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UNM vs. IDV
Performance
Risk-Adjusted Performance
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.

50.00%100.00%150.00%200.00%250.00%300.00%JuneJulyAugustSeptemberOctoberNovember
339.67%
46.50%
UNM
IDV

Returns By Period

In the year-to-date period, UNM achieves a 66.68% return, which is significantly higher than IDV's 5.56% return. Over the past 10 years, UNM has outperformed IDV with an annualized return of 11.63%, while IDV has yielded a comparatively lower 3.34% annualized return.


UNM

YTD

66.68%

1M

15.66%

6M

39.88%

1Y

79.12%

5Y (annualized)

24.84%

10Y (annualized)

11.63%

IDV

YTD

5.56%

1M

-5.09%

6M

-2.66%

1Y

14.78%

5Y (annualized)

3.72%

10Y (annualized)

3.34%

Key characteristics


UNMIDV
Sharpe Ratio3.791.12
Sortino Ratio5.081.55
Omega Ratio1.701.19
Calmar Ratio4.301.28
Martin Ratio22.305.09
Ulcer Index3.46%2.82%
Daily Std Dev20.34%12.86%
Max Drawdown-89.38%-70.14%
Current Drawdown0.00%-7.52%

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Correlation

-0.50.00.51.00.6

The correlation between UNM and IDV is 0.56, 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. IDV - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for UNM, currently valued at 3.79, compared to the broader market-4.00-2.000.002.003.791.12
The chart of Sortino ratio for UNM, currently valued at 5.08, compared to the broader market-4.00-2.000.002.004.005.081.55
The chart of Omega ratio for UNM, currently valued at 1.70, compared to the broader market0.501.001.502.001.701.19
The chart of Calmar ratio for UNM, currently valued at 4.30, compared to the broader market0.002.004.006.004.301.28
The chart of Martin ratio for UNM, currently valued at 22.30, compared to the broader market0.0010.0020.0030.0022.305.09
UNM
IDV

The current UNM Sharpe Ratio is 3.79, which is higher than the IDV Sharpe Ratio of 1.12. 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.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.79
1.12
UNM
IDV

Dividends

UNM vs. IDV - Dividend Comparison

UNM's dividend yield for the trailing twelve months is around 2.15%, less than IDV's 6.25% yield.


TTM20232022202120202019201820172016201520142013
UNM
Unum Group
2.15%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%1.78%1.57%
IDV
iShares International Select Dividend ETF
6.25%6.51%7.33%5.78%5.47%5.15%5.93%4.53%4.70%5.08%6.03%4.48%

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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-7.52%
UNM
IDV

Volatility

UNM vs. IDV - Volatility Comparison

Unum Group (UNM) has a higher volatility of 9.68% compared to iShares International Select Dividend ETF (IDV) at 4.54%. This indicates that UNM's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.68%
4.54%
UNM
IDV