UNM vs. ^GSPC
Compare and contrast key facts about Unum Group (UNM) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UNM or ^GSPC.
Performance
UNM vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, UNM achieves a 64.15% return, which is significantly higher than ^GSPC's 24.05% return. Both investments have delivered pretty close results over the past 10 years, with UNM having a 11.48% annualized return and ^GSPC not far behind at 11.14%.
UNM
64.15%
14.05%
38.65%
75.44%
24.29%
11.48%
^GSPC
24.05%
0.89%
11.19%
30.12%
13.82%
11.14%
Key characteristics
| UNM | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 3.65 | 2.54 |
| Sortino Ratio | 4.95 | 3.40 |
| Omega Ratio | 1.68 | 1.47 |
| Calmar Ratio | 4.18 | 3.66 |
| Martin Ratio | 21.47 | 16.28 |
| Ulcer Index | 3.46% | 1.91% |
| Daily Std Dev | 20.32% | 12.25% |
| Max Drawdown | -89.38% | -56.78% |
| Current Drawdown | -1.52% | -1.41% |
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Correlation
The correlation between UNM and ^GSPC is 0.50, 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.
Risk-Adjusted Performance
UNM vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) and S&P 500 (^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.
Drawdowns
UNM vs. ^GSPC - Drawdown Comparison
The maximum UNM drawdown since its inception was -89.38%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for UNM and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
UNM vs. ^GSPC - Volatility Comparison
Unum Group (UNM) has a higher volatility of 9.71% compared to S&P 500 (^GSPC) at 4.07%. This indicates that UNM'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.