UBSFY vs. NTDOY

In the year-to-date period, UBSFY achieves a -15.19% return, which is significantly lower than NTDOY's 32.47% return. Over the past 10 years, UBSFY has underperformed NTDOY with an annualized return of -4.37%, while NTDOY has yielded a comparatively higher 18.03% annualized return.

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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 current UBSFY Sharpe Ratio is -0.75, which is lower than the NTDOY Sharpe Ratio of 1.36. 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.

UBSFY has not paid dividends to shareholders, while NTDOY's dividend yield for the trailing twelve months is around 0.50%.

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.

Ubisoft Entertainment ADR (UBSFY) has a higher volatility of 18.87% compared to Nintendo Co ADR (NTDOY) at 11.85%. 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.

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.