UBSFY vs. UBI.PA

In the year-to-date period, UBSFY achieves a -14.07% return, which is significantly higher than UBI.PA's -21.25% return. Both investments have delivered pretty close results over the past 10 years, with UBSFY having a -4.37% annualized return and UBI.PA not far behind at -4.45%.

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This table presents a comparison of risk-adjusted performance metrics for Ubisoft Entertainment ADR (UBSFY) and Ubisoft Entertainment SA (UBI.PA). 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 -0.72, which is comparable to the UBI.PA Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of UBSFY and UBI.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither UBSFY nor UBI.PA has paid dividends to shareholders.

The maximum UBSFY drawdown since its inception was -92.22%, roughly equal to the maximum UBI.PA drawdown of -91.91%. Use the drawdown chart below to compare losses from any high point for UBSFY and UBI.PA. For additional features, visit the drawdowns tool.

Ubisoft Entertainment ADR (UBSFY) has a higher volatility of 29.38% compared to Ubisoft Entertainment SA (UBI.PA) at 23.03%. This indicates that UBSFY's price experiences larger fluctuations and is considered to be riskier than UBI.PA 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 Ubisoft Entertainment SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.