WFC vs. UL
WFC (Wells Fargo & Company) and UL (The Unilever Group) are both stocks. WFC operates in Banks - Diversified (Financial Services), while UL operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, WFC returned 8.95%/yr vs 5.33%/yr for UL. At a 0.26 correlation, their price movements are largely independent.
Performance
WFC vs. UL - Performance Comparison
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Returns By Period
In the year-to-date period, WFC achieves a -9.20% return, which is significantly lower than UL's -8.35% return. Over the past 10 years, WFC has outperformed UL with an annualized return of 8.95%, while UL has yielded a comparatively lower 5.33% annualized return.
WFC
- 1D
- 1.61%
- 1M
- 14.04%
- YTD
- -9.20%
- 6M
- -8.77%
- 1Y
- 18.25%
- 3Y*
- 28.38%
- 5Y*
- 15.64%
- 10Y*
- 8.95%
UL
- 1D
- 1.03%
- 1M
- 4.77%
- YTD
- -8.35%
- 6M
- -7.70%
- 1Y
- -13.60%
- 3Y*
- 5.05%
- 5Y*
- 0.66%
- 10Y*
- 5.33%
WFC vs. UL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFC Wells Fargo & Company | -9.20% | 35.57% | 46.48% | 22.94% | -11.92% | 61.15% | -41.65% | 21.44% | -21.83% | 13.21% |
UL The Unilever Group | -8.35% | 5.96% | 20.90% | -0.17% | -2.82% | -7.61% | 9.04% | 12.88% | -2.34% | 40.15% |
Correlation
The correlation between WFC and UL is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1988 | 0.26 |
The correlation between WFC and UL shifts across timeframes, from 0.04 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WFC:
$269.39B
UL:
$129.35B
WFC:
$6.73
UL:
€5.06
WFC:
12.44
UL:
10.06
WFC:
1.07
UL:
1.97
WFC:
2.15
UL:
1.09
WFC:
1.65
UL:
7.20
WFC:
$125.70B
UL:
€109.27B
WFC:
$81.14B
UL:
€90.89B
WFC:
$31.58B
UL:
€24.12B
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Return for Risk
WFC vs. UL — Risk / Return Rank
WFC
UL
WFC vs. UL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) and The Unilever Group (UL). 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.
| WFC | UL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.90 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | -0.60 | +1.28 |
| Martin ratioReturn relative to average drawdown | 1.54 | -1.23 | +2.77 |
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Drawdowns
WFC vs. UL - Drawdown Comparison
The maximum WFC drawdown since its inception was -79.01%, which is greater than UL's maximum drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for WFC and UL.
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Drawdown Indicators
| WFC | UL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.01% | -53.55% | -25.46% |
Max Drawdown (1Y)Largest decline over 1 year | -23.02% | -25.09% | +2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -24.73% | -25.09% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -37.10% | -26.53% | -10.57% |
Max Drawdown (10Y)Largest decline over 10 years | -64.46% | -30.13% | -34.33% |
Current DrawdownCurrent decline from peak | -12.21% | -19.64% | +7.43% |
Average DrawdownAverage peak-to-trough decline | -15.35% | -10.61% | -4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.18% | 12.20% | -2.02% |
Volatility
WFC vs. UL - Volatility Comparison
Wells Fargo & Company (WFC) and The Unilever Group (UL) have volatilities of 5.95% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFC | UL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 6.11% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 19.95% | 16.78% | +3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.75% | 21.50% | +5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.23% | 20.87% | +9.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.28% | 21.61% | +10.67% |
Dividends
WFC vs. UL - Dividend Comparison
WFC's dividend yield for the trailing twelve months is around 2.15%, less than UL's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UL The Unilever Group | 3.87% | 3.51% | 3.29% | 3.83% | 3.57% | 3.77% | 3.07% | 3.18% | 3.49% | 2.80% | 3.42% | 3.02% |
WFC Wells Fargo & Company | 2.15% | 1.82% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% |
Financials
WFC vs. UL - Financials Comparison
This section allows you to compare key financial metrics between Wells Fargo & Company and The Unilever Group. 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
WFC vs. UL - Profitability Comparison
WFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a gross profit of 20.31B and revenue of 31.80B. Therefore, the gross margin over that period was 63.9%.
UL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a gross profit of 0.00 and revenue of 18.38B. Therefore, the gross margin over that period was 0.0%.
WFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported an operating income of 5.85B and revenue of 31.80B, resulting in an operating margin of 18.4%.
UL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported an operating income of 4.13B and revenue of 18.38B, resulting in an operating margin of 22.5%.
WFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a net income of 5.29B and revenue of 31.80B, resulting in a net margin of 16.6%.
UL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a net income of 2.56B and revenue of 18.38B, resulting in a net margin of 14.0%.
Frequently Asked Questions
WFC and UL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UL has higher volatility (6.11%) compared to WFC (5.95%). In terms of maximum drawdown, WFC dropped -79.01% vs UL's -53.55%.
WFC currently has the higher Sharpe Ratio (0.59 vs -0.70), 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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