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UL vs. ABDN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UL vs. ABDN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Unilever Group (UL) and Abrdn plc (ABDN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UL is traded in USD, while ABDN.L is traded in GBp. To make them comparable, the ABDN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, UL achieves a -12.75% return, which is significantly lower than ABDN.L's 18.13% return. Over the past 10 years, UL has outperformed ABDN.L with an annualized return of 4.43%, while ABDN.L has yielded a comparatively lower 2.69% annualized return.


UL

1D
-1.11%
1M
-3.03%
YTD
-12.75%
6M
-8.37%
1Y
-18.21%
3Y*
3.46%
5Y*
-0.18%
10Y*
4.43%

ABDN.L

1D
-0.87%
1M
5.07%
YTD
18.13%
6M
25.17%
1Y
36.61%
3Y*
14.82%
5Y*
3.78%
10Y*
2.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UL vs. ABDN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UL
The Unilever Group
-12.75%5.96%20.90%-0.17%-2.82%-7.61%9.04%12.88%-2.34%40.15%
ABDN.L
Abrdn plc
18.13%69.86%-14.29%7.49%-23.98%-10.58%-2.46%44.40%-48.08%36.56%

Correlation

The correlation between UL and ABDN.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2007

0.30

Over the past year, the correlation between UL and ABDN.L has dropped to 0.06 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

Fundamentals

EPS

UL:

$5.06

ABDN.L:

£0.70

PE Ratio

UL:

11.08

ABDN.L:

3.39

PEG Ratio

UL:

2.17

ABDN.L:

0.00

PS Ratio

UL:

1.20

ABDN.L:

0.67

Total Revenue (TTM)

UL:

$109.27B

ABDN.L:

£3.20B

Gross Profit (TTM)

UL:

$90.89B

ABDN.L:

£3.05B

EBITDA (TTM)

UL:

$24.12B

ABDN.L:

£796.00M

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Return for Risk

UL vs. ABDN.L — Risk / Return Rank

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

UL
UL Risk / Return Rank: 1010
Overall Rank
UL Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UL Sortino Ratio Rank: 1010
Sortino Ratio Rank
UL Omega Ratio Rank: 1111
Omega Ratio Rank
UL Calmar Ratio Rank: 1515
Calmar Ratio Rank
UL Martin Ratio Rank: 55
Martin Ratio Rank

ABDN.L
ABDN.L Risk / Return Rank: 7979
Overall Rank
ABDN.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ABDN.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
ABDN.L Omega Ratio Rank: 7676
Omega Ratio Rank
ABDN.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
ABDN.L Martin Ratio Rank: 8484
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.

UL vs. ABDN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Unilever Group (UL) and Abrdn plc (ABDN.L). 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.


ULABDN.LDifference
Sharpe ratioReturn per unit of total volatility

-2.09

Sortino ratioReturn per unit of downside risk

-2.88

Omega ratioGain probability vs. loss probability

0.87

1.23

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.73

2.19

-2.92

Martin ratioReturn relative to average drawdown

-1.53

6.81

-8.33

UL vs. ABDN.L - Sharpe Ratio Comparison

The current UL Sharpe Ratio is -0.86, which is lower than the ABDN.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of UL and ABDN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ULABDN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

1.23

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.11

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.07

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.02

+0.37

Drawdowns

UL vs. ABDN.L - Drawdown Comparison

The maximum UL drawdown since its inception was -53.55%, smaller than the maximum ABDN.L drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for UL and ABDN.L.


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Drawdown Indicators


ULABDN.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.55%

-73.92%

+20.37%

Max Drawdown (1Y)

Largest decline over 1 year

-25.09%

-16.65%

-8.44%

Max Drawdown (3Y)

Largest decline over 3 years

-25.09%

-39.30%

+14.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.53%

-61.23%

+34.70%

Max Drawdown (10Y)

Largest decline over 10 years

-30.13%

-70.03%

+39.90%

Current Drawdown

Current decline from peak

-23.50%

-23.97%

+0.47%

Average Drawdown

Average peak-to-trough decline

-10.60%

-37.49%

+26.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.93%

5.36%

+6.57%

Volatility

UL vs. ABDN.L - Volatility Comparison

The current volatility for The Unilever Group (UL) is 5.63%, while Abrdn plc (ABDN.L) has a volatility of 8.19%. This indicates that UL experiences smaller price fluctuations and is considered to be less risky than ABDN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULABDN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

8.19%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

18.17%

24.67%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

29.76%

-8.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

35.37%

-14.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

36.99%

-15.37%

Dividends

UL vs. ABDN.L - Dividend Comparison

UL's dividend yield for the trailing twelve months is around 4.07%, less than ABDN.L's 6.18% yield.


PositionTTM20252024202320222021202020192018201720162015
ABDN.L
Abrdn plc
6.18%7.10%10.34%8.17%7.71%6.06%7.68%6.58%10.54%5.33%5.78%5.12%
UL
The Unilever Group
4.07%3.51%3.29%3.83%3.57%3.77%3.07%3.18%3.49%2.80%3.42%3.02%

Financials

UL vs. ABDN.L - Financials Comparison

This section allows you to compare key financial metrics between The Unilever Group and Abrdn plc. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20212022202320242025
18.38B
1.04B
(UL) Total Revenue
(ABDN.L) Total Revenue
Please note, different currencies. UL values in USD, ABDN.L values in GBp

Frequently Asked Questions


UL and ABDN.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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