yield for the trailing twelve months is around 2.94%, more than GIVN.SW's 2.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GIVN.SW Givaudan SA	2.54%	2.23%	1.71%	1.92%	2.33%	1.34%	1.66%	1.98%	2.55%	2.49%	0.56%	2.74%
PG The Procter & Gamble Company	2.94%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%

Financials

Frequently Asked Questions

Can I hold both PG and GIVN.SW in my portfolio?

PG and GIVN.SW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.