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TIIAY vs. UCBJY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TIIAY vs. UCBJY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telecom Italia S.p.A (TIIAY) and UCB SA ADR (UCBJY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIIAY achieves a 78.86% return, which is significantly higher than UCBJY's 1.84% return.


TIIAY

1D
0.73%
1M
31.74%
YTD
78.86%
6M
81.67%
1Y
140.70%
3Y*
58.74%
5Y*
16.57%
10Y*

UCBJY

1D
-1.18%
1M
0.77%
YTD
1.84%
6M
1.85%
1Y
57.37%
3Y*
47.09%
5Y*
24.58%
10Y*
16.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIIAY vs. UCBJY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TIIAY
Telecom Italia S.p.A
78.86%147.09%-22.22%40.36%-54.40%11.97%-24.60%12.36%
UCBJY
UCB SA ADR
1.84%42.69%129.19%12.67%-30.04%6.90%34.46%-3.74%

Correlation

The correlation between TIIAY and UCBJY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.13

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2019

0.14

Fundamentals

Market Cap

TIIAY:

$23.40B

UCBJY:

$54.92B

EPS

TIIAY:

€0.07

UCBJY:

€6.73

PE Ratio

TIIAY:

135.64

UCBJY:

18.38

PEG Ratio

TIIAY:

1.00

UCBJY:

0.41

PS Ratio

TIIAY:

1.22

UCBJY:

3.47

PB Ratio

TIIAY:

1.69

UCBJY:

4.42

Total Revenue (TTM)

TIIAY:

€13.79B

UCBJY:

€13.86B

Gross Profit (TTM)

TIIAY:

€1.88B

UCBJY:

€10.00B

EBITDA (TTM)

TIIAY:

€4.27B

UCBJY:

€4.56B

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Return for Risk

TIIAY vs. UCBJY — Risk / Return Rank

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

TIIAY
TIIAY Risk / Return Rank: 9797
Overall Rank
TIIAY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIIAY Sortino Ratio Rank: 9797
Sortino Ratio Rank
TIIAY Omega Ratio Rank: 9696
Omega Ratio Rank
TIIAY Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIIAY Martin Ratio Rank: 9898
Martin Ratio Rank

UCBJY
UCBJY Risk / Return Rank: 8282
Overall Rank
UCBJY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UCBJY Sortino Ratio Rank: 8181
Sortino Ratio Rank
UCBJY Omega Ratio Rank: 8282
Omega Ratio Rank
UCBJY Calmar Ratio Rank: 8181
Calmar Ratio Rank
UCBJY Martin Ratio Rank: 8181
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.

TIIAY vs. UCBJY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telecom Italia S.p.A (TIIAY) and UCB SA ADR (UCBJY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TIIAYUCBJYDifference
Sharpe ratioReturn per unit of total volatility

+2.44

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.60

1.31

+0.29

Calmar ratioReturn relative to maximum drawdown

8.94

2.65

+6.30

Martin ratioReturn relative to average drawdown

30.86

6.40

+24.45

TIIAY vs. UCBJY - Sharpe Ratio Comparison

The current TIIAY Sharpe Ratio is 4.08, which is higher than the UCBJY Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of TIIAY and UCBJY, 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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Drawdowns

TIIAY vs. UCBJY - Drawdown Comparison

The maximum TIIAY drawdown since its inception was -72.93%, which is greater than UCBJY's maximum drawdown of -50.32%. Use the drawdown chart below to compare losses from any high point for TIIAY and UCBJY.


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Drawdown Indicators


TIIAYUCBJYDifference

Max Drawdown

Largest peak-to-trough decline

-72.93%

-50.32%

-22.61%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-21.77%

+5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-34.69%

-28.58%

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-70.46%

-46.82%

-23.64%

Max Drawdown (10Y)

Largest decline over 10 years

-50.32%

Current Drawdown

Current decline from peak

-0.00%

-15.37%

+15.37%

Average Drawdown

Average peak-to-trough decline

-35.93%

-13.14%

-22.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

8.98%

-4.40%

Volatility

TIIAY vs. UCBJY - Volatility Comparison

Telecom Italia S.p.A (TIIAY) has a higher volatility of 12.44% compared to UCB SA ADR (UCBJY) at 10.07%. This indicates that TIIAY's price experiences larger fluctuations and is considered to be riskier than UCBJY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIIAYUCBJYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.44%

10.07%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

26.44%

24.56%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

34.80%

35.36%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.52%

30.34%

+13.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.85%

30.71%

+13.14%

Dividends

TIIAY vs. UCBJY - Dividend Comparison

TIIAY has not paid dividends to shareholders, while UCBJY's dividend yield for the trailing twelve months is around 0.60%.


PositionTTM2025202420232022202120202019201820172016
TIIAY
Telecom Italia S.p.A
0.00%0.00%0.00%0.00%0.00%2.37%1.77%0.00%0.00%0.00%0.00%
UCBJY
UCB SA ADR
0.60%0.57%0.73%1.67%1.79%0.86%0.78%1.06%1.10%2.71%3.21%

Financials

TIIAY vs. UCBJY - Financials Comparison

This section allows you to compare key financial metrics between Telecom Italia S.p.A and UCB SA 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


2.50B3.00B3.50B4.00B20222023202420252026
3.38B
4.22B
(TIIAY) Total Revenue
(UCBJY) Total Revenue
Values in EUR except per share items

TIIAY vs. UCBJY - Profitability Comparison

The chart below illustrates the profitability comparison between Telecom Italia S.p.A and UCB SA ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
4.0%
71.9%
Portfolio components
TIIAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Telecom Italia S.p.A reported a gross profit of 135.19M and revenue of 3.38B. Therefore, the gross margin over that period was 4.0%.

UCBJY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UCB SA ADR reported a gross profit of 3.04B and revenue of 4.22B. Therefore, the gross margin over that period was 71.9%.

TIIAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Telecom Italia S.p.A reported an operating income of 7.12M and revenue of 3.38B, resulting in an operating margin of 0.2%.

UCBJY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UCB SA ADR reported an operating income of 1.28B and revenue of 4.22B, resulting in an operating margin of 30.3%.

TIIAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Telecom Italia S.p.A reported a net income of -296.80M and revenue of 3.38B, resulting in a net margin of -8.8%.

UCBJY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UCB SA ADR reported a net income of 1.07B and revenue of 4.22B, resulting in a net margin of 25.5%.


Frequently Asked Questions


TIIAY and UCBJY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIIAY has higher volatility (12.44%) compared to UCBJY (10.07%). In terms of maximum drawdown, TIIAY dropped -72.93% vs UCBJY's -50.32%.

TIIAY currently has the higher Sharpe Ratio (4.08 vs 1.63), 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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