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

Performance

UNCFF vs. ISP.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UniCredit S.p.A (UNCFF) and Intesa Sanpaolo SpA (ISP.MI). The values are adjusted to include any dividend payments, if applicable.

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UNCFF vs. ISP.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNCFF
UniCredit S.p.A
-12.78%121.55%69.13%117.40%-3.13%85.12%-29.35%31.86%-36.64%556.15%
ISP.MI
Intesa Sanpaolo SpA
-14.13%85.33%50.11%44.04%-6.98%19.27%3.80%30.34%-28.42%39.17%
Different Trading Currencies

UNCFF is traded in USD, while ISP.MI is traded in EUR. To make them comparable, the ISP.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 -12.78% return, which is significantly higher than ISP.MI's -14.13% return. Over the past 10 years, UNCFF has outperformed ISP.MI with an annualized return of 44.70%, while ISP.MI has yielded a comparatively lower 17.86% annualized return.


UNCFF

1D
7.70%
1M
-15.81%
YTD
-12.78%
6M
-5.41%
1Y
37.93%
3Y*
75.27%
5Y*
61.87%
10Y*
44.70%

ISP.MI

1D
2.10%
1M
-13.38%
YTD
-14.13%
6M
-6.22%
1Y
24.96%
3Y*
43.91%
5Y*
26.88%
10Y*
17.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UNCFF vs. ISP.MI — Risk / Return Rank

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

UNCFF
UNCFF Risk / Return Rank: 6868
Overall Rank
UNCFF Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UNCFF Sortino Ratio Rank: 6767
Sortino Ratio Rank
UNCFF Omega Ratio Rank: 6565
Omega Ratio Rank
UNCFF Calmar Ratio Rank: 6565
Calmar Ratio Rank
UNCFF Martin Ratio Rank: 7171
Martin Ratio Rank

ISP.MI
ISP.MI Risk / Return Rank: 6161
Overall Rank
ISP.MI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ISP.MI Sortino Ratio Rank: 5555
Sortino Ratio Rank
ISP.MI Omega Ratio Rank: 5656
Omega Ratio Rank
ISP.MI Calmar Ratio Rank: 6262
Calmar Ratio Rank
ISP.MI Martin Ratio Rank: 6666
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. ISP.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UniCredit S.p.A (UNCFF) and Intesa Sanpaolo SpA (ISP.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.


UNCFFISP.MIDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.89

+0.01

Sortino ratio

Return per unit of downside risk

1.48

1.27

+0.21

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.15

1.21

-0.06

Martin ratio

Return relative to average drawdown

3.84

3.97

-0.14

UNCFF vs. ISP.MI - Sharpe Ratio Comparison

The current UNCFF Sharpe Ratio is 0.90, which is comparable to the ISP.MI Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of UNCFF and ISP.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


UNCFFISP.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.89

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.38

0.90

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.54

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.14

-0.09

Correlation

The correlation between UNCFF and ISP.MI is 0.53, 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

UNCFF vs. ISP.MI - Dividend Comparison

UNCFF's dividend yield for the trailing twelve months is around 4.64%, less than ISP.MI's 6.92% yield.


TTM20252024202320222021202020192018201720162015
UNCFF
UniCredit S.p.A
4.64%4.05%14.49%7.87%4.13%7.24%7.36%4.20%6.21%0.00%4.21%0.00%
ISP.MI
Intesa Sanpaolo SpA
6.92%6.03%8.34%8.86%7.35%9.12%10.04%8.39%10.46%6.43%5.77%2.27%

Drawdowns

UNCFF vs. ISP.MI - Drawdown Comparison

The maximum UNCFF drawdown since its inception was -90.39%, which is greater than ISP.MI's maximum drawdown of -82.49%. Use the drawdown chart below to compare losses from any high point for UNCFF and ISP.MI.


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Drawdown Indicators


UNCFFISP.MIDifference

Max Drawdown

Largest peak-to-trough decline

-90.39%

-81.20%

-9.19%

Max Drawdown (1Y)

Largest decline over 1 year

-28.72%

-18.96%

-9.76%

Max Drawdown (5Y)

Largest decline over 5 years

-52.18%

-42.70%

-9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-75.71%

-51.49%

-24.22%

Current Drawdown

Current decline from peak

-23.23%

-15.78%

-7.45%

Average Drawdown

Average peak-to-trough decline

-40.89%

-29.25%

-11.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.60%

6.08%

+2.52%

Volatility

UNCFF vs. ISP.MI - Volatility Comparison

UniCredit S.p.A (UNCFF) has a higher volatility of 15.06% compared to Intesa Sanpaolo SpA (ISP.MI) at 9.99%. This indicates that UNCFF's price experiences larger fluctuations and is considered to be riskier than ISP.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNCFFISP.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.06%

9.99%

+5.07%

Volatility (6M)

Calculated over the trailing 6-month period

27.01%

18.05%

+8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

42.31%

28.11%

+14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.00%

29.67%

+15.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

287.03%

32.99%

+254.04%

Financials

UNCFF vs. ISP.MI - Financials Comparison

This section allows you to compare key financial metrics between UniCredit S.p.A and Intesa Sanpaolo 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, ISP.MI values in EUR