UL vs. IVZ
Compare and contrast key facts about The Unilever Group (UL) and Invesco Ltd. (IVZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UL or IVZ.
Key characteristics
| UL | IVZ | |
|---|---|---|
| YTD Return | 33.16% | 8.53% |
| 1Y Return | 34.67% | 53.57% |
| 3Y Return (Ann) | 10.17% | -5.23% |
| 5Y Return (Ann) | 4.54% | 8.15% |
| 10Y Return (Ann) | 7.92% | -2.69% |
| Sharpe Ratio | 2.26 | 1.60 |
| Sortino Ratio | 3.51 | 2.09 |
| Omega Ratio | 1.45 | 1.28 |
| Calmar Ratio | 1.86 | 0.64 |
| Martin Ratio | 14.63 | 5.01 |
| Ulcer Index | 2.38% | 10.11% |
| Daily Std Dev | 15.35% | 31.61% |
| Max Drawdown | -53.55% | -91.11% |
| Current Drawdown | -4.03% | -66.26% |
Fundamentals
| UL | IVZ | |
|---|---|---|
| Market Cap | $156.96B | $8.23B |
| EPS | $2.86 | -$0.74 |
| PEG Ratio | 16.97 | 1.62 |
| Total Revenue (TTM) | $60.29B | $4.38B |
| Gross Profit (TTM) | $25.86B | $2.29B |
| EBITDA (TTM) | $11.95B | $829.60M |
Correlation
The correlation between UL and IVZ 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
UL vs. IVZ - Performance Comparison
In the year-to-date period, UL achieves a 33.16% return, which is significantly higher than IVZ's 8.53% return. Over the past 10 years, UL has outperformed IVZ with an annualized return of 7.92%, while IVZ has yielded a comparatively lower -2.69% 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
UL vs. IVZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Unilever Group (UL) and Invesco Ltd. (IVZ). 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
UL vs. IVZ - Dividend Comparison
UL's dividend yield for the trailing twelve months is around 2.93%, less than IVZ's 4.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UL The Unilever Group | 2.93% | 3.83% | 3.61% | 3.77% | 3.07% | 3.18% | 3.49% | 2.82% | 3.44% | 3.06% | 3.72% | 3.39% |
IVZ Invesco Ltd. | 4.35% | 4.41% | 4.07% | 2.89% | 4.45% | 6.84% | 7.11% | 3.15% | 3.66% | 3.17% | 2.47% | 2.33% |
Drawdowns
UL vs. IVZ - Drawdown Comparison
The maximum UL drawdown since its inception was -53.55%, smaller than the maximum IVZ drawdown of -91.11%. Use the drawdown chart below to compare losses from any high point for UL and IVZ. For additional features, visit the drawdowns tool.
Volatility
UL vs. IVZ - Volatility Comparison
The current volatility for The Unilever Group (UL) is 3.25%, while Invesco Ltd. (IVZ) has a volatility of 7.46%. This indicates that UL experiences smaller price fluctuations and is considered to be less risky than IVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
UL vs. IVZ - Financials Comparison
This section allows you to compare key financial metrics between The Unilever Group and Invesco Ltd.. 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