UNMA vs. ITT
UNMA (Unum Group) and ITT (ITT Inc.) are both stocks. Over the past 5 years, UNMA returned 1.97%/yr vs 16.70%/yr for ITT. At a 0.22 correlation, their price movements are largely independent.
Performance
UNMA vs. ITT - Performance Comparison
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Returns By Period
In the year-to-date period, UNMA achieves a -2.36% return, which is significantly lower than ITT's 12.84% return.
UNMA
- 1D
- -0.27%
- 1M
- -2.54%
- 6M
- -3.40%
- YTD
- -2.36%
- 1Y
- -0.52%
- 3Y*
- 3.96%
- 5Y*
- 1.97%
- 10Y*
- —
ITT
- 1D
- 1.04%
- 1M
- 3.10%
- 6M
- 7.55%
- YTD
- 12.84%
- 1Y
- 24.52%
- 3Y*
- 27.61%
- 5Y*
- 16.70%
- 10Y*
- 20.71%
UNMA vs. ITT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UNMA Unum Group | -2.36% | 4.42% | -0.32% | 12.61% | -2.48% | 0.24% | 8.68% | 26.42% | -6.18% |
ITT ITT Inc. | 12.84% | 22.52% | 20.86% | 48.91% | -19.50% | 33.95% | 5.47% | 54.60% | -11.55% |
Correlation
The correlation between UNMA and ITT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2018 | 0.22 |
Fundamentals
UNMA:
$13.99B
ITT:
$17.43B
UNMA:
$4.66
ITT:
$5.57
UNMA:
4.68
ITT:
35.01
UNMA:
0.33
ITT:
2.46
UNMA:
0.28
ITT:
3.78
UNMA:
0.33
ITT:
3.61
UNMA:
$13.30B
ITT:
$4.24B
UNMA:
$4.51B
ITT:
$1.50B
UNMA:
$1.24B
ITT:
$793.20M
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Return for Risk
UNMA vs. ITT — Risk / Return Rank
UNMA
ITT
UNMA vs. ITT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNMA) and ITT Inc. (ITT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UNMA | ITT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.17 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.49 | -1.63 |
| Martin ratioReturn relative to average drawdown | -0.41 | 3.36 | -3.77 |
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Drawdowns
UNMA vs. ITT - Drawdown Comparison
The maximum UNMA drawdown since its inception was -41.65%, smaller than the maximum ITT drawdown of -74.46%. Use the drawdown chart below to compare losses from any high point for UNMA and ITT.
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Drawdown Indicators
| UNMA | ITT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.65% | -74.46% | +32.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -16.73% | +8.05% |
Max Drawdown (3Y)Largest decline over 3 years | -8.97% | -29.09% | +20.12% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | -37.97% | +22.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.52% | — |
Current DrawdownCurrent decline from peak | -6.67% | -11.86% | +5.19% |
Average DrawdownAverage peak-to-trough decline | -3.40% | -18.94% | +15.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 7.39% | -4.42% |
Volatility
UNMA vs. ITT - Volatility Comparison
The current volatility for Unum Group (UNMA) is 2.95%, while ITT Inc. (ITT) has a volatility of 12.09%. This indicates that UNMA experiences smaller price fluctuations and is considered to be less risky than ITT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UNMA | ITT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 12.09% | -9.14% |
Volatility (6M)Calculated over the trailing 6-month period | 5.10% | 24.21% | -19.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.86% | 31.65% | -23.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.62% | 29.45% | -16.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 31.78% | -12.65% |
Dividends
UNMA vs. ITT - Dividend Comparison
UNMA's dividend yield for the trailing twelve months is around 7.16%, more than ITT's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITT ITT Inc. | 0.76% | 0.81% | 0.89% | 0.97% | 1.30% | 0.86% | 0.88% | 0.80% | 1.11% | 0.96% | 1.29% | 1.30% |
UNMA Unum Group | 7.16% | 6.76% | 6.62% | 6.19% | 6.53% | 5.98% | 5.65% | 5.79% | 3.75% | 0.00% | 0.00% | 0.00% |
Financials
UNMA vs. ITT - Financials Comparison
This section allows you to compare key financial metrics between Unum Group and ITT Inc.. 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
UNMA vs. ITT - Profitability Comparison
UNMA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Unum Group reported a gross profit of 1.35B and revenue of 3.36B. Therefore, the gross margin over that period was 40.3%.
ITT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, ITT Inc. reported a gross profit of 428.80M and revenue of 1.21B. Therefore, the gross margin over that period was 35.4%.
UNMA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Unum Group reported an operating income of 302.70M and revenue of 3.36B, resulting in an operating margin of 9.0%.
ITT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, ITT Inc. reported an operating income of 141.20M and revenue of 1.21B, resulting in an operating margin of 11.7%.
UNMA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Unum Group reported a net income of 232.00M and revenue of 3.36B, resulting in a net margin of 6.9%.
ITT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, ITT Inc. reported a net income of 78.00M and revenue of 1.21B, resulting in a net margin of 6.4%.
Frequently Asked Questions
UNMA and ITT have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITT has higher volatility (12.09%) compared to UNMA (2.95%). In terms of maximum drawdown, UNMA dropped -41.65% vs ITT's -74.46%.
ITT currently has the higher Sharpe Ratio (0.79 vs -0.15), 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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