UMG.AS vs. WMG
Compare and contrast key facts about Universal Music Group N.V. (UMG.AS) and Warner Music Group Corp. (WMG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UMG.AS or WMG.
Key characteristics
| UMG.AS | WMG | |
|---|---|---|
| YTD Return | -6.98% | -5.34% |
| 1Y Return | -0.67% | 3.69% |
| 3Y Return (Ann) | -2.00% | -7.89% |
| Sharpe Ratio | 0.06 | 0.12 |
| Sortino Ratio | 0.28 | 0.35 |
| Omega Ratio | 1.06 | 1.05 |
| Calmar Ratio | 0.07 | 0.08 |
| Martin Ratio | 0.16 | 0.23 |
| Ulcer Index | 12.01% | 13.39% |
| Daily Std Dev | 31.43% | 26.96% |
| Max Drawdown | -36.39% | -54.04% |
| Current Drawdown | -18.40% | -28.40% |
Fundamentals
| UMG.AS | WMG | |
|---|---|---|
| Market Cap | €42.80B | $17.01B |
| EPS | €0.83 | $1.04 |
| PE Ratio | 27.78 | 31.59 |
| PEG Ratio | 2.74 | 1.31 |
| Total Revenue (TTM) | €5.96B | $4.80B |
| Gross Profit (TTM) | €2.37B | $2.13B |
| EBITDA (TTM) | €1.05B | $1.02B |
Correlation
The correlation between UMG.AS and WMG is 0.38, 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
UMG.AS vs. WMG - Performance Comparison
In the year-to-date period, UMG.AS achieves a -6.98% return, which is significantly lower than WMG's -5.34% 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
UMG.AS vs. WMG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Universal Music Group N.V. (UMG.AS) and Warner Music Group Corp. (WMG). 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
UMG.AS vs. WMG - Dividend Comparison
UMG.AS's dividend yield for the trailing twelve months is around 2.17%, more than WMG's 2.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
UMG.AS Universal Music Group N.V. | 2.17% | 1.98% | 1.95% | 0.81% | 0.00% |
WMG Warner Music Group Corp. | 2.07% | 1.84% | 1.77% | 1.25% | 0.63% |
Drawdowns
UMG.AS vs. WMG - Drawdown Comparison
The maximum UMG.AS drawdown since its inception was -36.39%, smaller than the maximum WMG drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for UMG.AS and WMG. For additional features, visit the drawdowns tool.
Volatility
UMG.AS vs. WMG - Volatility Comparison
Universal Music Group N.V. (UMG.AS) has a higher volatility of 5.72% compared to Warner Music Group Corp. (WMG) at 3.54%. This indicates that UMG.AS's price experiences larger fluctuations and is considered to be riskier than WMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
UMG.AS vs. WMG - Financials Comparison
This section allows you to compare key financial metrics between Universal Music Group N.V. and Warner Music Group Corp.. 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