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TGT vs. UVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TGT vs. UVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Target Corporation (TGT) and Universal Corporation (UVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGT achieves a 29.32% return, which is significantly higher than UVV's 3.14% return. Over the past 10 years, TGT has outperformed UVV with an annualized return of 9.45%, while UVV has yielded a comparatively lower 5.09% annualized return.


TGT

1D
1.14%
1M
-0.09%
YTD
29.32%
6M
35.84%
1Y
32.96%
3Y*
2.93%
5Y*
-9.06%
10Y*
9.45%

UVV

1D
-1.88%
1M
-1.77%
YTD
3.14%
6M
4.14%
1Y
-7.53%
3Y*
7.54%
5Y*
4.61%
10Y*
5.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGT vs. UVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGT
Target Corporation
29.32%-24.50%-2.27%-1.35%-34.24%32.91%40.47%100.17%4.67%-5.84%
UVV
Universal Corporation
3.14%2.27%-13.39%35.79%1.82%19.59%-8.96%11.08%7.79%-14.79%

Correlation

The correlation between TGT and UVV is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.27

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

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 6, 1988

0.21

Fundamentals

EPS

TGT:

$7.93

UVV:

$1.73

PE Ratio

TGT:

15.63

UVV:

30.51

PS Ratio

TGT:

0.54

UVV:

0.45

Total Revenue (TTM)

TGT:

$105.47B

UVV:

$2.21B

Gross Profit (TTM)

TGT:

$27.05B

UVV:

$412.39M

EBITDA (TTM)

TGT:

$8.20B

UVV:

$212.91M

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Return for Risk

TGT vs. UVV — Risk / Return Rank

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

TGT
TGT Risk / Return Rank: 7171
Overall Rank
TGT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TGT Sortino Ratio Rank: 7070
Sortino Ratio Rank
TGT Omega Ratio Rank: 6666
Omega Ratio Rank
TGT Calmar Ratio Rank: 7272
Calmar Ratio Rank
TGT Martin Ratio Rank: 7171
Martin Ratio Rank

UVV
UVV Risk / Return Rank: 2626
Overall Rank
UVV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UVV Sortino Ratio Rank: 2525
Sortino Ratio Rank
UVV Omega Ratio Rank: 2525
Omega Ratio Rank
UVV Calmar Ratio Rank: 2525
Calmar Ratio Rank
UVV Martin Ratio Rank: 2626
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.

TGT vs. UVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Target Corporation (TGT) and Universal Corporation (UVV). 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.


TGTUVVDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.19

0.96

+0.23

Calmar ratioReturn relative to maximum drawdown

1.63

-0.50

+2.13

Martin ratioReturn relative to average drawdown

3.83

-0.83

+4.66

TGT vs. UVV - Sharpe Ratio Comparison

The current TGT Sharpe Ratio is 1.10, which is higher than the UVV Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of TGT and UVV, 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


TGTUVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

-0.32

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.19

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.18

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.28

+0.07

Drawdowns

TGT vs. UVV - Drawdown Comparison

The maximum TGT drawdown since its inception was -64.40%, smaller than the maximum UVV drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for TGT and UVV.


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Drawdown Indicators


TGTUVVDifference

Max Drawdown

Largest peak-to-trough decline

-64.40%

-69.75%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-20.27%

-15.23%

-5.04%

Max Drawdown (3Y)

Largest decline over 3 years

-49.78%

-29.70%

-20.08%

Max Drawdown (5Y)

Largest decline over 5 years

-64.40%

-29.70%

-34.70%

Max Drawdown (10Y)

Largest decline over 10 years

-64.40%

-45.68%

-18.72%

Current Drawdown

Current decline from peak

-46.22%

-14.30%

-31.92%

Average Drawdown

Average peak-to-trough decline

-17.09%

-18.59%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.64%

9.04%

-0.40%

Volatility

TGT vs. UVV - Volatility Comparison

Target Corporation (TGT) and Universal Corporation (UVV) have volatilities of 10.18% and 10.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGTUVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.18%

10.11%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

21.05%

18.46%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

30.12%

23.77%

+6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.44%

24.57%

+10.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.26%

28.94%

+4.32%

Dividends

TGT vs. UVV - Dividend Comparison

TGT's dividend yield for the trailing twelve months is around 3.68%, less than UVV's 6.22% yield.


PositionTTM20252024202320222021202020192018201720162015
TGT
Target Corporation
3.68%4.62%3.28%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%
UVV
Universal Corporation
6.22%6.18%5.87%4.72%5.95%5.64%6.30%5.29%4.80%4.11%3.33%3.71%

Financials

TGT vs. UVV - Financials Comparison

This section allows you to compare key financial metrics between Target Corporation and Universal Corporation. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
24.53B
0
(TGT) Total Revenue
(UVV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TGT and UVV have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TGT has higher volatility (10.18%) compared to UVV (10.11%). In terms of maximum drawdown, TGT dropped -64.40% vs UVV's -69.75%.

TGT currently has the higher Sharpe Ratio (1.10 vs -0.32), 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.

Portfolio Optimizer

Find the right allocation for TGT and UVV

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