UBSFY vs. EA

In the year-to-date period, UBSFY achieves a -16.30% return, which is significantly lower than EA's 0.07% return. Over the past 10 years, UBSFY has underperformed EA with an annualized return of -4.97%, while EA has yielded a comparatively higher 9.64% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Ubisoft Entertainment ADR (UBSFY) and Electronic Arts Inc. (EA). 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.

The current UBSFY Sharpe Ratio is -0.75, which is lower than the EA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of UBSFY and EA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UBSFY has not paid dividends to shareholders, while EA's dividend yield for the trailing twelve months is around 0.52%.

The maximum UBSFY drawdown since its inception was -92.22%, which is greater than EA's maximum drawdown of -84.24%. Use the drawdown chart below to compare losses from any high point for UBSFY and EA. For additional features, visit the drawdowns tool.

Ubisoft Entertainment ADR (UBSFY) has a higher volatility of 32.61% compared to Electronic Arts Inc. (EA) at 10.20%. This indicates that UBSFY's price experiences larger fluctuations and is considered to be riskier than EA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Ubisoft Entertainment ADR and Electronic Arts 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.