RACE.MI vs. PG
Compare and contrast key facts about Ferrari NV (RACE.MI) and The Procter & Gamble Company (PG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RACE.MI or PG.
Key characteristics
| RACE.MI | PG | |
|---|---|---|
| YTD Return | 36.18% | 15.99% |
| 1Y Return | 29.48% | 11.48% |
| 3Y Return (Ann) | 22.43% | 6.84% |
| 5Y Return (Ann) | 23.06% | 9.29% |
| Sharpe Ratio | 1.15 | 0.80 |
| Sortino Ratio | 1.73 | 1.18 |
| Omega Ratio | 1.22 | 1.16 |
| Calmar Ratio | 2.42 | 1.38 |
| Martin Ratio | 5.60 | 4.44 |
| Ulcer Index | 4.95% | 2.76% |
| Daily Std Dev | 24.16% | 15.38% |
| Max Drawdown | -37.22% | -54.23% |
| Current Drawdown | -8.87% | -6.17% |
Fundamentals
| RACE.MI | PG | |
|---|---|---|
| Market Cap | €74.03B | $390.56B |
| EPS | €7.95 | $5.79 |
| PE Ratio | 51.95 | 28.64 |
| PEG Ratio | 14.92 | 3.50 |
| Total Revenue (TTM) | €4.82B | $83.91B |
| Gross Profit (TTM) | €2.40B | $43.14B |
| EBITDA (TTM) | €467.69M | $22.32B |
Correlation
The correlation between RACE.MI and PG is 0.14, 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
RACE.MI vs. PG - Performance Comparison
In the year-to-date period, RACE.MI achieves a 36.18% return, which is significantly higher than PG's 15.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
RACE.MI vs. PG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (RACE.MI) and The Procter & Gamble Company (PG). 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.
Dividends
RACE.MI vs. PG - Dividend Comparison
RACE.MI's dividend yield for the trailing twelve months is around 0.59%, less than PG's 2.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RACE.MI Ferrari NV | 0.59% | 0.59% | 0.68% | 0.38% | 0.60% | 0.70% | 0.82% | 0.73% | 0.83% | 0.00% | 0.00% | 0.00% |
PG The Procter & Gamble Company | 2.39% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
Drawdowns
RACE.MI vs. PG - Drawdown Comparison
The maximum RACE.MI drawdown since its inception was -37.22%, smaller than the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for RACE.MI and PG. For additional features, visit the drawdowns tool.
Volatility
RACE.MI vs. PG - Volatility Comparison
Ferrari NV (RACE.MI) has a higher volatility of 9.12% compared to The Procter & Gamble Company (PG) at 4.93%. This indicates that RACE.MI's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RACE.MI vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Ferrari NV and The Procter & Gamble Company. 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