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UUGRY vs. HSBC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UUGRY and HSBC is 0.20, 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

UUGRY vs. HSBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Utilities Group PLC ADR (UUGRY) and HSBC Holdings plc (HSBC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UUGRY:

1.13

HSBC:

1.73

Sortino Ratio

UUGRY:

1.75

HSBC:

2.15

Omega Ratio

UUGRY:

1.22

HSBC:

1.33

Calmar Ratio

UUGRY:

1.66

HSBC:

1.96

Martin Ratio

UUGRY:

4.08

HSBC:

9.19

Ulcer Index

UUGRY:

7.94%

HSBC:

4.66%

Daily Std Dev

UUGRY:

26.71%

HSBC:

24.70%

Max Drawdown

UUGRY:

-53.14%

HSBC:

-74.47%

Current Drawdown

UUGRY:

0.00%

HSBC:

-1.18%

Fundamentals

Market Cap

UUGRY:

$10.78B

HSBC:

$208.25B

EPS

UUGRY:

$1.04

HSBC:

$5.45

PE Ratio

UUGRY:

30.39

HSBC:

10.88

PEG Ratio

UUGRY:

0.43

HSBC:

2.25

PS Ratio

UUGRY:

5.02

HSBC:

3.59

PB Ratio

UUGRY:

4.01

HSBC:

1.09

Returns By Period

In the year-to-date period, UUGRY achieves a 20.14% return, which is significantly lower than HSBC's 24.69% return. Over the past 10 years, UUGRY has underperformed HSBC with an annualized return of 5.08%, while HSBC has yielded a comparatively higher 7.81% annualized return.


UUGRY

YTD

20.14%

1M

5.40%

6M

11.07%

1Y

28.36%

3Y*

10.79%

5Y*

11.76%

10Y*

5.08%

HSBC

YTD

24.69%

1M

8.48%

6M

31.52%

1Y

41.25%

3Y*

29.19%

5Y*

27.29%

10Y*

7.81%

*Annualized

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United Utilities Group PLC ADR

HSBC Holdings plc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

UUGRY vs. HSBC — Risk-Adjusted Performance Rank

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

UUGRY
The Risk-Adjusted Performance Rank of UUGRY is 8383
Overall Rank
The Sharpe Ratio Rank of UUGRY is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of UUGRY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of UUGRY is 7979
Omega Ratio Rank
The Calmar Ratio Rank of UUGRY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of UUGRY is 8383
Martin Ratio Rank

HSBC
The Risk-Adjusted Performance Rank of HSBC is 9191
Overall Rank
The Sharpe Ratio Rank of HSBC is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of HSBC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of HSBC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of HSBC is 9292
Calmar Ratio Rank
The Martin Ratio Rank of HSBC is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UUGRY vs. HSBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Utilities Group PLC ADR (UUGRY) and HSBC Holdings plc (HSBC). 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.


The current UUGRY Sharpe Ratio is 1.13, which is lower than the HSBC Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of UUGRY and HSBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

UUGRY vs. HSBC - Dividend Comparison

UUGRY's dividend yield for the trailing twelve months is around 4.05%, less than HSBC's 5.57% yield.


TTM20242023202220212020201920182017201620152014
UUGRY
United Utilities Group PLC ADR
4.05%4.87%4.31%4.57%4.08%4.41%3.95%5.66%4.54%4.81%4.28%4.15%
HSBC
HSBC Holdings plc
5.57%6.17%6.54%4.33%3.65%0.00%6.51%6.20%4.94%6.35%6.33%5.19%

Drawdowns

UUGRY vs. HSBC - Drawdown Comparison

The maximum UUGRY drawdown since its inception was -53.14%, smaller than the maximum HSBC drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for UUGRY and HSBC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

UUGRY vs. HSBC - Volatility Comparison

United Utilities Group PLC ADR (UUGRY) has a higher volatility of 7.17% compared to HSBC Holdings plc (HSBC) at 4.73%. This indicates that UUGRY's price experiences larger fluctuations and is considered to be riskier than HSBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

UUGRY vs. HSBC - Financials Comparison

This section allows you to compare key financial metrics between United Utilities Group PLC ADR and HSBC Holdings plc. 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20212022202320242025
967.50M
33.85B
(UUGRY) Total Revenue
(HSBC) Total Revenue
Values in USD except per share items