UL vs. NSRGY
UL (Unilever PLC) and NSRGY (Nestlé S.A.) are both stocks. Both are in the Consumer Defensive sector — UL in Household & Personal Products, NSRGY in Packaged Foods. Over the past 10 years, UL returned 5.78%/yr vs 5.78%/yr for NSRGY. Their 0.51 correlation means they have sometimes moved together and sometimes differently.
Performance
UL vs. NSRGY - Performance Comparison
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Returns By Period
In the year-to-date period, UL achieves a 2.66% return, which is significantly lower than NSRGY's 7.21% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: UL at 5.78% and NSRGY at 5.78%.
UL
- 1D
- -1.30%
- 1M
- 7.84%
- 6M
- 0.92%
- YTD
- 2.66%
- 1Y
- 2.23%
- 3Y*
- 6.22%
- 5Y*
- 3.97%
- 10Y*
- 5.78%
- ALL TIME*
- 9.56%
NSRGY
- 1D
- 1.37%
- 1M
- -2.68%
- 6M
- 13.04%
- YTD
- 7.21%
- 1Y
- 17.97%
- 3Y*
- -2.88%
- 5Y*
- -1.32%
- 10Y*
- 5.78%
- ALL TIME*
- 3.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
NSRGY Nestlé S.A. | $43.39M | $55.54M | $45.44M |
| $340.84M | $286.47M | $254.19M |
UL vs. NSRGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UL Unilever PLC | 2.66% | 5.96% | 20.90% | -0.17% | -2.82% | -7.61% | 9.04% | 12.88% | -2.34% | 40.15% |
NSRGY Nestlé S.A. | 7.21% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
Correlation
The correlation between UL and NSRGY is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.51 |
The correlation between UL and NSRGY has been stable across timeframes, ranging from 0.49 to 0.53 - a consistent structural relationship.
Fundamentals
UL:
$142.18B
NSRGY:
$261.80B
UL:
€5.38
NSRGY:
CHF 6.90
UL:
10.76
NSRGY:
12.07
UL:
1.14
NSRGY:
1.19
UL:
€111.11B
NSRGY:
CHF 179.82B
UL:
€111.26B
NSRGY:
CHF 82.84B
UL:
€24.12B
NSRGY:
CHF 35.74B
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Return for Risk
UL vs. NSRGY — Risk / Return Rank
UL
NSRGY
UL vs. NSRGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unilever PLC (UL) and Nestlé S.A. (NSRGY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UL | NSRGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.16 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 1.28 | -1.19 |
| Martin ratioReturn relative to average drawdown | 0.17 | 2.71 | -2.54 |
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Drawdowns
UL vs. NSRGY - Drawdown Comparison
The maximum UL drawdown since its inception was -53.55%, smaller than the maximum NSRGY drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for UL and NSRGY.
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Drawdown Indicators
| UL | NSRGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.55% | -75.68% | +22.13% |
Max Drawdown (1Y)Largest decline over 1 year | -25.09% | -14.10% | -10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -25.09% | -32.45% | +7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -38.24% | +13.15% |
Max Drawdown (10Y)Largest decline over 10 years | -30.13% | -38.24% | +8.11% |
Current DrawdownCurrent decline from peak | -9.99% | -16.03% | +6.04% |
Average DrawdownAverage peak-to-trough decline | -10.63% | -24.10% | +13.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.43% | 6.66% | +6.77% |
Volatility
UL vs. NSRGY - Volatility Comparison
Unilever PLC (UL) has a higher volatility of 11.13% compared to Nestlé S.A. (NSRGY) at 9.62%. This indicates that UL's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UL | NSRGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.13% | 9.62% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 19.57% | 17.15% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.13% | 23.19% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.28% | 20.37% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 18.58% | +3.16% |
Dividends
UL vs. NSRGY - Dividend Comparison
UL's dividend yield for the trailing twelve months is around 3.45%, less than NSRGY's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 3.94% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
UL Unilever PLC | 3.45% | 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. NSRGY - Financials Comparison
This section allows you to compare key financial metrics between Unilever PLC and Nestlé S.A.. 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
Frequently Asked Questions
UL and NSRGY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UL has higher volatility (11.13%) compared to NSRGY (9.62%). In terms of maximum drawdown, UL dropped -53.55% vs NSRGY's -75.68%.
NSRGY currently has the higher Sharpe Ratio (0.78 vs 0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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