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UBS vs. STT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UBS vs. STT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS Group AG (UBS) and State Street Corporation (STT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBS achieves a 3.43% return, which is significantly lower than STT's 27.09% return. Over the past 10 years, UBS has outperformed STT with an annualized return of 15.82%, while STT has yielded a comparatively lower 13.81% annualized return.


UBS

1D
0.60%
1M
4.55%
YTD
3.43%
6M
16.80%
1Y
42.47%
3Y*
37.29%
5Y*
26.95%
10Y*
15.82%

STT

1D
0.04%
1M
8.24%
YTD
27.09%
6M
32.15%
1Y
68.67%
3Y*
34.19%
5Y*
17.55%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBS vs. STT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBS
UBS Group AG
3.43%60.21%2.03%67.65%5.92%27.93%17.99%7.15%-32.68%21.53%
STT
State Street Corporation
27.09%35.54%30.18%3.54%-13.75%31.03%-4.76%29.35%-33.97%27.84%

Correlation

The correlation between UBS and STT is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.47

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

0.58

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

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2014

0.58

The correlation between UBS and STT shifts across timeframes, from 0.47 (3 years) to 0.59 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

UBS:

$2.24

STT:

$10.18

PE Ratio

UBS:

21.14

STT:

15.89

PEG Ratio

UBS:

0.38

STT:

1.61

PS Ratio

UBS:

2.58

STT:

2.07

Total Revenue (TTM)

UBS:

$64.08B

STT:

$22.63B

Gross Profit (TTM)

UBS:

$42.48B

STT:

$13.89B

EBITDA (TTM)

UBS:

$11.15B

STT:

$4.29B

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Return for Risk

UBS vs. STT — Risk / Return Rank

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

UBS
UBS Risk / Return Rank: 7878
Overall Rank
UBS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UBS Sortino Ratio Rank: 8181
Sortino Ratio Rank
UBS Omega Ratio Rank: 7878
Omega Ratio Rank
UBS Calmar Ratio Rank: 7272
Calmar Ratio Rank
UBS Martin Ratio Rank: 7474
Martin Ratio Rank

STT
STT Risk / Return Rank: 9393
Overall Rank
STT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STT Sortino Ratio Rank: 9090
Sortino Ratio Rank
STT Omega Ratio Rank: 9191
Omega Ratio Rank
STT Calmar Ratio Rank: 9494
Calmar Ratio Rank
STT Martin Ratio Rank: 9595
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.

UBS vs. STT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Group AG (UBS) and State Street Corporation (STT). 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.


UBSSTTDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.28

1.45

-0.17

Calmar ratioReturn relative to maximum drawdown

1.64

5.85

-4.22

Martin ratioReturn relative to average drawdown

4.36

17.82

-13.46

UBS vs. STT - Sharpe Ratio Comparison

The current UBS Sharpe Ratio is 1.65, which is lower than the STT Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of UBS and STT, 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


UBSSTTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

2.77

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.58

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.42

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.31

+0.09

Drawdowns

UBS vs. STT - Drawdown Comparison

The maximum UBS drawdown since its inception was -61.38%, smaller than the maximum STT drawdown of -82.26%. Use the drawdown chart below to compare losses from any high point for UBS and STT.


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Drawdown Indicators


UBSSTTDifference

Max Drawdown

Largest peak-to-trough decline

-61.38%

-82.26%

+20.88%

Max Drawdown (1Y)

Largest decline over 1 year

-26.07%

-11.79%

-14.28%

Max Drawdown (3Y)

Largest decline over 3 years

-27.00%

-25.68%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-33.41%

-41.45%

+8.04%

Max Drawdown (10Y)

Largest decline over 10 years

-61.38%

-59.59%

-1.79%

Current Drawdown

Current decline from peak

-2.74%

-0.58%

-2.16%

Average Drawdown

Average peak-to-trough decline

-19.25%

-20.48%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.81%

3.87%

+5.94%

Volatility

UBS vs. STT - Volatility Comparison

UBS Group AG (UBS) has a higher volatility of 7.09% compared to State Street Corporation (STT) at 6.21%. This indicates that UBS's price experiences larger fluctuations and is considered to be riskier than STT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBSSTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

6.21%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

20.67%

18.48%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

25.85%

24.96%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.31%

30.45%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.38%

32.92%

-2.54%

Dividends

UBS vs. STT - Dividend Comparison

UBS's dividend yield for the trailing twelve months is around 1.16%, less than STT's 2.03% yield.


PositionTTM20252024202320222021202020192018201720162015
STT
State Street Corporation
2.03%2.42%2.18%3.41%3.09%2.34%2.86%2.50%2.82%1.64%1.85%1.99%
UBS
UBS Group AG
1.16%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. STT - Financials Comparison

This section allows you to compare key financial metrics between UBS Group AG and State Street 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


5.00B10.00B15.00B20.00B20222023202420252026
20.20B
5.59B
(UBS) Total Revenue
(STT) Total Revenue
Values in USD except per share items

UBS vs. STT - Profitability Comparison

The chart below illustrates the profitability comparison between UBS Group AG and State Street Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
71.8%
65.1%
Portfolio components
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%.

STT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a gross profit of 3.64B and revenue of 5.59B. Therefore, the gross margin over that period was 65.1%.

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%.

STT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported an operating income of 918.00M and revenue of 5.59B, resulting in an operating margin of 16.4%.

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%.

STT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a net income of 747.00M and revenue of 5.59B, resulting in a net margin of 13.4%.


Frequently Asked Questions


UBS and STT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBS has higher volatility (7.09%) compared to STT (6.21%). In terms of maximum drawdown, UBS dropped -61.38% vs STT's -82.26%.

STT currently has the higher Sharpe Ratio (2.77 vs 1.65), 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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