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UNCFF vs. BMPS.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

UNCFF vs. BMPS.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UniCredit S.p.A (UNCFF) and Banca Monte dei Paschi di Siena SpA (BMPS.MI). The values are adjusted to include any dividend payments, if applicable.

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UNCFF vs. BMPS.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNCFF
UniCredit S.p.A
-10.10%121.55%69.13%117.40%-3.13%85.12%-29.35%31.86%-36.64%556.15%
BMPS.MI
Banca Monte dei Paschi di Siena SpA
-17.77%69.49%121.10%63.27%-90.22%-21.20%-18.11%-8.49%-63.59%-70.37%
Different Trading Currencies

UNCFF is traded in USD, while BMPS.MI is traded in EUR. To make them comparable, the BMPS.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, UNCFF achieves a -10.10% return, which is significantly higher than BMPS.MI's -17.77% return. Over the past 10 years, UNCFF has outperformed BMPS.MI with an annualized return of 45.14%, while BMPS.MI has yielded a comparatively lower -37.74% annualized return.


UNCFF

1D
3.08%
1M
-8.78%
YTD
-10.10%
6M
-2.47%
1Y
39.82%
3Y*
77.05%
5Y*
62.86%
10Y*
45.14%

BMPS.MI

1D
2.78%
1M
-6.97%
YTD
-17.77%
6M
-3.13%
1Y
22.99%
3Y*
68.27%
5Y*
-18.65%
10Y*
-37.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UniCredit S.p.A

Return for Risk

UNCFF vs. BMPS.MI — Risk / Return Rank

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

UNCFF
UNCFF Risk / Return Rank: 6969
Overall Rank
UNCFF Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
UNCFF Sortino Ratio Rank: 6767
Sortino Ratio Rank
UNCFF Omega Ratio Rank: 6565
Omega Ratio Rank
UNCFF Calmar Ratio Rank: 6969
Calmar Ratio Rank
UNCFF Martin Ratio Rank: 7575
Martin Ratio Rank

BMPS.MI
BMPS.MI Risk / Return Rank: 5252
Overall Rank
BMPS.MI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BMPS.MI Sortino Ratio Rank: 4949
Sortino Ratio Rank
BMPS.MI Omega Ratio Rank: 4747
Omega Ratio Rank
BMPS.MI Calmar Ratio Rank: 5454
Calmar Ratio Rank
BMPS.MI Martin Ratio Rank: 5656
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.

UNCFF vs. BMPS.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UniCredit S.p.A (UNCFF) and Banca Monte dei Paschi di Siena SpA (BMPS.MI). 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.


UNCFFBMPS.MIDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.61

+0.34

Sortino ratio

Return per unit of downside risk

1.53

1.07

+0.46

Omega ratio

Gain probability vs. loss probability

1.19

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

1.47

0.87

+0.60

Martin ratio

Return relative to average drawdown

4.85

2.38

+2.47

UNCFF vs. BMPS.MI - Sharpe Ratio Comparison

The current UNCFF Sharpe Ratio is 0.95, which is higher than the BMPS.MI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of UNCFF and BMPS.MI, 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


UNCFFBMPS.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.61

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

-0.36

+1.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

-0.63

+0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.59

+0.65

Correlation

The correlation between UNCFF and BMPS.MI is 0.34, 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.


Dividends

UNCFF vs. BMPS.MI - Dividend Comparison

UNCFF's dividend yield for the trailing twelve months is around 4.50%, less than BMPS.MI's 11.31% yield.


TTM2025202420232022202120202019201820172016
UNCFF
UniCredit S.p.A
4.50%4.05%14.49%7.87%4.13%7.24%7.36%4.20%6.21%0.00%4.21%
BMPS.MI
Banca Monte dei Paschi di Siena SpA
11.31%9.42%3.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UNCFF vs. BMPS.MI - Drawdown Comparison

The maximum UNCFF drawdown since its inception was -90.39%, smaller than the maximum BMPS.MI drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UNCFF and BMPS.MI.


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Drawdown Indicators


UNCFFBMPS.MIDifference

Max Drawdown

Largest peak-to-trough decline

-90.39%

-100.00%

+9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-28.72%

-25.49%

-3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-52.18%

-93.88%

+41.70%

Max Drawdown (10Y)

Largest decline over 10 years

-75.71%

-99.89%

+24.18%

Current Drawdown

Current decline from peak

-20.86%

-100.00%

+79.14%

Average Drawdown

Average peak-to-trough decline

-40.88%

-72.19%

+31.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.70%

9.69%

-0.99%

Volatility

UNCFF vs. BMPS.MI - Volatility Comparison

UniCredit S.p.A (UNCFF) has a higher volatility of 15.29% compared to Banca Monte dei Paschi di Siena SpA (BMPS.MI) at 11.35%. This indicates that UNCFF's price experiences larger fluctuations and is considered to be riskier than BMPS.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNCFFBMPS.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.29%

11.35%

+3.94%

Volatility (6M)

Calculated over the trailing 6-month period

27.06%

25.29%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

42.25%

37.57%

+4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.02%

51.89%

-6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

286.97%

59.11%

+227.86%

Financials

UNCFF vs. BMPS.MI - Financials Comparison

This section allows you to compare key financial metrics between UniCredit S.p.A and Banca Monte dei Paschi di Siena SpA. 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. UNCFF values in USD, BMPS.MI values in EUR