UNCRY vs. TDG
UNCRY (UniCredit SpA ADR) and TDG (TransDigm Group Incorporated) are both stocks. UNCRY operates in Banks - Regional (Financial Services), while TDG operates in Aerospace & Defense (Industrials). Over the past 5 years, UNCRY returned 52.37%/yr vs 16.93%/yr for TDG. At a 0.35 correlation, their price movements are largely independent.
Performance
UNCRY vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, UNCRY achieves a 1.37% return, which is significantly higher than TDG's -9.29% return.
UNCRY
- 1D
- -1.72%
- 1M
- -1.18%
- YTD
- 1.37%
- 6M
- 11.27%
- 1Y
- 29.46%
- 3Y*
- 69.24%
- 5Y*
- 52.37%
- 10Y*
- —
TDG
- 1D
- -2.62%
- 1M
- -0.72%
- YTD
- -9.29%
- 6M
- -10.46%
- 1Y
- -12.05%
- 3Y*
- 20.83%
- 5Y*
- 16.93%
- 10Y*
- 22.15%
UNCRY vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNCRY UniCredit SpA ADR | 1.37% | 118.78% | 57.92% | 103.38% | -2.49% | 71.06% | -37.52% | 30.84% | -40.77% | 0.52% |
TDG TransDigm Group Incorporated | -9.29% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 1.37% |
Correlation
The correlation between UNCRY and TDG is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2017 | 0.35 |
Fundamentals
UNCRY:
$123.77B
TDG:
$70.21B
UNCRY:
$3.58
TDG:
$34.79
UNCRY:
11.45
TDG:
34.67
UNCRY:
0.14
TDG:
1.03
UNCRY:
5.49
TDG:
7.38
UNCRY:
$24.09B
TDG:
$9.50B
UNCRY:
$23.20B
TDG:
$5.61B
UNCRY:
$14.22B
TDG:
$4.78B
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Return for Risk
UNCRY vs. TDG — Risk / Return Rank
UNCRY
TDG
UNCRY vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UniCredit SpA ADR (UNCRY) and TransDigm Group Incorporated (TDG). 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.
| UNCRY | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.94 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | -0.48 | +1.56 |
| Martin ratioReturn relative to average drawdown | 3.07 | -0.83 | +3.90 |
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
| UNCRY | TDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | -0.44 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.34 | 0.61 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.85 | -0.30 |
Drawdowns
UNCRY vs. TDG - Drawdown Comparison
The maximum UNCRY drawdown since its inception was -70.20%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for UNCRY and TDG.
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Drawdown Indicators
| UNCRY | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.20% | -62.64% | -7.56% |
Max Drawdown (1Y)Largest decline over 1 year | -27.25% | -25.30% | -1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -27.25% | -25.30% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -50.77% | -25.30% | -25.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | -9.93% | -20.46% | +10.53% |
Average DrawdownAverage peak-to-trough decline | -27.47% | -7.95% | -19.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.62% | 14.58% | -4.96% |
Volatility
UNCRY vs. TDG - Volatility Comparison
UniCredit SpA ADR (UNCRY) and TransDigm Group Incorporated (TDG) have volatilities of 7.83% and 7.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UNCRY | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 7.72% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 27.40% | 21.00% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.69% | 27.63% | +6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.30% | 27.81% | +11.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.27% | 33.78% | +8.49% |
Dividends
UNCRY vs. TDG - Dividend Comparison
UNCRY's dividend yield for the trailing twelve months is around 4.42%, less than TDG's 7.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | 7.46% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
UNCRY UniCredit SpA ADR | 4.42% | 4.00% | 7.31% | 3.91% | 4.01% | 0.94% | 0.00% | 1.37% | 2.29% | 0.00% | 0.00% |
Financials
UNCRY vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between UniCredit SpA ADR and TransDigm Group Incorporated. 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
UNCRY vs. TDG - Profitability Comparison
UNCRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UniCredit SpA ADR reported a gross profit of 6.62B and revenue of 7.05B. Therefore, the gross margin over that period was 93.9%.
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
UNCRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UniCredit SpA ADR reported an operating income of 4.38B and revenue of 7.05B, resulting in an operating margin of 62.2%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
UNCRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UniCredit SpA ADR reported a net income of 3.32B and revenue of 7.05B, resulting in a net margin of 47.1%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
Frequently Asked Questions
UNCRY and TDG have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UNCRY has higher volatility (7.83%) compared to TDG (7.72%). In terms of maximum drawdown, UNCRY dropped -70.20% vs TDG's -62.64%.
UNCRY currently has the higher Sharpe Ratio (0.88 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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