PG vs. NSRGY
Compare and contrast key facts about The Procter & Gamble Company (PG) and Nestlé S.A. (NSRGY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PG or NSRGY.
Performance
PG vs. NSRGY - Performance Comparison
Returns By Period
In the year-to-date period, PG achieves a 18.63% return, which is significantly higher than NSRGY's -22.07% return. Over the past 10 years, PG has outperformed NSRGY with an annualized return of 9.78%, while NSRGY has yielded a comparatively lower 4.53% annualized return.
PG
18.63%
-0.97%
2.59%
15.07%
9.46%
9.78%
NSRGY
-22.07%
-12.12%
-17.67%
-19.08%
-1.08%
4.53%
Fundamentals
| PG | NSRGY | |
|---|---|---|
| Market Cap | $390.56B | $227.80B |
| EPS | $5.79 | $4.85 |
| PE Ratio | 28.64 | 18.25 |
| PEG Ratio | 3.50 | 2.32 |
| Total Revenue (TTM) | $83.91B | $91.94B |
| Gross Profit (TTM) | $43.14B | $42.99B |
| EBITDA (TTM) | $22.32B | $19.45B |
Key characteristics
| PG | NSRGY | |
|---|---|---|
| Sharpe Ratio | 0.89 | -1.01 |
| Sortino Ratio | 1.30 | -1.40 |
| Omega Ratio | 1.18 | 0.84 |
| Calmar Ratio | 1.55 | -0.59 |
| Martin Ratio | 4.88 | -2.09 |
| Ulcer Index | 2.82% | 9.25% |
| Daily Std Dev | 15.39% | 19.22% |
| Max Drawdown | -54.23% | -41.23% |
| Current Drawdown | -4.03% | -32.99% |
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Correlation
The correlation between PG and NSRGY 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
PG vs. NSRGY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Nestlé S.A. (NSRGY). 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
PG vs. NSRGY - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.34%, less than NSRGY's 3.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
PG vs. NSRGY - Drawdown Comparison
The maximum PG drawdown since its inception was -54.23%, which is greater than NSRGY's maximum drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for PG and NSRGY. For additional features, visit the drawdowns tool.
Volatility
PG vs. NSRGY - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 5.15% compared to Nestlé S.A. (NSRGY) at 3.58%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PG vs. NSRGY - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble Company and Nestlé S.A.. 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