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PG vs. UL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PGUL
YTD Return11.67%4.36%
1Y Return13.93%0.21%
3Y Return (Ann)8.97%-0.14%
5Y Return (Ann)12.14%0.68%
10Y Return (Ann)10.52%5.11%
Sharpe Ratio1.010.04
Daily Std Dev14.15%13.89%
Max Drawdown-54.23%-53.55%
Current Drawdown0.00%-10.27%

Fundamentals


PGUL
Market Cap$380.39B$125.24B
EPS$5.97$2.80
PE Ratio27.0817.85
PEG Ratio3.4215.33
Revenue (TTM)$83.93B$59.60B
Gross Profit (TTM)$39.25B$24.17B
EBITDA (TTM)$23.72B$11.06B

Correlation

0.35
-1.001.00

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.


9,000.00%9,500.00%10,000.00%10,500.00%11,000.00%11,500.00%12,000.00%12,500.00%OctoberNovemberDecember2024FebruaryMarch
12,118.97%
10,074.51%
PG
UL

Compare stocks, funds, or ETFs


The Procter & Gamble Company

The Unilever Group

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PG
The Procter & Gamble Company
1.01
UL
The Unilever Group
0.04

PG vs. UL - Sharpe Ratio Comparison

The current PG Sharpe Ratio is 1.01, which is higher than the UL Sharpe Ratio of 0.04. The chart below compares the 12-month rolling Sharpe Ratio of PG and UL.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.01
0.04
PG
UL

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.


TTM20232022202120202019201820172016201520142013
PG
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%
UL
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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-10.27%
PG
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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
2.25%
3.97%
PG
UL