PG vs. UL
PG (The Procter & Gamble Company) and UL (Unilever PLC) are both stocks. Both operate in the Household & Personal Products industry within the Consumer Defensive sector. Over the past 10 years, PG returned 8.14%/yr vs 5.32%/yr for UL. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
PG vs. UL - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 3.07% return, which is significantly higher than UL's -1.37% return. Over the past 10 years, PG has outperformed UL with an annualized return of 8.14%, while UL has yielded a comparatively lower 5.32% annualized return.
PG
- 1D
- 0.37%
- 1M
- -1.26%
- 6M
- -3.36%
- YTD
- 3.07%
- 1Y
- -1.15%
- 3Y*
- 0.02%
- 5Y*
- 2.93%
- 10Y*
- 8.14%
- ALL TIME*
- 10.08%
UL
- 1D
- -2.85%
- 1M
- 4.14%
- 6M
- -5.64%
- YTD
- -1.37%
- 1Y
- -0.27%
- 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) |
|---|---|---|---|
| $1.25B | $1.28B | $1.30B | |
| $387.98M | $308.85M | $260.04M |
PG vs. UL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 3.07% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
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 PG and UL is 0.70, 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. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1988 | 0.38 |
Over the past year, PG and UL have become more correlated (0.70) than their long-term average of 0.38, meaning their price movements have been converging.
Fundamentals
PG:
$336.46B
UL:
$136.60B
PG:
$6.62
UL:
€5.38
PG:
21.84
UL:
10.22
PG:
7.21
UL:
2.00
PG:
4.03
UL:
1.09
PG:
$87.03B
UL:
€111.11B
PG:
$43.67B
UL:
€111.26B
PG:
$21.25B
UL:
€24.12B
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Return for Risk
PG vs. UL — Risk / Return Rank
PG
UL
PG vs. UL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | UL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.02 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | -0.01 | -0.06 |
| Martin ratioReturn relative to average drawdown | -0.13 | -0.02 | -0.11 |
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Drawdowns
PG vs. UL - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, roughly equal to the maximum UL drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for PG and UL.
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Drawdown Indicators
| PG | UL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -53.55% | -0.70% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -25.09% | +9.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -25.09% | +3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -25.09% | +1.32% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -30.13% | +6.36% |
Current DrawdownCurrent decline from peak | -15.63% | -13.52% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -12.17% | -10.63% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.06% | 13.47% | -4.41% |
Volatility
PG vs. UL - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 6.95%, while Unilever PLC (UL) has a volatility of 11.44%. This indicates that PG 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
| PG | UL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.95% | 11.44% | -4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.72% | 19.70% | -3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.64% | 24.32% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 21.32% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 21.76% | -2.58% |
Dividends
PG vs. UL - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.97%, less than UL's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.97% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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
PG vs. UL - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble Company 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
PG and UL have a correlation of 0.70, 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 PG (6.95%). In terms of maximum drawdown, PG dropped -54.25% vs UL's -53.55%.
UL currently has the higher Sharpe Ratio (-0.01 vs -0.06), 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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