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USLM vs. ISP.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

USLM vs. ISP.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Lime & Minerals, Inc. (USLM) and Intesa Sanpaolo SpA (ISP.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

USLM is traded in USD, while ISP.MI is traded in EUR. To make them comparable, the ISP.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, USLM achieves a -11.65% return, which is significantly lower than ISP.MI's -3.97% return. Over the past 10 years, USLM has outperformed ISP.MI with an annualized return of 26.08%, while ISP.MI has yielded a comparatively lower 18.21% annualized return.


USLM

1D
1.01%
1M
-3.90%
YTD
-11.65%
6M
-12.38%
1Y
-0.24%
3Y*
40.83%
5Y*
30.59%
10Y*
26.08%

ISP.MI

1D
0.00%
1M
-2.46%
YTD
-3.97%
6M
2.12%
1Y
20.78%
3Y*
49.14%
5Y*
27.20%
10Y*
18.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USLM vs. ISP.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USLM
United States Lime & Minerals, Inc.
-11.65%-9.59%188.91%64.34%9.84%13.69%27.15%35.03%-7.26%2.47%
ISP.MI
Intesa Sanpaolo SpA
-3.97%85.44%50.19%43.72%-6.72%19.22%-10.78%30.41%-28.41%38.95%

Correlation

The correlation between USLM and ISP.MI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

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

0.20

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

0.18

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

0.18

Correlation (All Time)
Calculated using the full available price history since May 28, 2007

0.20

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Return for Risk

USLM vs. ISP.MI — Risk / Return Rank

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

USLM
USLM Risk / Return Rank: 4040
Overall Rank
USLM Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
USLM Sortino Ratio Rank: 3737
Sortino Ratio Rank
USLM Omega Ratio Rank: 3737
Omega Ratio Rank
USLM Calmar Ratio Rank: 4242
Calmar Ratio Rank
USLM Martin Ratio Rank: 4242
Martin Ratio Rank

ISP.MI
ISP.MI Risk / Return Rank: 6767
Overall Rank
ISP.MI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ISP.MI Sortino Ratio Rank: 6565
Sortino Ratio Rank
ISP.MI Omega Ratio Rank: 6262
Omega Ratio Rank
ISP.MI Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISP.MI Martin Ratio Rank: 7272
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.

USLM vs. ISP.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Lime & Minerals, Inc. (USLM) and Intesa Sanpaolo SpA (ISP.MI). 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.


USLMISP.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.04

1.15

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.01

1.01

-1.02

Martin ratioReturn relative to average drawdown

-0.02

3.15

-3.17

USLM vs. ISP.MI - Sharpe Ratio Comparison

The current USLM Sharpe Ratio is -0.01, which is lower than the ISP.MI Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of USLM and ISP.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


USLMISP.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.81

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.89

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.56

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.12

+0.13

Drawdowns

USLM vs. ISP.MI - Drawdown Comparison

The maximum USLM drawdown since its inception was -77.09%, smaller than the maximum ISP.MI drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for USLM and ISP.MI.


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Drawdown Indicators


USLMISP.MIDifference

Max Drawdown

Largest peak-to-trough decline

-77.09%

-82.60%

+5.51%

Max Drawdown (1Y)

Largest decline over 1 year

-26.55%

-20.53%

-6.02%

Max Drawdown (3Y)

Largest decline over 3 years

-45.87%

-21.33%

-24.54%

Max Drawdown (5Y)

Largest decline over 5 years

-45.87%

-49.68%

+3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-45.87%

-57.20%

+11.33%

Current Drawdown

Current decline from peak

-32.66%

-7.71%

-24.95%

Average Drawdown

Average peak-to-trough decline

-27.35%

-40.26%

+12.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.12%

6.59%

+4.53%

Volatility

USLM vs. ISP.MI - Volatility Comparison

United States Lime & Minerals, Inc. (USLM) has a higher volatility of 8.63% compared to Intesa Sanpaolo SpA (ISP.MI) at 7.22%. This indicates that USLM's price experiences larger fluctuations and is considered to be riskier than ISP.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USLMISP.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

7.22%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

32.06%

20.07%

+11.99%

Volatility (1Y)

Calculated over the trailing 1-year period

40.45%

25.69%

+14.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.91%

30.19%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.37%

32.14%

+4.23%

Dividends

USLM vs. ISP.MI - Dividend Comparison

USLM's dividend yield for the trailing twelve months is around 0.23%, less than ISP.MI's 6.54% yield.


PositionTTM20252024202320222021202020192018201720162015
ISP.MI
Intesa Sanpaolo SpA
6.54%6.03%8.34%8.87%7.34%9.14%0.00%8.38%10.46%6.43%5.76%2.27%
USLM
United States Lime & Minerals, Inc.
0.23%0.20%0.15%0.35%0.57%0.50%0.56%6.52%0.76%0.70%0.66%0.91%

Financials

USLM vs. ISP.MI - Financials Comparison

This section allows you to compare key financial metrics between United States Lime & Minerals, Inc. and Intesa Sanpaolo SpA. 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


Please note, different currencies. USLM values in USD, ISP.MI values in EUR

Frequently Asked Questions


USLM and ISP.MI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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