UBSG.SW vs. BAC
Compare and contrast key facts about UBS Group AG (UBSG.SW) and Bank of America Corporation (BAC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UBSG.SW or BAC.
Key characteristics
| UBSG.SW | BAC | |
|---|---|---|
| YTD Return | 5.48% | 28.15% |
| 1Y Return | 29.73% | 65.11% |
| 3Y Return (Ann) | 19.26% | -1.44% |
| 5Y Return (Ann) | 20.55% | 8.57% |
| 10Y Return (Ann) | 8.23% | 11.75% |
| Sharpe Ratio | 1.17 | 2.99 |
| Sortino Ratio | 1.63 | 4.21 |
| Omega Ratio | 1.23 | 1.52 |
| Calmar Ratio | 0.50 | 1.57 |
| Martin Ratio | 4.64 | 12.71 |
| Ulcer Index | 6.35% | 5.45% |
| Daily Std Dev | 25.30% | 23.21% |
| Max Drawdown | -87.95% | -93.45% |
| Current Drawdown | -46.66% | -7.80% |
Fundamentals
| UBSG.SW | BAC | |
|---|---|---|
| Market Cap | CHF 87.03B | $326.33B |
| EPS | CHF 0.42 | $2.76 |
| PE Ratio | 64.71 | 15.33 |
| PEG Ratio | 0.40 | 1.94 |
| Total Revenue (TTM) | CHF 34.21B | $95.85B |
| Gross Profit (TTM) | CHF 33.66B | $94.17B |
| EBITDA (TTM) | CHF 1.58B | $18.44B |
Correlation
The correlation between UBSG.SW and BAC is 0.32, 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.
Performance
UBSG.SW vs. BAC - Performance Comparison
In the year-to-date period, UBSG.SW achieves a 5.48% return, which is significantly lower than BAC's 28.15% return. Over the past 10 years, UBSG.SW has underperformed BAC with an annualized return of 8.23%, while BAC has yielded a comparatively higher 11.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UBSG.SW vs. BAC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS Group AG (UBSG.SW) and Bank of America Corporation (BAC). 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.
Dividends
UBSG.SW vs. BAC - Dividend Comparison
UBSG.SW's dividend yield for the trailing twelve months is around 1.17%, less than BAC's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBSG.SW UBS Group AG | 1.17% | 0.95% | 1.35% | 1.04% | 4.16% | 5.73% | 5.31% | 3.34% | 3.76% | 3.84% | 1.46% | 0.89% |
BAC Bank of America Corporation | 2.32% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
Drawdowns
UBSG.SW vs. BAC - Drawdown Comparison
The maximum UBSG.SW drawdown since its inception was -87.95%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for UBSG.SW and BAC. For additional features, visit the drawdowns tool.
Volatility
UBSG.SW vs. BAC - Volatility Comparison
UBS Group AG (UBSG.SW) and Bank of America Corporation (BAC) have volatilities of 6.69% and 6.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
UBSG.SW vs. BAC - Financials Comparison
This section allows you to compare key financial metrics between UBS Group AG and Bank of America Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities