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UPS vs. VMW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UPS vs. VMW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Parcel Service, Inc. (UPS) and VMware, Inc. (VMW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


UPS

1D
-0.51%
1M
11.11%
YTD
12.37%
6M
10.44%
1Y
15.53%
3Y*
-9.66%
5Y*
-7.78%
10Y*
4.31%

VMW

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPS vs. VMW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPS
United Parcel Service, Inc.
12.37%-15.93%-15.93%-5.96%-16.21%30.02%48.64%24.24%-15.48%7.14%
VMW
VMware, Inc.
0.00%0.00%0.00%16.06%5.94%0.72%-7.60%10.69%31.72%59.18%

Correlation

The correlation between UPS and VMW is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2007

0.34

The correlation between UPS and VMW shifts across timeframes, from 0.08 (3 years) to 0.34 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

UPS:

$88.34B

VMW:

$13.61B

Gross Profit (TTM)

UPS:

$16.03B

VMW:

$11.05B

EBITDA (TTM)

UPS:

$10.63B

VMW:

$2.61B

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Return for Risk

UPS vs. VMW — Risk / Return Rank

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

UPS
UPS Risk / Return Rank: 5656
Overall Rank
UPS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UPS Sortino Ratio Rank: 5252
Sortino Ratio Rank
UPS Omega Ratio Rank: 5454
Omega Ratio Rank
UPS Calmar Ratio Rank: 5959
Calmar Ratio Rank
UPS Martin Ratio Rank: 5656
Martin Ratio Rank

VMW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

UPS vs. VMW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) and VMware, Inc. (VMW). 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.


UPSVMWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.72

Martin ratioReturn relative to average drawdown

1.22

UPS vs. VMW - Sharpe Ratio Comparison


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Drawdowns

UPS vs. VMW - Drawdown Comparison


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Drawdown Indicators


UPSVMWDifference

Max Drawdown

Largest peak-to-trough decline

-57.92%

Max Drawdown (1Y)

Largest decline over 1 year

-20.28%

Max Drawdown (3Y)

Largest decline over 3 years

-50.71%

Max Drawdown (5Y)

Largest decline over 5 years

-57.92%

Max Drawdown (10Y)

Largest decline over 10 years

-57.92%

Current Drawdown

Current decline from peak

-42.22%

Average Drawdown

Average peak-to-trough decline

-15.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.93%

Volatility

UPS vs. VMW - Volatility Comparison


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Volatility by Period


UPSVMWDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.06%

Volatility (6M)

Calculated over the trailing 6-month period

21.69%

Volatility (1Y)

Calculated over the trailing 1-year period

29.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.61%

Dividends

UPS vs. VMW - Dividend Comparison

UPS's dividend yield for the trailing twelve months is around 6.07%, while VMW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UPS
United Parcel Service, Inc.
6.07%6.61%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%
VMW
VMware, Inc.
0.00%0.00%0.00%0.00%0.00%23.65%0.00%0.00%19.55%0.00%0.00%0.00%

Financials

UPS vs. VMW - Financials Comparison

This section allows you to compare key financial metrics between United Parcel Service, Inc. and VMware, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B20.00B25.00B20222023202420252026
21.20B
3.41B
(UPS) Total Revenue
(VMW) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UPS and VMW have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for UPS and VMW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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