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ULVR.L vs. BN.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ULVR.L vs. BN.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Unilever PLC (ULVR.L) and Danone S.A. (BN.PA). The values are adjusted to include any dividend payments, if applicable.

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ULVR.L vs. BN.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ULVR.L
Unilever PLC
-12.94%3.40%23.94%-5.61%10.27%-6.64%4.45%9.39%3.09%29.42%
BN.PA
Danone S.A.
-9.72%27.79%9.81%20.81%-1.75%-1.24%-20.42%16.44%-8.60%24.39%
Different Trading Currencies

ULVR.L is traded in GBp, while BN.PA is traded in EUR. To make them comparable, the BN.PA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ULVR.L achieves a -12.94% return, which is significantly lower than BN.PA's -9.72% return. Over the past 10 years, ULVR.L has outperformed BN.PA with an annualized return of 5.84%, while BN.PA has yielded a comparatively lower 5.32% annualized return.


ULVR.L

1D
-7.28%
1M
-23.19%
YTD
-12.94%
6M
-9.44%
1Y
-11.99%
3Y*
1.36%
5Y*
3.22%
10Y*
5.84%

BN.PA

1D
0.30%
1M
-5.08%
YTD
-9.72%
6M
-6.60%
1Y
4.83%
3Y*
9.78%
5Y*
7.57%
10Y*
5.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ULVR.L vs. BN.PA — Risk / Return Rank

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

ULVR.L
ULVR.L Risk / Return Rank: 1515
Overall Rank
ULVR.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ULVR.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ULVR.L Omega Ratio Rank: 1616
Omega Ratio Rank
ULVR.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
ULVR.L Martin Ratio Rank: 33
Martin Ratio Rank

BN.PA
BN.PA Risk / Return Rank: 3737
Overall Rank
BN.PA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BN.PA Sortino Ratio Rank: 3535
Sortino Ratio Rank
BN.PA Omega Ratio Rank: 3434
Omega Ratio Rank
BN.PA Calmar Ratio Rank: 3737
Calmar Ratio Rank
BN.PA Martin Ratio Rank: 3636
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.

ULVR.L vs. BN.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unilever PLC (ULVR.L) and Danone S.A. (BN.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.


ULVR.LBN.PADifference

Sharpe ratio

Return per unit of total volatility

-0.61

0.21

-0.82

Sortino ratio

Return per unit of downside risk

-0.71

0.47

-1.18

Omega ratio

Gain probability vs. loss probability

0.91

1.06

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.53

0.05

-0.58

Martin ratio

Return relative to average drawdown

-1.89

0.14

-2.03

ULVR.L vs. BN.PA - Sharpe Ratio Comparison

The current ULVR.L Sharpe Ratio is -0.61, which is lower than the BN.PA Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of ULVR.L and BN.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.


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Sharpe Ratios by Period


ULVR.LBN.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

0.21

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.38

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.26

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.23

+0.24

Correlation

The correlation between ULVR.L and BN.PA is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ULVR.L vs. BN.PA - Dividend Comparison

ULVR.L's dividend yield for the trailing twelve months is around 4.11%, more than BN.PA's 3.11% yield.


TTM20252024202320222021202020192018201720162015
ULVR.L
Unilever PLC
4.11%3.59%3.39%4.15%3.65%3.93%3.47%3.42%3.41%3.10%3.33%3.13%
BN.PA
Danone S.A.
3.11%2.80%3.22%3.41%3.94%3.55%3.91%2.63%3.09%2.43%2.66%2.41%

Drawdowns

ULVR.L vs. BN.PA - Drawdown Comparison

The maximum ULVR.L drawdown since its inception was -51.35%, which is greater than BN.PA's maximum drawdown of -43.07%. Use the drawdown chart below to compare losses from any high point for ULVR.L and BN.PA.


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Drawdown Indicators


ULVR.LBN.PADifference

Max Drawdown

Largest peak-to-trough decline

-51.35%

-46.10%

-5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-23.19%

-17.29%

-5.90%

Max Drawdown (5Y)

Largest decline over 5 years

-23.19%

-26.95%

+3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-31.56%

-40.87%

+9.31%

Current Drawdown

Current decline from peak

-23.19%

-13.27%

-9.92%

Average Drawdown

Average peak-to-trough decline

-9.59%

-14.14%

+4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.46%

7.04%

-0.58%

Volatility

ULVR.L vs. BN.PA - Volatility Comparison

Unilever PLC (ULVR.L) has a higher volatility of 9.11% compared to Danone S.A. (BN.PA) at 7.32%. This indicates that ULVR.L's price experiences larger fluctuations and is considered to be riskier than BN.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULVR.LBN.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

7.32%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

15.26%

17.94%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

22.93%

-3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

19.36%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

20.21%

-0.41%

Financials

ULVR.L vs. BN.PA - Financials Comparison

This section allows you to compare key financial metrics between Unilever PLC and Danone 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ULVR.L values in GBp, BN.PA values in EUR