PSPSY vs. UOLGY

Last updated Jun 24, 2026

PSPSY (PSP Swiss Property AG) and UOLGY (UOL Group Ltd ADR) are both stocks. Both are in the Real Estate sector — PSPSY in Real Estate - Services, UOLGY in Real Estate - Development. Over the past year, PSPSY returned 10.99% vs 66.52% for UOLGY. At a 0.02 correlation, their price movements are largely independent.

Performance

PSPSY vs. UOLGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PSP Swiss Property AG (PSPSY) and UOL Group Ltd ADR (UOLGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSPSY achieves a 0.16% return, which is significantly lower than UOLGY's 12.95% return.

PSPSY

• 1D: 0.00%
• 1M: -2.53%
• YTD: 0.16%
• 6M: 0.16%
• 1Y: 10.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

UOLGY

• 1D: -0.27%
• 1M: -7.09%
• YTD: 12.95%
• 6M: 11.84%
• 1Y: 66.52%
• 3Y*: 19.55%
• 5Y*: 9.46%
• 10Y*: 9.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSPSY vs. UOLGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PSPSY PSP Swiss Property AG	0.16%	64.12%	-7.96%	21.14%
UOLGY UOL Group Ltd ADR	12.95%	75.21%	-15.82%	11.56%

Correlation

The correlation between PSPSY and UOLGY is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (All Time) Calculated using the full available price history since Nov 29, 2023	0.02

Return for Risk

PSPSY vs. UOLGY — Risk / Return Rank

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

PSPSY

PSPSY Risk / Return Rank: 69
PSPSY Sharpe Ratio Rank: 63
PSPSY Sortino Ratio Rank: 63
PSPSY Omega Ratio Rank: 95
PSPSY Calmar Ratio Rank: 62
PSPSY Martin Ratio Rank: 62

UOLGY

UOLGY Risk / Return Rank: 89
UOLGY Sharpe Ratio Rank: 91
UOLGY Sortino Ratio Rank: 88
UOLGY Omega Ratio Rank: 87
UOLGY Calmar Ratio Rank: 88
UOLGY Martin Ratio Rank: 89

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.

PSPSY vs. UOLGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PSP Swiss Property AG (PSPSY) and UOL Group Ltd ADR (UOLGY). 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.

	PSPSY	UOLGY	Difference
Sharpe ratio: Return per unit of total volatility	0.60	2.20	-1.60
Sortino ratio: Return per unit of downside risk	1.29	2.90	-1.61
Omega ratio: Gain probability vs. loss probability	1.56	1.37	+0.19
Calmar ratio: Return relative to maximum drawdown	0.89	3.86	-2.97
Martin ratio: Return relative to average drawdown	1.97	10.43	-8.45

PSPSY vs. UOLGY - Sharpe Ratio Comparison

The current PSPSY Sharpe Ratio is 0.60, which is lower than the UOLGY Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of PSPSY and UOLGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSPSY vs. UOLGY - Drawdown Comparison

The maximum PSPSY drawdown since its inception was -12.53%, smaller than the maximum UOLGY drawdown of -74.06%. Use the drawdown chart below to compare losses from any high point for PSPSY and UOLGY.

Drawdown Indicators

	PSPSY	UOLGY	Difference
Max Drawdown Largest peak-to-trough decline	-12.53%	-74.06%	+61.53%
Max Drawdown (1Y) Largest decline over 1 year	-12.53%	-17.34%	+4.81%
Max Drawdown (3Y) Largest decline over 3 years	—	-30.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.33%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.09%	—
Current Drawdown Current decline from peak	-2.74%	-14.83%	+12.09%
Average Drawdown Average peak-to-trough decline	-5.44%	-19.27%	+13.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.60%	6.40%	-0.80%

Volatility

PSPSY vs. UOLGY - Volatility Comparison

The current volatility for PSP Swiss Property AG (PSPSY) is 2.56%, while UOL Group Ltd ADR (UOLGY) has a volatility of 5.62%. This indicates that PSPSY experiences smaller price fluctuations and is considered to be less risky than UOLGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSPSY	UOLGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	5.62%	-3.06%
Volatility (6M) Calculated over the trailing 6-month period	7.50%	22.10%	-14.60%
Volatility (1Y) Calculated over the trailing 1-year period	18.52%	30.37%	-11.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.82%	28.90%	+1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.82%	29.42%	+1.40%

Dividends

PSPSY vs. UOLGY - Dividend Comparison

PSPSY's dividend yield for the trailing twelve months is around 2.60%, which matches UOLGY's 2.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PSPSY PSP Swiss Property AG	2.60%	2.37%	3.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UOLGY UOL Group Ltd ADR	2.59%	1.96%	3.72%	2.74%	2.15%	2.12%	1.98%	2.11%	2.88%	3.39%	5.17%

Financials

Frequently Asked Questions

Can I hold both PSPSY and UOLGY in my portfolio?

PSPSY and UOLGY have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSPSY or UOLGY?

UOLGY has higher volatility (5.62%) compared to PSPSY (2.56%). In terms of maximum drawdown, PSPSY dropped -12.53% vs UOLGY's -74.06%.

Which has better risk-adjusted returns?

UOLGY currently has the higher Sharpe Ratio (2.20 vs 0.60), 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.