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SPXC vs. UNCRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPXC vs. UNCRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPX Corporation (SPXC) and UniCredit SpA ADR (UNCRY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXC achieves a 14.94% return, which is significantly higher than UNCRY's 1.37% return.


SPXC

1D
0.94%
1M
13.37%
YTD
14.94%
6M
11.54%
1Y
45.81%
3Y*
39.57%
5Y*
30.08%
10Y*
30.96%

UNCRY

1D
-1.72%
1M
-1.18%
YTD
1.37%
6M
11.27%
1Y
29.46%
3Y*
69.24%
5Y*
52.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXC vs. UNCRY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXC
SPX Corporation
14.94%37.48%44.06%53.86%10.00%9.42%7.19%81.65%-10.77%1.10%
UNCRY
UniCredit SpA ADR
1.37%118.78%57.92%103.38%-2.49%71.06%-37.52%30.84%-40.77%0.52%

Correlation

The correlation between SPXC and UNCRY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.31

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

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2017

0.34

Fundamentals

Market Cap

SPXC:

$11.62B

UNCRY:

$123.77B

EPS

SPXC:

$5.19

UNCRY:

$3.58

PE Ratio

SPXC:

44.32

UNCRY:

11.45

PEG Ratio

SPXC:

0.01

UNCRY:

0.14

PS Ratio

SPXC:

4.78

UNCRY:

5.49

PB Ratio

SPXC:

5.08

UNCRY:

1.81

Total Revenue (TTM)

SPXC:

$2.35B

UNCRY:

$24.09B

Gross Profit (TTM)

SPXC:

$909.30M

UNCRY:

$23.20B

EBITDA (TTM)

SPXC:

$475.30M

UNCRY:

$14.22B

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Return for Risk

SPXC vs. UNCRY — Risk / Return Rank

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

SPXC
SPXC Risk / Return Rank: 7676
Overall Rank
SPXC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SPXC Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPXC Omega Ratio Rank: 7373
Omega Ratio Rank
SPXC Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPXC Martin Ratio Rank: 7777
Martin Ratio Rank

UNCRY
UNCRY Risk / Return Rank: 6666
Overall Rank
UNCRY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UNCRY Sortino Ratio Rank: 6565
Sortino Ratio Rank
UNCRY Omega Ratio Rank: 6262
Omega Ratio Rank
UNCRY Calmar Ratio Rank: 6464
Calmar Ratio Rank
UNCRY Martin Ratio Rank: 6868
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.

SPXC vs. UNCRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) and UniCredit SpA ADR (UNCRY). 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.


SPXCUNCRYDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratioReturn relative to maximum drawdown

1.99

1.09

+0.90

Martin ratioReturn relative to average drawdown

5.09

3.07

+2.02

SPXC vs. UNCRY - Sharpe Ratio Comparison

The current SPXC Sharpe Ratio is 1.26, which is higher than the UNCRY Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SPXC and UNCRY, 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


SPXCUNCRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.88

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

1.34

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.55

-0.21

Drawdowns

SPXC vs. UNCRY - Drawdown Comparison

The maximum SPXC drawdown since its inception was -81.12%, which is greater than UNCRY's maximum drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for SPXC and UNCRY.


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Drawdown Indicators


SPXCUNCRYDifference

Max Drawdown

Largest peak-to-trough decline

-81.12%

-70.20%

-10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-23.15%

-27.25%

+4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-33.54%

-27.25%

-6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

-50.77%

+12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-50.26%

Current Drawdown

Current decline from peak

-5.39%

-9.93%

+4.54%

Average Drawdown

Average peak-to-trough decline

-29.02%

-27.47%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.03%

9.62%

-0.59%

Volatility

SPXC vs. UNCRY - Volatility Comparison

SPX Corporation (SPXC) has a higher volatility of 10.68% compared to UniCredit SpA ADR (UNCRY) at 7.83%. This indicates that SPXC's price experiences larger fluctuations and is considered to be riskier than UNCRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXCUNCRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

7.83%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

27.88%

27.40%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

36.54%

33.69%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.14%

39.30%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.46%

42.27%

-4.81%

Dividends

SPXC vs. UNCRY - Dividend Comparison

SPXC has not paid dividends to shareholders, while UNCRY's dividend yield for the trailing twelve months is around 4.42%.


PositionTTM20252024202320222021202020192018201720162015
SPXC
SPX Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%386.22%
UNCRY
UniCredit SpA ADR
4.42%4.00%7.31%3.91%4.01%0.94%0.00%1.37%2.29%0.00%0.00%0.00%

Financials

SPXC vs. UNCRY - Financials Comparison

This section allows you to compare key financial metrics between SPX Corporation and UniCredit SpA ADR. 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


0.002.00B4.00B6.00B8.00B20222023202420252026
566.80M
7.05B
(SPXC) Total Revenue
(UNCRY) Total Revenue
Values in USD except per share items

SPXC vs. UNCRY - Profitability Comparison

The chart below illustrates the profitability comparison between SPX Corporation and UniCredit SpA ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
40.7%
93.9%
Portfolio components
SPXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a gross profit of 230.60M and revenue of 566.80M. Therefore, the gross margin over that period was 40.7%.

UNCRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UniCredit SpA ADR reported a gross profit of 6.62B and revenue of 7.05B. Therefore, the gross margin over that period was 93.9%.

SPXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported an operating income of 87.70M and revenue of 566.80M, resulting in an operating margin of 15.5%.

UNCRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UniCredit SpA ADR reported an operating income of 4.38B and revenue of 7.05B, resulting in an operating margin of 62.2%.

SPXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a net income of 59.90M and revenue of 566.80M, resulting in a net margin of 10.6%.

UNCRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UniCredit SpA ADR reported a net income of 3.32B and revenue of 7.05B, resulting in a net margin of 47.1%.


Frequently Asked Questions


SPXC and UNCRY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXC has higher volatility (10.68%) compared to UNCRY (7.83%). In terms of maximum drawdown, SPXC dropped -81.12% vs UNCRY's -70.20%.

SPXC currently has the higher Sharpe Ratio (1.26 vs 0.88), 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.

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