UVV vs. AY

Last updated Apr 1, 2026

Compare and contrast key facts about Universal Corporation (UVV) and Atlantica Sustainable Infrastructure plc (AY).

Performance

UVV vs. AY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Corporation (UVV) and Atlantica Sustainable Infrastructure plc (AY). The values are adjusted to include any dividend payments, if applicable.

UVV vs. AY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UVV Universal Corporation	1.43%	2.27%	-13.39%	35.79%	1.82%	19.59%	-8.96%	11.08%	7.79%	-14.79%
AY Atlantica Sustainable Infrastructure plc	0.00%	0.00%	10.22%	-10.32%	-23.47%	-1.43%	52.41%	44.34%	-1.12%	15.14%

Fundamentals

Total Revenue (TTM) UVV : $2.05B AY : $1.16B
Gross Profit (TTM) UVV : $370.43M AY : $895.36M
EBITDA (TTM) UVV : $271.50M AY : $883.90M

Returns By Period

UVV

• 1D: -0.68%
• 1M: -1.92%
• YTD: 1.43%
• 6M: -2.74%
• 1Y: -0.14%
• 3Y*: 6.27%
• 5Y*: 3.84%
• 10Y*: 4.70%

AY

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

UVV vs. AY — Risk / Return Rank

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

UVV

UVV Risk / Return Rank: 39
UVV Sharpe Ratio Rank: 41
UVV Sortino Ratio Rank: 35
UVV Omega Ratio Rank: 35
UVV Calmar Ratio Rank: 42
UVV Martin Ratio Rank: 42

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.

UVV vs. AY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Corporation (UVV) and Atlantica Sustainable Infrastructure plc (AY). 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.

	UVV	AY	Difference
Sharpe ratio Return per unit of total volatility	-0.01	—	—
Sortino ratio Return per unit of downside risk	0.18	—	—
Omega ratio Gain probability vs. loss probability	1.02	—	—
Calmar ratio Return relative to maximum drawdown	-0.01	—	—
Martin ratio Return relative to average drawdown	-0.01	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	UVV	AY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	—	—

Correlation

The correlation between UVV and AY is 0.18, 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.

Dividends

UVV vs. AY - Dividend Comparison

UVV's dividend yield for the trailing twelve months is around 6.20%, while AY has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UVV Universal Corporation	6.20%	6.18%	5.87%	4.72%	5.95%	5.64%	6.30%	5.29%	4.80%	4.11%	3.33%	3.71%
AY Atlantica Sustainable Infrastructure plc	0.00%	0.00%	7.08%	8.28%	6.83%	4.80%	4.37%	5.95%	6.79%	4.95%	2.34%	7.41%

Drawdowns

Drawdown Indicators

	UVV	AY	Difference
Max Drawdown Largest peak-to-trough decline	-69.75%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-20.74%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.70%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.68%	—	—
Current Drawdown Current decline from peak	-15.72%	—	—
Average Drawdown Average peak-to-trough decline	-18.62%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	13.45%	—	—

Volatility

Volatility by Period

	UVV	AY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.99%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.43%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.84%	—	—

Financials