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UVV vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UVV vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Corporation (UVV) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UVV achieves a 3.14% return, which is significantly higher than PG's 2.74% return. Over the past 10 years, UVV has underperformed PG with an annualized return of 5.09%, while PG has yielded a comparatively higher 8.64% annualized return.


UVV

1D
-1.88%
1M
-1.77%
YTD
3.14%
6M
4.14%
1Y
-7.53%
3Y*
7.54%
5Y*
4.61%
10Y*
5.09%

PG

1D
-0.98%
1M
-0.90%
YTD
2.74%
6M
6.43%
1Y
-8.99%
3Y*
2.29%
5Y*
4.10%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UVV vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UVV
Universal Corporation
3.14%2.27%-13.39%35.79%1.82%19.59%-8.96%11.08%7.79%-14.79%
PG
The Procter & Gamble Company
2.74%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between UVV and PG is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.26

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

0.31

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 6, 1988

0.23

The correlation between UVV and PG shifts across timeframes, from 0.23 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

UVV:

$1.73

PG:

$5.23

PE Ratio

UVV:

30.51

PG:

27.76

PS Ratio

UVV:

0.45

PG:

4.07

Total Revenue (TTM)

UVV:

$2.21B

PG:

$86.72B

Gross Profit (TTM)

UVV:

$412.39M

PG:

$43.64B

EBITDA (TTM)

UVV:

$212.91M

PG:

$22.63B

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Return for Risk

UVV vs. PG — Risk / Return Rank

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

UVV
UVV Risk / Return Rank: 2626
Overall Rank
UVV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UVV Sortino Ratio Rank: 2525
Sortino Ratio Rank
UVV Omega Ratio Rank: 2525
Omega Ratio Rank
UVV Calmar Ratio Rank: 2525
Calmar Ratio Rank
UVV Martin Ratio Rank: 2626
Martin Ratio Rank

PG
PG Risk / Return Rank: 2020
Overall Rank
PG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PG Sortino Ratio Rank: 1919
Sortino Ratio Rank
PG Omega Ratio Rank: 2020
Omega Ratio Rank
PG Calmar Ratio Rank: 2121
Calmar Ratio Rank
PG Martin Ratio Rank: 2121
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.

UVV vs. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Corporation (UVV) and The Procter & Gamble Company (PG). 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.


UVVPGDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

0.96

0.94

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.50

-0.58

+0.09

Martin ratioReturn relative to average drawdown

-0.83

-1.04

+0.20

UVV vs. PG - Sharpe Ratio Comparison

The current UVV Sharpe Ratio is -0.32, which is higher than the PG Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of UVV and PG, 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


UVVPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

-0.48

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.23

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.46

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.46

-0.18

Drawdowns

UVV vs. PG - Drawdown Comparison

The maximum UVV drawdown since its inception was -69.75%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for UVV and PG.


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Drawdown Indicators


UVVPGDifference

Max Drawdown

Largest peak-to-trough decline

-69.75%

-54.25%

-15.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.23%

-15.52%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-29.70%

-21.15%

-8.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.70%

-23.77%

-5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-45.68%

-23.77%

-21.91%

Current Drawdown

Current decline from peak

-14.30%

-15.91%

+1.61%

Average Drawdown

Average peak-to-trough decline

-18.59%

-12.16%

-6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.04%

8.93%

+0.11%

Volatility

UVV vs. PG - Volatility Comparison

Universal Corporation (UVV) has a higher volatility of 10.11% compared to The Procter & Gamble Company (PG) at 7.01%. This indicates that UVV's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVVPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.11%

7.01%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

18.46%

15.32%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

18.65%

+5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.57%

17.79%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.94%

19.05%

+9.89%

Dividends

UVV vs. PG - Dividend Comparison

UVV's dividend yield for the trailing twelve months is around 6.22%, more than PG's 2.94% yield.


PositionTTM20252024202320222021202020192018201720162015
PG
The Procter & Gamble Company
2.94%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%
UVV
Universal Corporation
6.22%6.18%5.87%4.72%5.95%5.64%6.30%5.29%4.80%4.11%3.33%3.71%

Financials

UVV vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Universal Corporation and The Procter & Gamble Company. 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


0.005.00B10.00B15.00B20.00B202220232024202520260
21.24B
(UVV) Total Revenue
(PG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UVV and PG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVV has higher volatility (10.11%) compared to PG (7.01%). In terms of maximum drawdown, UVV dropped -69.75% vs PG's -54.25%.

UVV currently has the higher Sharpe Ratio (-0.32 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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