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RBGLY vs. PG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RBGLY and PG is 0.24, 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

RBGLY vs. PG - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
156.18%
303.30%
RBGLY
PG

Key characteristics

Sharpe Ratio

RBGLY:

0.79

PG:

-0.08

Sortino Ratio

RBGLY:

1.20

PG:

0.04

Omega Ratio

RBGLY:

1.17

PG:

1.01

Calmar Ratio

RBGLY:

0.50

PG:

-0.10

Martin Ratio

RBGLY:

4.46

PG:

-0.23

Ulcer Index

RBGLY:

4.76%

PG:

5.05%

Daily Std Dev

RBGLY:

25.76%

PG:

18.86%

Max Drawdown

RBGLY:

-43.80%

PG:

-54.23%

Current Drawdown

RBGLY:

-25.05%

PG:

-10.61%

Fundamentals

Market Cap

RBGLY:

$45.36B

PG:

$376.35B

EPS

RBGLY:

$0.54

PG:

$6.29

PE Ratio

RBGLY:

24.67

PG:

25.52

PEG Ratio

RBGLY:

1.32

PG:

3.91

PS Ratio

RBGLY:

3.20

PG:

4.54

PB Ratio

RBGLY:

5.10

PG:

7.39

Total Revenue (TTM)

RBGLY:

$7.17B

PG:

$83.93B

Gross Profit (TTM)

RBGLY:

$4.34B

PG:

$43.05B

EBITDA (TTM)

RBGLY:

$1.92B

PG:

$23.39B

Returns By Period

In the year-to-date period, RBGLY achieves a 10.54% return, which is significantly higher than PG's -4.18% return. Over the past 10 years, RBGLY has underperformed PG with an annualized return of -0.31%, while PG has yielded a comparatively higher 10.10% annualized return.


RBGLY

YTD

10.54%

1M

5.96%

6M

7.68%

1Y

20.13%

5Y*

-1.36%

10Y*

-0.31%

PG

YTD

-4.18%

1M

0.81%

6M

-1.69%

1Y

-1.52%

5Y*

9.16%

10Y*

10.10%

*Annualized

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Risk-Adjusted Performance

RBGLY vs. PG — Risk-Adjusted Performance Rank

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

RBGLY
The Risk-Adjusted Performance Rank of RBGLY is 7676
Overall Rank
The Sharpe Ratio Rank of RBGLY is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of RBGLY is 7171
Sortino Ratio Rank
The Omega Ratio Rank of RBGLY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of RBGLY is 7373
Calmar Ratio Rank
The Martin Ratio Rank of RBGLY is 8585
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 4444
Overall Rank
The Sharpe Ratio Rank of PG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of PG is 3838
Omega Ratio Rank
The Calmar Ratio Rank of PG is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PG is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RBGLY vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reckitt Benckiser Group plc (RBGLY) 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.


The current RBGLY Sharpe Ratio is 0.79, which is higher than the PG Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of RBGLY and PG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.79
-0.08
RBGLY
PG

Dividends

RBGLY vs. PG - Dividend Comparison

RBGLY's dividend yield for the trailing twelve months is around 4.01%, more than PG's 2.57% yield.


TTM20242023202220212020201920182017201620152014
RBGLY
Reckitt Benckiser Group plc
4.01%4.15%3.35%3.20%2.80%2.49%2.72%2.99%2.19%2.40%2.15%2.75%
PG
The Procter & Gamble Company
2.57%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%

Drawdowns

RBGLY vs. PG - Drawdown Comparison

The maximum RBGLY drawdown since its inception was -43.80%, smaller than the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for RBGLY and PG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-25.05%
-10.61%
RBGLY
PG

Volatility

RBGLY vs. PG - Volatility Comparison

Reckitt Benckiser Group plc (RBGLY) has a higher volatility of 10.88% compared to The Procter & Gamble Company (PG) at 7.15%. This indicates that RBGLY'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
10.88%
7.15%
RBGLY
PG

Financials

RBGLY vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Reckitt Benckiser Group plc 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.


Quarterly
Annual

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


5.00B10.00B15.00B20.00B20212022202320242025
7.17B
19.78B
(RBGLY) Total Revenue
(PG) Total Revenue
Values in USD except per share items