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PG vs. UVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PG vs. UVV - Performance Comparison

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

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Returns By Period

In the year-to-date period, PG achieves a 2.74% return, which is significantly lower than UVV's 3.14% return. Over the past 10 years, PG has outperformed UVV with an annualized return of 8.64%, while UVV has yielded a comparatively lower 5.09% annualized return.


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%

UVV

1D
-1.88%
1M
-1.77%
YTD
3.14%
6M
4.14%
1Y
-7.53%
3Y*
7.54%
5Y*
4.61%
10Y*
5.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PG vs. UVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UVV
Universal Corporation
3.14%2.27%-13.39%35.79%1.82%19.59%-8.96%11.08%7.79%-14.79%

Correlation

The correlation between PG and UVV is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 6, 1988

0.23

The correlation between PG and UVV shifts across timeframes, from 0.23 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

PG:

$5.23

UVV:

$1.73

PE Ratio

PG:

27.76

UVV:

30.51

PS Ratio

PG:

4.07

UVV:

0.45

Total Revenue (TTM)

PG:

$86.72B

UVV:

$2.21B

Gross Profit (TTM)

PG:

$43.64B

UVV:

$412.39M

EBITDA (TTM)

PG:

$22.63B

UVV:

$212.91M

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Return for Risk

PG vs. UVV — Risk / Return Rank

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

PG
PG Risk / Return Rank: 2020
Overall Rank
PG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PG Sortino Ratio Rank: 1919
Sortino Ratio Rank
PG Omega Ratio Rank: 2020
Omega Ratio Rank
PG Calmar Ratio Rank: 2121
Calmar Ratio Rank
PG Martin Ratio Rank: 2121
Martin Ratio Rank

UVV
UVV Risk / Return Rank: 2626
Overall Rank
UVV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UVV Sortino Ratio Rank: 2525
Sortino Ratio Rank
UVV Omega Ratio Rank: 2525
Omega Ratio Rank
UVV Calmar Ratio Rank: 2525
Calmar Ratio Rank
UVV Martin Ratio Rank: 2626
Martin Ratio Rank
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. UVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Universal Corporation (UVV). 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.


PGUVVDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

0.94

0.96

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.58

-0.50

-0.09

Martin ratioReturn relative to average drawdown

-1.04

-0.83

-0.20

PG vs. UVV - Sharpe Ratio Comparison

The current PG Sharpe Ratio is -0.48, which is lower than the UVV Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of PG and UVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PGUVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

-0.32

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.19

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.18

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.28

+0.18

Drawdowns

PG vs. UVV - Drawdown Comparison

The maximum PG drawdown since its inception was -54.25%, smaller than the maximum UVV drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for PG and UVV.


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Drawdown Indicators


PGUVVDifference

Max Drawdown

Largest peak-to-trough decline

-54.25%

-69.75%

+15.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.52%

-15.23%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

-29.70%

+8.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-29.70%

+5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

-45.68%

+21.91%

Current Drawdown

Current decline from peak

-15.91%

-14.30%

-1.61%

Average Drawdown

Average peak-to-trough decline

-12.16%

-18.59%

+6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.93%

9.04%

-0.11%

Volatility

PG vs. UVV - Volatility Comparison

The current volatility for The Procter & Gamble Company (PG) is 7.01%, while Universal Corporation (UVV) has a volatility of 10.11%. This indicates that PG experiences smaller price fluctuations and is considered to be less risky than UVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGUVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

10.11%

-3.10%

Volatility (6M)

Calculated over the trailing 6-month period

15.32%

18.46%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

23.77%

-5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

24.57%

-6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

28.94%

-9.89%

Dividends

PG vs. UVV - Dividend Comparison

PG's dividend yield for the trailing twelve months is around 2.94%, less than UVV's 6.22% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UVV
Universal Corporation
6.22%6.18%5.87%4.72%5.95%5.64%6.30%5.29%4.80%4.11%3.33%3.71%

Financials

PG vs. UVV - Financials Comparison

This section allows you to compare key financial metrics between The Procter & Gamble Company and Universal Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B20222023202420252026
21.24B
0
(PG) Total Revenue
(UVV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PG and UVV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVV has higher volatility (10.11%) compared to PG (7.01%). In terms of maximum drawdown, PG dropped -54.25% vs UVV's -69.75%.

UVV currently has the higher Sharpe Ratio (-0.32 vs -0.48), 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.

Portfolio Optimizer

Find the right allocation for PG and UVV

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