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UNCRY vs. NSRGY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UNCRY and NSRGY is 0.33, 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

UNCRY vs. NSRGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UniCredit SpA ADR (UNCRY) and Nestlé S.A. (NSRGY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UNCRY:

1.81

NSRGY:

0.20

Sortino Ratio

UNCRY:

2.34

NSRGY:

0.68

Omega Ratio

UNCRY:

1.33

NSRGY:

1.08

Calmar Ratio

UNCRY:

2.87

NSRGY:

0.20

Martin Ratio

UNCRY:

9.21

NSRGY:

0.56

Ulcer Index

UNCRY:

7.01%

NSRGY:

13.73%

Daily Std Dev

UNCRY:

36.12%

NSRGY:

22.45%

Max Drawdown

UNCRY:

-69.28%

NSRGY:

-41.23%

Current Drawdown

UNCRY:

0.00%

NSRGY:

-16.21%

Fundamentals

Market Cap

UNCRY:

$94.24B

NSRGY:

$271.79B

EPS

UNCRY:

$3.27

NSRGY:

$5.09

PE Ratio

UNCRY:

9.25

NSRGY:

20.74

PEG Ratio

UNCRY:

95.33

NSRGY:

3.35

PS Ratio

UNCRY:

3.93

NSRGY:

2.96

PB Ratio

UNCRY:

1.32

NSRGY:

6.21

Total Revenue (TTM)

UNCRY:

$18.44B

NSRGY:

$45.23B

Gross Profit (TTM)

UNCRY:

$18.44B

NSRGY:

$21.44B

EBITDA (TTM)

UNCRY:

$3.88B

NSRGY:

$9.56B

Returns By Period

In the year-to-date period, UNCRY achieves a 56.62% return, which is significantly higher than NSRGY's 33.40% return.


UNCRY

YTD

56.62%

1M

18.51%

6M

48.92%

1Y

65.06%

5Y*

60.75%

10Y*

N/A

NSRGY

YTD

33.40%

1M

6.02%

6M

20.49%

1Y

3.75%

5Y*

2.23%

10Y*

6.03%

*Annualized

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Risk-Adjusted Performance

UNCRY vs. NSRGY — Risk-Adjusted Performance Rank

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

UNCRY
The Risk-Adjusted Performance Rank of UNCRY is 9393
Overall Rank
The Sharpe Ratio Rank of UNCRY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of UNCRY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of UNCRY is 9090
Omega Ratio Rank
The Calmar Ratio Rank of UNCRY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of UNCRY is 9494
Martin Ratio Rank

NSRGY
The Risk-Adjusted Performance Rank of NSRGY is 5959
Overall Rank
The Sharpe Ratio Rank of NSRGY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of NSRGY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of NSRGY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of NSRGY is 6161
Calmar Ratio Rank
The Martin Ratio Rank of NSRGY is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UNCRY vs. NSRGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UniCredit SpA ADR (UNCRY) and Nestlé S.A. (NSRGY). 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.


The current UNCRY Sharpe Ratio is 1.81, which is higher than the NSRGY Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of UNCRY and NSRGY, 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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Dividends

UNCRY vs. NSRGY - Dividend Comparison

UNCRY's dividend yield for the trailing twelve months is around 4.37%, more than NSRGY's 3.22% yield.


TTM20242023202220212020201920182017201620152014
UNCRY
UniCredit SpA ADR
4.37%7.26%4.00%4.00%0.94%0.00%2.06%2.20%0.00%0.00%0.00%0.00%
NSRGY
Nestlé S.A.
3.22%4.17%2.76%2.64%2.18%2.34%2.24%3.12%2.68%3.16%3.11%3.32%

Drawdowns

UNCRY vs. NSRGY - Drawdown Comparison

The maximum UNCRY drawdown since its inception was -69.28%, which is greater than NSRGY's maximum drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for UNCRY and NSRGY. For additional features, visit the drawdowns tool.


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Volatility

UNCRY vs. NSRGY - Volatility Comparison

UniCredit SpA ADR (UNCRY) has a higher volatility of 12.66% compared to Nestlé S.A. (NSRGY) at 6.08%. This indicates that UNCRY's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

UNCRY vs. NSRGY - Financials Comparison

This section allows you to compare key financial metrics between UniCredit SpA ADR and Nestlé 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


0.0010.00B20.00B30.00B40.00B50.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
6.02B
45.23B
(UNCRY) Total Revenue
(NSRGY) Total Revenue
Values in USD except per share items