PortfoliosLab logoPortfoliosLab logo
UNM vs. IDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UNM vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unum Group (UNM) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UNM vs. IDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNM
Unum Group
-5.20%8.56%66.31%13.72%73.56%11.87%-16.22%2.63%-45.22%27.19%
IDV
iShares International Select Dividend ETF
8.40%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Returns By Period

In the year-to-date period, UNM achieves a -5.20% return, which is significantly lower than IDV's 8.40% return. Over the past 10 years, UNM has outperformed IDV with an annualized return of 12.43%, while IDV has yielded a comparatively lower 10.18% annualized return.


UNM

1D
0.05%
1M
1.81%
YTD
-5.20%
6M
-4.97%
1Y
-8.25%
3Y*
26.05%
5Y*
24.95%
10Y*
12.43%

IDV

1D
2.73%
1M
-4.29%
YTD
8.40%
6M
18.79%
1Y
44.72%
3Y*
22.87%
5Y*
12.71%
10Y*
10.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UNM vs. IDV — Risk / Return Rank

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

UNM
UNM Risk / Return Rank: 2828
Overall Rank
UNM Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UNM Sortino Ratio Rank: 2626
Sortino Ratio Rank
UNM Omega Ratio Rank: 2525
Omega Ratio Rank
UNM Calmar Ratio Rank: 2929
Calmar Ratio Rank
UNM Martin Ratio Rank: 2929
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 9797
Overall Rank
IDV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 9797
Sortino Ratio Rank
IDV Omega Ratio Rank: 9797
Omega Ratio Rank
IDV Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDV Martin Ratio Rank: 9797
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.

UNM vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) and iShares International Select Dividend ETF (IDV). 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.


UNMIDVDifference

Sharpe ratio

Return per unit of total volatility

-0.28

2.88

-3.16

Sortino ratio

Return per unit of downside risk

-0.19

3.58

-3.77

Omega ratio

Gain probability vs. loss probability

0.97

1.59

-0.62

Calmar ratio

Return relative to maximum drawdown

-0.40

4.08

-4.48

Martin ratio

Return relative to average drawdown

-0.82

18.18

-19.00

UNM vs. IDV - Sharpe Ratio Comparison

The current UNM Sharpe Ratio is -0.28, which is lower than the IDV Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of UNM and IDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UNMIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

2.88

-3.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.83

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.57

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.21

+0.01

Correlation

The correlation between UNM and IDV is 0.54, 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

UNM vs. IDV - Dividend Comparison

UNM's dividend yield for the trailing twelve months is around 2.46%, less than IDV's 4.61% yield.


TTM20252024202320222021202020192018201720162015
UNM
Unum Group
2.46%2.27%2.15%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%
IDV
iShares International Select Dividend ETF
4.61%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Drawdowns

UNM vs. IDV - Drawdown Comparison

The maximum UNM drawdown since its inception was -89.38%, which is greater than IDV's maximum drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for UNM and IDV.


Loading graphics...

Drawdown Indicators


UNMIDVDifference

Max Drawdown

Largest peak-to-trough decline

-89.38%

-70.14%

-19.24%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

-10.76%

-5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.28%

-29.19%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-81.06%

-42.50%

-38.56%

Current Drawdown

Current decline from peak

-10.32%

-4.55%

-5.77%

Average Drawdown

Average peak-to-trough decline

-32.82%

-15.53%

-17.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.98%

2.41%

+5.57%

Volatility

UNM vs. IDV - Volatility Comparison

Unum Group (UNM) and iShares International Select Dividend ETF (IDV) have volatilities of 6.90% and 6.94%, 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.


Loading graphics...

Volatility by Period


UNMIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

6.94%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

16.17%

9.93%

+6.24%

Volatility (1Y)

Calculated over the trailing 1-year period

29.23%

15.62%

+13.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.47%

15.48%

+14.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.64%

17.97%

+19.67%