PG vs. UL
Compare and contrast key facts about The Procter & Gamble Company (PG) and The Unilever Group (UL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PG or UL.
Key characteristics
PG | UL | |
---|---|---|
YTD Return | 11.67% | 4.36% |
1Y Return | 13.93% | 0.21% |
3Y Return (Ann) | 8.97% | -0.14% |
5Y Return (Ann) | 12.14% | 0.68% |
10Y Return (Ann) | 10.52% | 5.11% |
Sharpe Ratio | 1.01 | 0.04 |
Daily Std Dev | 14.15% | 13.89% |
Max Drawdown | -54.23% | -53.55% |
Current Drawdown | 0.00% | -10.27% |
Fundamentals
PG | UL | |
---|---|---|
Market Cap | $380.39B | $125.24B |
EPS | $5.97 | $2.80 |
PE Ratio | 27.08 | 17.85 |
PEG Ratio | 3.42 | 15.33 |
Revenue (TTM) | $83.93B | $59.60B |
Gross Profit (TTM) | $39.25B | $24.17B |
EBITDA (TTM) | $23.72B | $11.06B |
Correlation
The correlation between PG and UL is 0.35, 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.
Performance
PG vs. UL - Performance Comparison
In the year-to-date period, PG achieves a 11.67% return, which is significantly higher than UL's 4.36% return. Over the past 10 years, PG has outperformed UL with an annualized return of 10.52%, while UL has yielded a comparatively lower 5.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
PG vs. UL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
The Procter & Gamble Company | 1.01 | ||||
The Unilever Group | 0.04 |
Dividends
PG vs. UL - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.31%, less than UL's 3.70% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
The Procter & Gamble Company | 2.31% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
The Unilever Group | 3.70% | 3.83% | 3.61% | 3.77% | 3.07% | 3.18% | 3.49% | 2.82% | 3.44% | 3.06% | 3.72% | 3.39% |
Drawdowns
PG vs. UL - Drawdown Comparison
The maximum PG drawdown since its inception was -54.23%, roughly equal to the maximum UL drawdown of -53.55%. The drawdown chart below compares losses from any high point along the way for PG and UL
Volatility
PG vs. UL - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 2.25%, while The Unilever Group (UL) has a volatility of 3.97%. 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.