UBS vs. SLF
UBS (UBS Group AG) and SLF (Sun Life Financial Inc.) are both stocks. Both are in the Financial Services sector — UBS in Banks - Diversified, SLF in Insurance - Diversified. Over the past 10 years, UBS returned 16.67%/yr vs 13.18%/yr for SLF. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
UBS vs. SLF - Performance Comparison
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Returns By Period
In the year-to-date period, UBS achieves a 7.11% return, which is significantly lower than SLF's 25.30% return. Over the past 10 years, UBS has outperformed SLF with an annualized return of 16.67%, while SLF has yielded a comparatively lower 13.18% annualized return.
UBS
- 1D
- 1.62%
- 1M
- 5.81%
- YTD
- 7.11%
- 6M
- 14.79%
- 1Y
- 51.82%
- 3Y*
- 38.69%
- 5Y*
- 27.89%
- 10Y*
- 16.67%
SLF
- 1D
- 1.05%
- 1M
- 9.27%
- YTD
- 25.30%
- 6M
- 29.43%
- 1Y
- 22.99%
- 3Y*
- 19.96%
- 5Y*
- 12.61%
- 10Y*
- 13.18%
UBS vs. SLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBS UBS Group AG | 7.11% | 60.21% | 2.03% | 67.65% | 5.92% | 27.93% | 17.99% | 7.15% | -32.68% | 21.53% |
SLF Sun Life Financial Inc. | 25.30% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
Correlation
The correlation between UBS and SLF 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 | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2014 | 0.54 |
The correlation between UBS and SLF shifts across timeframes, from 0.36 (1 year) to 0.55 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
UBS:
$198.06B
SLF:
$30.85B
UBS:
$2.24
SLF:
CA$6.22
UBS:
21.89
SLF:
17.21
UBS:
2.67
SLF:
1.43
UBS:
2.14
SLF:
1.89
UBS:
$64.08B
SLF:
CA$39.40B
UBS:
$42.48B
SLF:
CA$20.48B
UBS:
$11.15B
SLF:
CA$4.74B
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Return for Risk
UBS vs. SLF — Risk / Return Rank
UBS
SLF
UBS vs. SLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS Group AG (UBS) and Sun Life Financial Inc. (SLF). 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.
| UBS | SLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.55 | +0.45 |
| Martin ratioReturn relative to average drawdown | 5.33 | 3.34 | +1.99 |
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Drawdowns
UBS vs. SLF - Drawdown Comparison
The maximum UBS drawdown since its inception was -61.38%, smaller than the maximum SLF drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for UBS and SLF.
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Drawdown Indicators
| UBS | SLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.38% | -78.60% | +17.22% |
Max Drawdown (1Y)Largest decline over 1 year | -26.07% | -14.91% | -11.16% |
Max Drawdown (3Y)Largest decline over 3 years | -27.00% | -14.91% | -12.09% |
Max Drawdown (5Y)Largest decline over 5 years | -33.41% | -30.77% | -2.64% |
Max Drawdown (10Y)Largest decline over 10 years | -61.38% | -50.84% | -10.54% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -19.22% | -16.86% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.76% | 6.90% | +2.86% |
Volatility
UBS vs. SLF - Volatility Comparison
UBS Group AG (UBS) has a higher volatility of 7.66% compared to Sun Life Financial Inc. (SLF) at 4.82%. This indicates that UBS's price experiences larger fluctuations and is considered to be riskier than SLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBS | SLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.66% | 4.82% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 20.57% | 14.14% | +6.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.91% | 20.20% | +5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.35% | 19.44% | +10.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.37% | 22.88% | +7.49% |
Dividends
UBS vs. SLF - Dividend Comparison
UBS's dividend yield for the trailing twelve months is around 1.12%, less than SLF's 3.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 3.47% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
UBS UBS Group AG | 1.12% | 2.92% | 3.46% | 0.89% | 1.34% | 1.04% | 3.87% | 5.48% | 0.00% | 3.30% | 5.42% | 3.87% |
Financials
UBS vs. SLF - Financials Comparison
This section allows you to compare key financial metrics between UBS Group AG and Sun Life Financial Inc.. 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
UBS vs. SLF - Profitability Comparison
UBS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UBS Group AG reported a gross profit of 14.51B and revenue of 20.20B. Therefore, the gross margin over that period was 71.8%.
SLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a gross profit of 8.88B and revenue of 8.88B. Therefore, the gross margin over that period was 100.0%.
UBS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UBS Group AG reported an operating income of 3.77B and revenue of 20.20B, resulting in an operating margin of 18.7%.
SLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported an operating income of 633.63M and revenue of 8.88B, resulting in an operating margin of 7.1%.
UBS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UBS Group AG reported a net income of 2.98B and revenue of 20.20B, resulting in a net margin of 14.8%.
SLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a net income of 537.39M and revenue of 8.88B, resulting in a net margin of 6.1%.
Frequently Asked Questions
UBS and SLF 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.
UBS has higher volatility (7.66%) compared to SLF (4.82%). In terms of maximum drawdown, UBS dropped -61.38% vs SLF's -78.60%.
UBS currently has the higher Sharpe Ratio (2.01 vs 1.14), 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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