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UBSFY vs. PEY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UBSFY vs. PEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ubisoft Entertainment ADR (UBSFY) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). The values are adjusted to include any dividend payments, if applicable.

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UBSFY vs. PEY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBSFY
Ubisoft Entertainment ADR
-42.07%-46.30%-46.60%-10.03%-42.30%-49.40%39.69%-14.78%5.55%117.49%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
5.88%0.56%5.25%7.29%2.45%26.15%-3.85%24.76%-7.49%8.78%

Returns By Period

In the year-to-date period, UBSFY achieves a -42.07% return, which is significantly lower than PEY's 5.88% return. Over the past 10 years, UBSFY has underperformed PEY with an annualized return of -18.18%, while PEY has yielded a comparatively higher 8.63% annualized return.


UBSFY

1D
-0.01%
1M
-7.77%
YTD
-42.07%
6M
-63.64%
1Y
-63.00%
3Y*
-45.73%
5Y*
-44.07%
10Y*
-18.18%

PEY

1D
-0.32%
1M
-0.81%
YTD
5.88%
6M
3.22%
1Y
4.59%
3Y*
7.32%
5Y*
5.59%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UBSFY vs. PEY — Risk / Return Rank

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

UBSFY
UBSFY Risk / Return Rank: 44
Overall Rank
UBSFY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UBSFY Sortino Ratio Rank: 55
Sortino Ratio Rank
UBSFY Omega Ratio Rank: 55
Omega Ratio Rank
UBSFY Calmar Ratio Rank: 44
Calmar Ratio Rank
UBSFY Martin Ratio Rank: 33
Martin Ratio Rank

PEY
PEY Risk / Return Rank: 1818
Overall Rank
PEY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PEY Sortino Ratio Rank: 1818
Sortino Ratio Rank
PEY Omega Ratio Rank: 1717
Omega Ratio Rank
PEY Calmar Ratio Rank: 1919
Calmar Ratio Rank
PEY Martin Ratio Rank: 1919
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. PEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ubisoft Entertainment ADR (UBSFY) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). 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.


UBSFYPEYDifference

Sharpe ratio

Return per unit of total volatility

-0.99

0.26

-1.25

Sortino ratio

Return per unit of downside risk

-1.53

0.49

-2.02

Omega ratio

Gain probability vs. loss probability

0.80

1.06

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.96

0.33

-1.29

Martin ratio

Return relative to average drawdown

-1.77

0.98

-2.75

UBSFY vs. PEY - Sharpe Ratio Comparison

The current UBSFY Sharpe Ratio is -0.99, which is lower than the PEY Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of UBSFY and PEY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UBSFYPEYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.99

0.26

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.82

0.34

-1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.40

0.46

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.27

-0.48

Correlation

The correlation between UBSFY and PEY is 0.15, 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.


Dividends

UBSFY vs. PEY - Dividend Comparison

UBSFY has not paid dividends to shareholders, while PEY's dividend yield for the trailing twelve months is around 4.68%.


TTM20252024202320222021202020192018201720162015
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%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
4.68%4.85%4.44%4.58%4.22%3.83%4.30%3.78%4.33%3.21%3.12%3.44%

Drawdowns

UBSFY vs. PEY - Drawdown Comparison

The maximum UBSFY drawdown since its inception was -96.58%, which is greater than PEY's maximum drawdown of -72.81%. Use the drawdown chart below to compare losses from any high point for UBSFY and PEY.


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Drawdown Indicators


UBSFYPEYDifference

Max Drawdown

Largest peak-to-trough decline

-96.58%

-72.81%

-23.77%

Max Drawdown (1Y)

Largest decline over 1 year

-67.13%

-13.28%

-53.85%

Max Drawdown (5Y)

Largest decline over 5 years

-94.85%

-17.90%

-76.95%

Max Drawdown (10Y)

Largest decline over 10 years

-96.58%

-41.55%

-55.03%

Current Drawdown

Current decline from peak

-96.54%

-3.71%

-92.83%

Average Drawdown

Average peak-to-trough decline

-45.77%

-12.97%

-32.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.42%

4.45%

+31.97%

Volatility

UBSFY vs. PEY - Volatility Comparison

Ubisoft Entertainment ADR (UBSFY) has a higher volatility of 16.41% compared to Invesco High Yield Equity Dividend Achievers™ ETF (PEY) at 3.24%. This indicates that UBSFY's price experiences larger fluctuations and is considered to be riskier than PEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBSFYPEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.41%

3.24%

+13.17%

Volatility (6M)

Calculated over the trailing 6-month period

55.28%

9.86%

+45.42%

Volatility (1Y)

Calculated over the trailing 1-year period

64.10%

17.84%

+46.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.71%

16.38%

+37.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.27%

18.90%

+26.37%