UNVB.DE vs. NSRGY
Compare and contrast key facts about Unilever Plc (UNVB.DE) and Nestlé S.A. (NSRGY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UNVB.DE or NSRGY.
Key characteristics
| UNVB.DE | NSRGY | |
|---|---|---|
| YTD Return | 27.20% | -20.87% |
| 1Y Return | 23.76% | -16.41% |
| 3Y Return (Ann) | 8.59% | -10.61% |
| Sharpe Ratio | 1.73 | -0.88 |
| Sortino Ratio | 2.78 | -1.19 |
| Omega Ratio | 1.33 | 0.86 |
| Calmar Ratio | 2.09 | -0.53 |
| Martin Ratio | 9.81 | -1.91 |
| Ulcer Index | 2.77% | 8.92% |
| Daily Std Dev | 15.71% | 19.30% |
| Max Drawdown | -26.64% | -41.23% |
| Current Drawdown | -8.58% | -31.96% |
Fundamentals
| UNVB.DE | NSRGY | |
|---|---|---|
| Market Cap | €134.12B | $227.80B |
| EPS | €2.63 | $4.85 |
| PE Ratio | 20.60 | 18.25 |
| PEG Ratio | 16.01 | 2.32 |
| Total Revenue (TTM) | €45.71B | $91.94B |
| Gross Profit (TTM) | €12.66B | $42.99B |
| EBITDA (TTM) | €9.43B | $19.45B |
Correlation
The correlation between UNVB.DE and NSRGY is 0.38, 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.
Performance
UNVB.DE vs. NSRGY - Performance Comparison
In the year-to-date period, UNVB.DE achieves a 27.20% return, which is significantly higher than NSRGY's -20.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UNVB.DE vs. NSRGY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Unilever Plc (UNVB.DE) and Nestlé S.A. (NSRGY). 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.
Dividends
UNVB.DE vs. NSRGY - Dividend Comparison
UNVB.DE's dividend yield for the trailing twelve months is around 3.97%, more than NSRGY's 3.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UNVB.DE Unilever Plc | 3.97% | 3.93% | 3.63% | 3.63% | 3.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NSRGY Nestlé S.A. | 3.85% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% | 2.96% |
Drawdowns
UNVB.DE vs. NSRGY - Drawdown Comparison
The maximum UNVB.DE drawdown since its inception was -26.64%, smaller than the maximum NSRGY drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for UNVB.DE and NSRGY. For additional features, visit the drawdowns tool.
Volatility
UNVB.DE vs. NSRGY - Volatility Comparison
Unilever Plc (UNVB.DE) has a higher volatility of 6.37% compared to Nestlé S.A. (NSRGY) at 4.44%. This indicates that UNVB.DE's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
UNVB.DE vs. NSRGY - Financials Comparison
This section allows you to compare key financial metrics between Unilever Plc and Nestlé S.A.. 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