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UBSFY vs. EA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UBSFY vs. EA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ubisoft Entertainment ADR (UBSFY) and Electronic Arts Inc. (EA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBSFY achieves a -20.69% return, which is significantly lower than EA's -0.27% return. Over the past 10 years, UBSFY has underperformed EA with an annualized return of -16.96%, while EA has yielded a comparatively higher 10.61% annualized return.


UBSFY

1D
-2.95%
1M
4.55%
YTD
-20.69%
6M
-18.73%
1Y
-50.43%
3Y*
-41.82%
5Y*
-39.33%
10Y*
-16.96%

EA

1D
0.38%
1M
1.00%
YTD
-0.27%
6M
0.17%
1Y
37.55%
3Y*
17.57%
5Y*
7.53%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBSFY vs. EA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBSFY
Ubisoft Entertainment ADR
-20.69%-46.30%-46.60%-10.03%-42.30%-49.40%39.69%-14.78%5.55%117.49%
EA
Electronic Arts Inc.
-0.27%40.33%7.49%12.67%-6.84%-7.69%33.75%36.24%-24.89%33.39%

Correlation

The correlation between UBSFY and EA is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.15

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

0.21

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

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2008

0.18

Fundamentals

EPS

UBSFY:

-$2.50

EA:

$4.67

PS Ratio

UBSFY:

0.23

EA:

5.11

Total Revenue (TTM)

UBSFY:

$3.29B

EA:

$7.55B

Gross Profit (TTM)

UBSFY:

$1.32B

EA:

$5.94B

EBITDA (TTM)

UBSFY:

-$881.55M

EA:

$1.42B

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Return for Risk

UBSFY vs. EA — Risk / Return Rank

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

UBSFY
UBSFY Risk / Return Rank: 1111
Overall Rank
UBSFY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
UBSFY Sortino Ratio Rank: 1111
Sortino Ratio Rank
UBSFY Omega Ratio Rank: 1111
Omega Ratio Rank
UBSFY Calmar Ratio Rank: 1212
Calmar Ratio Rank
UBSFY Martin Ratio Rank: 1313
Martin Ratio Rank

EA
EA Risk / Return Rank: 9292
Overall Rank
EA Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EA Sortino Ratio Rank: 9393
Sortino Ratio Rank
EA Omega Ratio Rank: 9696
Omega Ratio Rank
EA Calmar Ratio Rank: 9191
Calmar Ratio Rank
EA Martin Ratio Rank: 9393
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.

UBSFY vs. EA - Risk-Adjusted Trends Comparison

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.


UBSFYEADifference
Sharpe ratioReturn per unit of total volatility

-2.56

Sortino ratioReturn per unit of downside risk

-4.78

Omega ratioGain probability vs. loss probability

0.87

1.64

-0.77

Calmar ratioReturn relative to maximum drawdown

-0.78

5.06

-5.84

Martin ratioReturn relative to average drawdown

-1.27

15.87

-17.14

UBSFY vs. EA - Sharpe Ratio Comparison

The current UBSFY Sharpe Ratio is -0.79, which is lower than the EA Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of UBSFY and EA, 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


UBSFYEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

1.77

-2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.72

0.32

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

0.38

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.39

-0.56

Drawdowns

UBSFY vs. EA - Drawdown Comparison

The maximum UBSFY drawdown since its inception was -96.58%, 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.


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Drawdown Indicators


UBSFYEADifference

Max Drawdown

Largest peak-to-trough decline

-96.58%

-84.24%

-12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-64.60%

-7.46%

-57.14%

Max Drawdown (3Y)

Largest decline over 3 years

-87.60%

-30.54%

-57.06%

Max Drawdown (5Y)

Largest decline over 5 years

-94.28%

-30.54%

-63.74%

Max Drawdown (10Y)

Largest decline over 10 years

-96.58%

-49.83%

-46.75%

Current Drawdown

Current decline from peak

-95.27%

-0.49%

-94.78%

Average Drawdown

Average peak-to-trough decline

-46.27%

-26.23%

-20.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.83%

2.37%

+37.46%

Volatility

UBSFY vs. EA - Volatility Comparison

Ubisoft Entertainment ADR (UBSFY) has a higher volatility of 20.27% compared to Electronic Arts Inc. (EA) at 1.04%. 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.


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Volatility by Period


UBSFYEADifference

Volatility (1M)

Calculated over the trailing 1-month period

20.27%

1.04%

+19.23%

Volatility (6M)

Calculated over the trailing 6-month period

55.79%

4.27%

+51.52%

Volatility (1Y)

Calculated over the trailing 1-year period

64.23%

21.36%

+42.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.66%

23.83%

+30.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.93%

27.72%

+18.21%

Dividends

UBSFY vs. EA - Dividend Comparison

UBSFY has not paid dividends to shareholders, while EA's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM202520242023202220212020
EA
Electronic Arts Inc.
0.37%0.37%0.52%0.56%0.61%0.52%0.12%
UBSFY
Ubisoft Entertainment ADR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

UBSFY vs. EA - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B1.50B2.00B20222023202420252026
748.08M
2.12B
(UBSFY) Total Revenue
(EA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UBSFY and EA have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBSFY has higher volatility (20.27%) compared to EA (1.04%). In terms of maximum drawdown, UBSFY dropped -96.58% vs EA's -84.24%.

EA currently has the higher Sharpe Ratio (1.77 vs -0.79), 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.

Portfolio Optimizer

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