UN0.DE vs. RWE.DE
UN0.DE (Uniper SE) and RWE.DE (RWE AG) are both stocks. Both are in the Utilities sector — UN0.DE in Utilities - Independent Power Producers, RWE.DE in Utilities - Diversified. Over the past 5 years, UN0.DE returned -39.46%/yr vs 15.45%/yr for RWE.DE. At a 0.32 correlation, their price movements are largely independent.
Performance
UN0.DE vs. RWE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UN0.DE achieves a 48.05% return, which is significantly higher than RWE.DE's 25.72% return.
UN0.DE
- 1D
- 4.93%
- 1M
- 11.63%
- YTD
- 48.05%
- 6M
- 42.61%
- 1Y
- 21.40%
- 3Y*
- -21.24%
- 5Y*
- -39.46%
- 10Y*
- —
RWE.DE
- 1D
- -2.35%
- 1M
- -6.09%
- YTD
- 25.72%
- 6M
- 32.15%
- 1Y
- 71.44%
- 3Y*
- 15.73%
- 5Y*
- 15.45%
- 10Y*
- 19.74%
UN0.DE vs. RWE.DE - Yearly Performance Comparison
Correlation
The correlation between UN0.DE and RWE.DE is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2016 | 0.32 |
Over the past year, the correlation between UN0.DE and RWE.DE has dropped to 0.08 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
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Return for Risk
UN0.DE vs. RWE.DE — Risk / Return Rank
UN0.DE
RWE.DE
UN0.DE vs. RWE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Uniper SE (UN0.DE) and RWE AG (RWE.DE). 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.
| UN0.DE | RWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.47 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 6.76 | -6.06 |
| Martin ratioReturn relative to average drawdown | 1.56 | 16.53 | -14.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UN0.DE | RWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 2.86 | -2.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.58 | 0.60 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.21 | -0.44 |
Drawdowns
UN0.DE vs. RWE.DE - Drawdown Comparison
The maximum UN0.DE drawdown since its inception was -96.67%, which is greater than RWE.DE's maximum drawdown of -85.39%. Use the drawdown chart below to compare losses from any high point for UN0.DE and RWE.DE.
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Drawdown Indicators
| UN0.DE | RWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.67% | -85.39% | -11.28% |
Max Drawdown (1Y)Largest decline over 1 year | -30.47% | -10.37% | -20.10% |
Max Drawdown (3Y)Largest decline over 3 years | -79.07% | -30.49% | -48.58% |
Max Drawdown (5Y)Largest decline over 5 years | -96.67% | -32.19% | -64.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.02% | — |
Current DrawdownCurrent decline from peak | -94.22% | -8.19% | -86.03% |
Average DrawdownAverage peak-to-trough decline | -41.83% | -33.25% | -8.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.68% | 4.25% | +9.43% |
Volatility
UN0.DE vs. RWE.DE - Volatility Comparison
Uniper SE (UN0.DE) has a higher volatility of 20.14% compared to RWE AG (RWE.DE) at 7.84%. This indicates that UN0.DE's price experiences larger fluctuations and is considered to be riskier than RWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UN0.DE | RWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.14% | 7.84% | +12.30% |
Volatility (6M)Calculated over the trailing 6-month period | 39.24% | 18.59% | +20.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.90% | 24.49% | +21.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.53% | 25.60% | +41.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.32% | 28.40% | +22.92% |
Dividends
UN0.DE vs. RWE.DE - Dividend Comparison
UN0.DE's dividend yield for the trailing twelve months is around 1.50%, less than RWE.DE's 2.15% yield.
Financials
UN0.DE vs. RWE.DE - Financials Comparison
This section allows you to compare key financial metrics between Uniper SE and RWE AG. 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
UN0.DE and RWE.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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