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UBSFY vs. NTDOY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UBSFY and NTDOY is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

UBSFY vs. NTDOY - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
-58.06%
235.24%
UBSFY
NTDOY

Key characteristics

Sharpe Ratio

UBSFY:

-0.72

NTDOY:

2.05

Sortino Ratio

UBSFY:

-0.96

NTDOY:

2.66

Omega Ratio

UBSFY:

0.88

NTDOY:

1.35

Calmar Ratio

UBSFY:

-0.54

NTDOY:

3.15

Martin Ratio

UBSFY:

-1.16

NTDOY:

11.72

Ulcer Index

UBSFY:

42.64%

NTDOY:

5.92%

Daily Std Dev

UBSFY:

68.62%

NTDOY:

33.75%

Max Drawdown

UBSFY:

-92.22%

NTDOY:

-83.05%

Current Drawdown

UBSFY:

-90.45%

NTDOY:

0.00%

Fundamentals

Market Cap

UBSFY:

$1.51B

NTDOY:

$92.58B

EPS

UBSFY:

-$0.10

NTDOY:

$0.48

PEG Ratio

UBSFY:

2.84

NTDOY:

12.66

PS Ratio

UBSFY:

0.70

NTDOY:

0.08

PB Ratio

UBSFY:

0.78

NTDOY:

4.93

Total Revenue (TTM)

UBSFY:

$671.90M

NTDOY:

$523.30B

Gross Profit (TTM)

UBSFY:

$581.60M

NTDOY:

$317.93B

EBITDA (TTM)

UBSFY:

-$226.60M

NTDOY:

$137.44B

Returns By Period

In the year-to-date period, UBSFY achieves a -14.07% return, which is significantly lower than NTDOY's 38.41% return. Over the past 10 years, UBSFY has underperformed NTDOY with an annualized return of -4.37%, while NTDOY has yielded a comparatively higher 19.07% annualized return.


UBSFY

YTD

-14.07%

1M

-14.71%

6M

-18.31%

1Y

-50.00%

5Y*

-31.07%

10Y*

-4.37%

NTDOY

YTD

38.41%

1M

12.88%

6M

52.26%

1Y

66.48%

5Y*

15.73%

10Y*

19.07%

*Annualized

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Risk-Adjusted Performance

UBSFY vs. NTDOY — Risk-Adjusted Performance Rank

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

UBSFY
The Risk-Adjusted Performance Rank of UBSFY is 1616
Overall Rank
The Sharpe Ratio Rank of UBSFY is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of UBSFY is 1414
Sortino Ratio Rank
The Omega Ratio Rank of UBSFY is 1414
Omega Ratio Rank
The Calmar Ratio Rank of UBSFY is 1818
Calmar Ratio Rank
The Martin Ratio Rank of UBSFY is 2222
Martin Ratio Rank

NTDOY
The Risk-Adjusted Performance Rank of NTDOY is 9595
Overall Rank
The Sharpe Ratio Rank of NTDOY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of NTDOY is 9393
Sortino Ratio Rank
The Omega Ratio Rank of NTDOY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of NTDOY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NTDOY is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UBSFY vs. NTDOY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ubisoft Entertainment ADR (UBSFY) and Nintendo Co ADR (NTDOY). 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 chart of Sharpe ratio for UBSFY, currently valued at -0.72, compared to the broader market-2.00-1.000.001.002.003.00
UBSFY: -0.72
NTDOY: 2.05
The chart of Sortino ratio for UBSFY, currently valued at -0.96, compared to the broader market-6.00-4.00-2.000.002.004.00
UBSFY: -0.96
NTDOY: 2.66
The chart of Omega ratio for UBSFY, currently valued at 0.88, compared to the broader market0.501.001.502.00
UBSFY: 0.88
NTDOY: 1.35
The chart of Calmar ratio for UBSFY, currently valued at -0.54, compared to the broader market0.001.002.003.004.005.00
UBSFY: -0.54
NTDOY: 3.15
The chart of Martin ratio for UBSFY, currently valued at -1.16, compared to the broader market-5.000.005.0010.0015.0020.00
UBSFY: -1.16
NTDOY: 11.72

The current UBSFY Sharpe Ratio is -0.72, which is lower than the NTDOY Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of UBSFY and NTDOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.72
2.05
UBSFY
NTDOY

Dividends

UBSFY vs. NTDOY - Dividend Comparison

UBSFY has not paid dividends to shareholders, while NTDOY's dividend yield for the trailing twelve months is around 0.48%.


TTM20242023202220212020201920182017201620152014
UBSFY
Ubisoft Entertainment ADR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NTDOY
Nintendo Co ADR
0.48%1.60%1.88%2.85%3.14%1.90%1.61%1.65%1.31%0.43%2.02%0.74%

Drawdowns

UBSFY vs. NTDOY - Drawdown Comparison

The maximum UBSFY drawdown since its inception was -92.22%, which is greater than NTDOY's maximum drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for UBSFY and NTDOY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-90.45%
0
UBSFY
NTDOY

Volatility

UBSFY vs. NTDOY - Volatility Comparison

Ubisoft Entertainment ADR (UBSFY) has a higher volatility of 29.38% compared to Nintendo Co ADR (NTDOY) at 14.53%. This indicates that UBSFY's price experiences larger fluctuations and is considered to be riskier than NTDOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
29.38%
14.53%
UBSFY
NTDOY

Financials

UBSFY vs. NTDOY - Financials Comparison

This section allows you to compare key financial metrics between Ubisoft Entertainment ADR and Nintendo Co 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.


Quarterly
Annual

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


Values in USD except per share items