UVV vs. PH
UVV (Universal Corporation) and PH (Parker-Hannifin Corporation) are both stocks. UVV operates in Tobacco (Consumer Defensive), while PH operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, UVV returned 3.97%/yr vs 25.75%/yr for PH. At a 0.27 correlation, their price movements are largely independent.
Performance
UVV vs. PH - Performance Comparison
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Returns By Period
In the year-to-date period, UVV achieves a 0.93% return, which is significantly lower than PH's 9.82% return. Over the past 10 years, UVV has underperformed PH with an annualized return of 3.97%, while PH has yielded a comparatively higher 25.75% annualized return.
UVV
- 1D
- 0.31%
- 1M
- -3.08%
- 6M
- -2.29%
- YTD
- 0.93%
- 1Y
- -6.12%
- 3Y*
- 7.13%
- 5Y*
- 4.76%
- 10Y*
- 3.97%
PH
- 1D
- 1.27%
- 1M
- 6.53%
- 6M
- 4.80%
- YTD
- 9.82%
- 1Y
- 35.63%
- 3Y*
- 35.53%
- 5Y*
- 26.90%
- 10Y*
- 25.75%
UVV vs. PH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UVV Universal Corporation | 0.93% | 2.27% | -13.39% | 35.79% | 1.82% | 19.59% | -8.96% | 11.08% | 7.79% | -14.79% |
PH Parker-Hannifin Corporation | 9.82% | 39.54% | 39.58% | 60.81% | -6.91% | 18.30% | 34.78% | 40.75% | -24.00% | 44.91% |
Correlation
The correlation between UVV and PH is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 1988 | 0.27 |
The correlation between UVV and PH shifts across timeframes, from -0.02 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
UVV:
$1.29B
PH:
$121.20B
UVV:
$1.94
PH:
$27.15
UVV:
26.55
PH:
35.40
UVV:
0.39
PH:
5.87
UVV:
$2.21B
PH:
$20.99B
UVV:
$412.39M
PH:
$7.81B
UVV:
$212.91M
PH:
$5.31B
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Return for Risk
UVV vs. PH — Risk / Return Rank
UVV
PH
UVV vs. PH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Universal Corporation (UVV) and Parker-Hannifin Corporation (PH). 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.
| UVV | PH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.25 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.86 | -2.32 |
| Martin ratioReturn relative to average drawdown | -0.86 | 5.33 | -6.19 |
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Drawdowns
UVV vs. PH - Drawdown Comparison
The maximum UVV drawdown since its inception was -69.75%, roughly equal to the maximum PH drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for UVV and PH.
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Drawdown Indicators
| UVV | PH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.75% | -66.92% | -2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -19.34% | +5.86% |
Max Drawdown (3Y)Largest decline over 3 years | -29.70% | -26.79% | -2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -29.70% | -28.64% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -45.68% | -54.68% | +9.00% |
Current DrawdownCurrent decline from peak | -16.14% | -5.82% | -10.32% |
Average DrawdownAverage peak-to-trough decline | -18.58% | -15.31% | -3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 6.73% | +0.64% |
Volatility
UVV vs. PH - Volatility Comparison
The current volatility for Universal Corporation (UVV) is 5.95%, while Parker-Hannifin Corporation (PH) has a volatility of 7.92%. This indicates that UVV experiences smaller price fluctuations and is considered to be less risky than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UVV | PH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 7.92% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 19.06% | 19.35% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.85% | 25.35% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.59% | 28.69% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.94% | 31.59% | -2.65% |
Dividends
UVV vs. PH - Dividend Comparison
UVV's dividend yield for the trailing twelve months is around 6.35%, more than PH's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PH Parker-Hannifin Corporation | 0.77% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
UVV Universal Corporation | 6.35% | 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. PH - Financials Comparison
This section allows you to compare key financial metrics between Universal Corporation and Parker-Hannifin Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
UVV and PH have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PH has higher volatility (7.92%) compared to UVV (5.95%). In terms of maximum drawdown, UVV dropped -69.75% vs PH's -66.92%.
PH currently has the higher Sharpe Ratio (1.42 vs -0.26), 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.
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