UBI.PA vs. UBSFY
UBI.PA (Ubisoft Entertainment SA) and UBSFY (Ubisoft Entertainment ADR) are both stocks. Both operate in the Electronic Gaming & Multimedia industry within the Communication Services sector. Over the past 10 years, UBI.PA returned -16.96%/yr vs -17.60%/yr for UBSFY. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
UBI.PA vs. UBSFY - Performance Comparison
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Different Trading Currencies
UBI.PA is traded in EUR, while UBSFY is traded in USD. To make them comparable, the UBSFY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UBI.PA achieves a -20.24% return, which is significantly higher than UBSFY's -22.65% return. Both investments have delivered pretty close results over the past 10 years, with UBI.PA having a -16.96% annualized return and UBSFY not far behind at -17.60%.
UBI.PA
- 1D
- -3.46%
- 1M
- 4.35%
- YTD
- -20.24%
- 6M
- -18.65%
- 1Y
- -49.18%
- 3Y*
- -42.86%
- 5Y*
- -38.36%
- 10Y*
- -16.96%
UBSFY
- 1D
- -3.58%
- 1M
- 0.15%
- YTD
- -22.65%
- 6M
- -21.72%
- 1Y
- -51.44%
- 3Y*
- -44.58%
- 5Y*
- -39.21%
- 10Y*
- -17.60%
UBI.PA vs. UBSFY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBI.PA Ubisoft Entertainment SA | -20.24% | -51.01% | -43.10% | -12.50% | -38.68% | -45.37% | 28.03% | -12.63% | 9.88% | 89.76% |
UBSFY Ubisoft Entertainment ADR | -22.65% | -52.67% | -43.08% | -12.72% | -38.72% | -45.62% | 28.18% | -12.86% | 10.50% | 90.76% |
Correlation
The correlation between UBI.PA and UBSFY is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2008 | 0.67 |
The correlation between UBI.PA and UBSFY shifts across timeframes, from 0.67 (all time) to 0.90 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
UBI.PA vs. UBSFY — Risk / Return Rank
UBI.PA
UBSFY
UBI.PA vs. UBSFY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ubisoft Entertainment SA (UBI.PA) and Ubisoft Entertainment ADR (UBSFY). 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.
| UBI.PA | UBSFY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.86 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.81 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.30 | -1.30 | 0.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UBI.PA | UBSFY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.74 | -0.81 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.71 | -0.73 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.37 | -0.39 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | -0.16 | +0.22 |
Drawdowns
UBI.PA vs. UBSFY - Drawdown Comparison
The maximum UBI.PA drawdown since its inception was -96.34%, roughly equal to the maximum UBSFY drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for UBI.PA and UBSFY.
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Drawdown Indicators
| UBI.PA | UBSFY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.34% | -96.57% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -62.84% | -63.96% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -87.67% | -88.19% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -93.84% | -94.14% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -96.34% | -96.57% | +0.23% |
Current DrawdownCurrent decline from peak | -95.04% | -95.45% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -50.19% | -46.54% | -3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.69% | 39.68% | -0.99% |
Volatility
UBI.PA vs. UBSFY - Volatility Comparison
The current volatility for Ubisoft Entertainment SA (UBI.PA) is 17.70%, while Ubisoft Entertainment ADR (UBSFY) has a volatility of 20.47%. This indicates that UBI.PA experiences smaller price fluctuations and is considered to be less risky than UBSFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBI.PA | UBSFY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.70% | 20.47% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 68.33% | 55.73% | +12.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.34% | 63.47% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.63% | 54.02% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.27% | 45.36% | -0.09% |
Dividends
UBI.PA vs. UBSFY - Dividend Comparison
Neither UBI.PA nor UBSFY has paid dividends to shareholders.
Financials
UBI.PA vs. UBSFY - Financials Comparison
This section allows you to compare key financial metrics between Ubisoft Entertainment SA and Ubisoft Entertainment 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
UBI.PA and UBSFY have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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