WMG vs. UMG.AS
Compare and contrast key facts about Warner Music Group Corp. (WMG) and Universal Music Group N.V. (UMG.AS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMG or UMG.AS.
Key characteristics
| WMG | UMG.AS | |
|---|---|---|
| YTD Return | -5.34% | -6.98% |
| 1Y Return | 3.69% | -0.67% |
| 3Y Return (Ann) | -7.89% | -2.00% |
| Sharpe Ratio | 0.12 | 0.06 |
| Sortino Ratio | 0.35 | 0.28 |
| Omega Ratio | 1.05 | 1.06 |
| Calmar Ratio | 0.08 | 0.07 |
| Martin Ratio | 0.23 | 0.16 |
| Ulcer Index | 13.39% | 12.01% |
| Daily Std Dev | 26.96% | 31.43% |
| Max Drawdown | -54.04% | -36.39% |
| Current Drawdown | -28.40% | -18.40% |
Fundamentals
| WMG | UMG.AS | |
|---|---|---|
| Market Cap | $17.01B | €42.80B |
| EPS | $1.04 | €0.83 |
| PE Ratio | 31.59 | 27.78 |
| PEG Ratio | 1.31 | 2.74 |
| Total Revenue (TTM) | $4.80B | €5.96B |
| Gross Profit (TTM) | $2.13B | €2.37B |
| EBITDA (TTM) | $1.02B | €1.05B |
Correlation
The correlation between WMG and UMG.AS is 0.38, 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.
Performance
WMG vs. UMG.AS - Performance Comparison
In the year-to-date period, WMG achieves a -5.34% return, which is significantly higher than UMG.AS's -6.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WMG vs. UMG.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Warner Music Group Corp. (WMG) and Universal Music Group N.V. (UMG.AS). 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.
Dividends
WMG vs. UMG.AS - Dividend Comparison
WMG's dividend yield for the trailing twelve months is around 2.07%, less than UMG.AS's 2.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
WMG Warner Music Group Corp. | 2.07% | 1.84% | 1.77% | 1.25% | 0.63% |
UMG.AS Universal Music Group N.V. | 2.17% | 1.98% | 1.95% | 0.81% | 0.00% |
Drawdowns
WMG vs. UMG.AS - Drawdown Comparison
The maximum WMG drawdown since its inception was -54.04%, which is greater than UMG.AS's maximum drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for WMG and UMG.AS. For additional features, visit the drawdowns tool.
Volatility
WMG vs. UMG.AS - Volatility Comparison
The current volatility for Warner Music Group Corp. (WMG) is 3.54%, while Universal Music Group N.V. (UMG.AS) has a volatility of 5.72%. This indicates that WMG experiences smaller price fluctuations and is considered to be less risky than UMG.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WMG vs. UMG.AS - Financials Comparison
This section allows you to compare key financial metrics between Warner Music Group Corp. and Universal Music Group N.V.. 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