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VH2.DE vs. UCG.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VH2.DE vs. UCG.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Friedrich Vorwerk Group SE (VH2.DE) and UniCredit S.p.A. (UCG.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VH2.DE achieves a -27.45% return, which is significantly lower than UCG.MI's 7.15% return.


VH2.DE

1D
1.84%
1M
-26.83%
YTD
-27.45%
6M
-29.78%
1Y
-0.17%
3Y*
75.53%
5Y*
6.28%
10Y*

UCG.MI

1D
0.91%
1M
9.36%
YTD
7.15%
6M
15.65%
1Y
37.50%
3Y*
67.41%
5Y*
55.82%
10Y*
24.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VH2.DE vs. UCG.MI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VH2.DE
Friedrich Vorwerk Group SE
-27.45%205.39%74.51%-28.89%-22.29%-37.67%
UCG.MI
UniCredit S.p.A.
7.15%94.11%69.12%94.94%3.81%51.39%

Correlation

The correlation between VH2.DE and UCG.MI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.18

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

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.18

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Return for Risk

VH2.DE vs. UCG.MI — Risk / Return Rank

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

VH2.DE
VH2.DE Risk / Return Rank: 4040
Overall Rank
VH2.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VH2.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
VH2.DE Omega Ratio Rank: 3838
Omega Ratio Rank
VH2.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
VH2.DE Martin Ratio Rank: 4141
Martin Ratio Rank

UCG.MI
UCG.MI Risk / Return Rank: 7272
Overall Rank
UCG.MI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UCG.MI Sortino Ratio Rank: 7373
Sortino Ratio Rank
UCG.MI Omega Ratio Rank: 6969
Omega Ratio Rank
UCG.MI Calmar Ratio Rank: 7070
Calmar Ratio Rank
UCG.MI Martin Ratio Rank: 7373
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.

VH2.DE vs. UCG.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Friedrich Vorwerk Group SE (VH2.DE) and UniCredit S.p.A. (UCG.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.


VH2.DEUCG.MIDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

1.05

1.22

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.00

1.55

-1.56

Martin ratioReturn relative to average drawdown

-0.01

4.35

-4.36

VH2.DE vs. UCG.MI - Sharpe Ratio Comparison

The current VH2.DE Sharpe Ratio is -0.00, which is lower than the UCG.MI Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of VH2.DE and UCG.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


VH2.DEUCG.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

1.21

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

1.54

-1.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.09

+0.02

Drawdowns

VH2.DE vs. UCG.MI - Drawdown Comparison

The maximum VH2.DE drawdown since its inception was -81.96%, smaller than the maximum UCG.MI drawdown of -96.01%. Use the drawdown chart below to compare losses from any high point for VH2.DE and UCG.MI.


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Drawdown Indicators


VH2.DEUCG.MIDifference

Max Drawdown

Largest peak-to-trough decline

-81.96%

-96.01%

+14.05%

Max Drawdown (1Y)

Largest decline over 1 year

-44.43%

-24.17%

-20.26%

Max Drawdown (3Y)

Largest decline over 3 years

-44.43%

-24.17%

-20.26%

Max Drawdown (5Y)

Largest decline over 5 years

-81.44%

-46.39%

-35.05%

Max Drawdown (10Y)

Largest decline over 10 years

-63.31%

Current Drawdown

Current decline from peak

-43.41%

-34.27%

-9.14%

Average Drawdown

Average peak-to-trough decline

-42.56%

-52.51%

+9.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.07%

8.61%

+11.46%

Volatility

VH2.DE vs. UCG.MI - Volatility Comparison

Friedrich Vorwerk Group SE (VH2.DE) has a higher volatility of 18.84% compared to UniCredit S.p.A. (UCG.MI) at 6.95%. This indicates that VH2.DE's price experiences larger fluctuations and is considered to be riskier than UCG.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VH2.DEUCG.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.84%

6.95%

+11.89%

Volatility (6M)

Calculated over the trailing 6-month period

37.27%

24.38%

+12.89%

Volatility (1Y)

Calculated over the trailing 1-year period

53.43%

31.01%

+22.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.27%

35.80%

+15.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.62%

40.07%

+10.55%

Dividends

VH2.DE vs. UCG.MI - Dividend Comparison

VH2.DE's dividend yield for the trailing twelve months is around 1.89%, less than UCG.MI's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
UCG.MI
UniCredit S.p.A.
4.25%4.10%7.08%4.02%4.05%0.89%8.24%2.07%3.23%0.00%4.39%2.34%
VH2.DE
Friedrich Vorwerk Group SE
1.89%0.37%0.45%0.77%0.91%6.16%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

VH2.DE vs. UCG.MI - Financials Comparison

This section allows you to compare key financial metrics between Friedrich Vorwerk Group SE and UniCredit S.p.A.. 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


Values in EUR except per share items

Frequently Asked Questions


VH2.DE and UCG.MI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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