TEP.PA vs. NESN.SW
Compare and contrast key facts about Teleperformance SE (TEP.PA) and Nestlé S.A. (NESN.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEP.PA or NESN.SW.
Key characteristics
| TEP.PA | NESN.SW | |
|---|---|---|
| YTD Return | -28.84% | -17.41% |
| 1Y Return | -25.36% | -18.57% |
| 3Y Return (Ann) | -35.05% | -11.89% |
| 5Y Return (Ann) | -13.83% | -2.98% |
| 10Y Return (Ann) | 6.55% | 3.76% |
| Sharpe Ratio | -0.59 | -1.16 |
| Sortino Ratio | -0.58 | -1.53 |
| Omega Ratio | 0.92 | 0.81 |
| Calmar Ratio | -0.38 | -0.55 |
| Martin Ratio | -1.01 | -2.36 |
| Ulcer Index | 29.26% | 8.04% |
| Daily Std Dev | 50.02% | 16.29% |
| Max Drawdown | -80.80% | -39.85% |
| Current Drawdown | -75.59% | -34.72% |
Fundamentals
| TEP.PA | NESN.SW | |
|---|---|---|
| Market Cap | €5.38B | CHF 200.56B |
| EPS | €10.42 | CHF 4.27 |
| PE Ratio | 8.70 | 18.27 |
| Total Revenue (TTM) | €9.46B | CHF 91.94B |
| Gross Profit (TTM) | €2.21B | CHF 42.99B |
| EBITDA (TTM) | €1.66B | CHF 19.45B |
Correlation
The correlation between TEP.PA and NESN.SW is 0.26, 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
TEP.PA vs. NESN.SW - Performance Comparison
In the year-to-date period, TEP.PA achieves a -28.84% return, which is significantly lower than NESN.SW's -17.41% return. Over the past 10 years, TEP.PA has outperformed NESN.SW with an annualized return of 6.55%, while NESN.SW has yielded a comparatively lower 3.76% annualized 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
TEP.PA vs. NESN.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teleperformance SE (TEP.PA) and Nestlé S.A. (NESN.SW). 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
TEP.PA vs. NESN.SW - Dividend Comparison
TEP.PA's dividend yield for the trailing twelve months is around 4.25%, more than NESN.SW's 3.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEP.PA Teleperformance SE | 4.25% | 2.92% | 1.48% | 0.61% | 0.88% | 0.87% | 1.33% | 1.09% | 1.26% | 1.19% | 1.42% | 1.54% |
NESN.SW Nestlé S.A. | 3.85% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% | 2.95% | 3.14% |
Drawdowns
TEP.PA vs. NESN.SW - Drawdown Comparison
The maximum TEP.PA drawdown since its inception was -80.80%, which is greater than NESN.SW's maximum drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for TEP.PA and NESN.SW. For additional features, visit the drawdowns tool.
Volatility
TEP.PA vs. NESN.SW - Volatility Comparison
Teleperformance SE (TEP.PA) has a higher volatility of 14.31% compared to Nestlé S.A. (NESN.SW) at 5.01%. This indicates that TEP.PA's price experiences larger fluctuations and is considered to be riskier than NESN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TEP.PA vs. NESN.SW - Financials Comparison
This section allows you to compare key financial metrics between Teleperformance SE and Nestlé S.A.. 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