WEGZY vs. ITUB

Last updated Apr 2, 2026

Compare and contrast key facts about WEG SA ADR (WEGZY) and Itaú Unibanco Holding S.A. (ITUB).

Performance

WEGZY vs. ITUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEG SA ADR (WEGZY) and Itaú Unibanco Holding S.A. (ITUB). The values are adjusted to include any dividend payments, if applicable.

WEGZY vs. ITUB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WEGZY WEG SA ADR	8.41%	0.76%	23.23%	7.90%	26.59%	-19.95%	63.94%	117.38%	-23.15%	71.26%
ITUB Itaú Unibanco Holding S.A.	19.79%	86.06%	-23.49%	54.53%	30.82%	-6.05%	-30.47%	8.46%	12.68%	30.90%

Fundamentals

Market Cap WEGZY : $41.03B ITUB : $110.37B
EPS WEGZY : $1.53 ITUB : $3.90
PE Ratio WEGZY : 6.41 ITUB : 2.18
PEG Ratio WEGZY : 0.41 ITUB : 0.22
PS Ratio WEGZY : 1.00 ITUB : 0.29
PB Ratio WEGZY : 2.36 ITUB : 0.54
Total Revenue (TTM) WEGZY : $40.96B ITUB : $333.12B
Gross Profit (TTM) WEGZY : $13.26B ITUB : $98.22B
EBITDA (TTM) WEGZY : $9.83B ITUB : $52.41B

Returns By Period

In the year-to-date period, WEGZY achieves a 8.41% return, which is significantly lower than ITUB's 19.79% return. Over the past 10 years, WEGZY has outperformed ITUB with an annualized return of 23.65%, while ITUB has yielded a comparatively lower 18.14% annualized return.

WEGZY

• 1D: -0.31%
• 1M: 5.16%
• YTD: 8.41%
• 6M: 47.38%
• 1Y: 27.86%
• 3Y*: 8.97%
• 5Y*: 8.63%
• 10Y*: 23.65%

ITUB

• 1D: 1.31%
• 1M: -3.30%
• YTD: 19.79%
• 6M: 30.31%
• 1Y: 73.48%
• 3Y*: 36.00%
• 5Y*: 32.51%
• 10Y*: 18.14%

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

Return for Risk

WEGZY vs. ITUB — Risk / Return Rank

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

WEGZY

WEGZY Risk / Return Rank: 59
WEGZY Sharpe Ratio Rank: 63
WEGZY Sortino Ratio Rank: 57
WEGZY Omega Ratio Rank: 55
WEGZY Calmar Ratio Rank: 62
WEGZY Martin Ratio Rank: 59

ITUB

ITUB Risk / Return Rank: 91
ITUB Sharpe Ratio Rank: 93
ITUB Sortino Ratio Rank: 91
ITUB Omega Ratio Rank: 89
ITUB Calmar Ratio Rank: 91
ITUB Martin Ratio Rank: 92

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.

WEGZY vs. ITUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEG SA ADR (WEGZY) and Itaú Unibanco Holding S.A. (ITUB). 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.

	WEGZY	ITUB	Difference
Sharpe ratio Return per unit of total volatility	0.64	2.39	-1.75
Sortino ratio Return per unit of downside risk	1.12	2.96	-1.84
Omega ratio Gain probability vs. loss probability	1.14	1.39	-0.25
Calmar ratio Return relative to maximum drawdown	1.05	4.11	-3.07
Martin ratio Return relative to average drawdown	1.90	12.99	-11.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEGZY vs. ITUB - Sharpe Ratio Comparison

The current WEGZY Sharpe Ratio is 0.64, which is lower than the ITUB Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of WEGZY and ITUB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WEGZY	ITUB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	2.39	-1.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.96	-0.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.47	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.34	-0.26

Correlation

The correlation between WEGZY and ITUB is 0.16, 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

WEGZY vs. ITUB - Dividend Comparison

WEGZY's dividend yield for the trailing twelve months is around 2.53%, less than ITUB's 7.49% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WEGZY WEG SA ADR	2.53%	3.26%	1.54%	1.60%	1.37%	1.35%	0.55%	0.89%	1.28%	1.37%	2.89%	1.19%
ITUB Itaú Unibanco Holding S.A.	7.49%	11.26%	9.20%	3.61%	4.21%	29.81%	4.80%	8.21%	6.93%	3.35%	15.63%	3.89%

Drawdowns

WEGZY vs. ITUB - Drawdown Comparison

The maximum WEGZY drawdown since its inception was -76.45%, which is greater than ITUB's maximum drawdown of -69.35%. Use the drawdown chart below to compare losses from any high point for WEGZY and ITUB.

Drawdown Indicators

	WEGZY	ITUB	Difference
Max Drawdown Largest peak-to-trough decline	-76.45%	-69.35%	-7.10%
Max Drawdown (1Y) Largest decline over 1 year	-27.16%	-18.02%	-9.14%
Max Drawdown (5Y) Largest decline over 5 years	-42.54%	-31.59%	-10.95%
Max Drawdown (10Y) Largest decline over 10 years	-63.53%	-61.96%	-1.57%
Current Drawdown Current decline from peak	-8.49%	-10.45%	+1.96%
Average Drawdown Average peak-to-trough decline	-31.55%	-21.09%	-10.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.97%	5.70%	+9.27%

Volatility

WEGZY vs. ITUB - Volatility Comparison

WEG SA ADR (WEGZY) has a higher volatility of 13.59% compared to Itaú Unibanco Holding S.A. (ITUB) at 12.73%. This indicates that WEGZY's price experiences larger fluctuations and is considered to be riskier than ITUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEGZY	ITUB	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.59%	12.73%	+0.86%
Volatility (6M) Calculated over the trailing 6-month period	29.22%	23.79%	+5.43%
Volatility (1Y) Calculated over the trailing 1-year period	43.57%	30.88%	+12.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.84%	33.95%	+12.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.79%	38.84%	+41.95%

Financials

WEGZY vs. ITUB - Profitability Comparison

The chart below illustrates the profitability comparison between WEG SA ADR and Itaú Unibanco Holding S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WEGZY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, WEG SA ADR reported a gross profit of 3.30B and revenue of 10.40B. Therefore, the gross margin over that period was 31.7%.

ITUB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Itaú Unibanco Holding S.A. reported a gross profit of 0.00 and revenue of 100.37B. Therefore, the gross margin over that period was 0.0%.

WEGZY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, WEG SA ADR reported an operating income of 2.02B and revenue of 10.40B, resulting in an operating margin of 19.5%.

ITUB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Itaú Unibanco Holding S.A. reported an operating income of 10.61B and revenue of 100.37B, resulting in an operating margin of 10.6%.

WEGZY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, WEG SA ADR reported a net income of 1.61B and revenue of 10.40B, resulting in a net margin of 15.5%.

ITUB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Itaú Unibanco Holding S.A. reported a net income of 12.09B and revenue of 100.37B, resulting in a net margin of 12.0%.