UNI.MI vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Unipol Gruppo S.p.A. (UNI.MI) and S&P 500 Index (^GSPC).

Performance

UNI.MI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Unipol Gruppo S.p.A. (UNI.MI) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

UNI.MI vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UNI.MI Unipol Gruppo S.p.A.	0.34%	79.85%	143.02%	22.00%	1.43%	36.88%	-15.68%	51.41%	-6.00%	19.55%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, UNI.MI achieves a 0.34% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, UNI.MI has outperformed ^GSPC with an annualized return of 27.10%, while ^GSPC has yielded a comparatively lower 12.07% annualized return.

UNI.MI

• 1D: 4.01%
• 1M: 1.88%
• YTD: 0.34%
• 6M: 12.76%
• 1Y: 43.39%
• 3Y*: 72.62%
• 5Y*: 43.58%
• 10Y*: 27.10%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

UNI.MI vs. ^GSPC — Risk / Return Rank

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

UNI.MI

UNI.MI Risk / Return Rank: 81
UNI.MI Sharpe Ratio Rank: 82
UNI.MI Sortino Ratio Rank: 77
UNI.MI Omega Ratio Rank: 78
UNI.MI Calmar Ratio Rank: 81
UNI.MI Martin Ratio Rank: 87

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

UNI.MI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unipol Gruppo S.p.A. (UNI.MI) and S&P 500 Index (^GSPC). 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.

	UNI.MI	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.45	0.43	+1.01
Sortino ratio Return per unit of downside risk	1.98	0.73	+1.25
Omega ratio Gain probability vs. loss probability	1.27	1.12	+0.16
Calmar ratio Return relative to maximum drawdown	2.55	0.66	+1.89
Martin ratio Return relative to average drawdown	9.01	2.77	+6.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UNI.MI vs. ^GSPC - Sharpe Ratio Comparison

The current UNI.MI Sharpe Ratio is 1.45, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of UNI.MI and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UNI.MI	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	0.43	+1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.59	0.64	+0.95
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.65	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.45	-0.43

Correlation

The correlation between UNI.MI and ^GSPC is 0.26, 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.

Drawdowns

UNI.MI vs. ^GSPC - Drawdown Comparison

The maximum UNI.MI drawdown since its inception was -97.61%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for UNI.MI and ^GSPC.

Drawdown Indicators

	UNI.MI	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-97.61%	-56.78%	-40.83%
Max Drawdown (1Y) Largest decline over 1 year	-16.99%	-12.14%	-4.85%
Max Drawdown (5Y) Largest decline over 5 years	-27.19%	-25.43%	-1.76%
Max Drawdown (10Y) Largest decline over 10 years	-54.15%	-33.92%	-20.23%
Current Drawdown Current decline from peak	-20.66%	-5.78%	-14.88%
Average Drawdown Average peak-to-trough decline	-54.65%	-10.75%	-43.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.82%	2.60%	+2.22%

Volatility

UNI.MI vs. ^GSPC - Volatility Comparison

Unipol Gruppo S.p.A. (UNI.MI) has a higher volatility of 9.68% compared to S&P 500 Index (^GSPC) at 4.42%. This indicates that UNI.MI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UNI.MI	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.68%	4.42%	+5.26%
Volatility (6M) Calculated over the trailing 6-month period	20.23%	9.93%	+10.30%
Volatility (1Y) Calculated over the trailing 1-year period	30.12%	20.69%	+9.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.16%	16.81%	+10.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.43%	18.63%	+13.80%