UNILEVER PLC LS -,035

10-Year Study

UNV0.XETRA · Consumer Defensive · DE · Common Stock

Executive Summary: UNILEVER PLC LS -,035 has compounded at -2.3% annually over the last 10 years, with a maximum drawdown of 69.5% and an annualized volatility of 79.0%.

1Y CAGR
-22.3%
3Y CAGR
-1.4%
5Y CAGR
-1.7%
10Y CAGR
-2.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
69.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
145.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +146.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -62.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026177.39.9-21.90.2————————138.7%
2025212.5-1.31.31.60.7-7.5-1.36.1-6.04.1-0.5-64.86.2%
20243.4-0.43.24.33.21.910.53.1-0.0-3.10.2-68.6-59.5%
2023-1.01.10.96.4-7.51.42.6-3.50.0-4.7-2.2-0.0-7.0%
2022136.8-0.9-8.37.70.9-2.810.2-5.2-0.82.34.6-2.3146.4%
2021145.6-10.110.42.30.11.3-1.9-3.1-1.3-0.1-1.3-58.3-2.4%
20204.8-10.8-3.62.70.92.62.6-2.35.2-6.85.4-62.2-62.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 79.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.6% of variance. Idiosyncratic stock-specific factors contribute 38.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-12-0110000
2020-01-0110480.643397590788
2020-02-019346.990246741565
2020-03-019009.94726538387
2020-04-019249.334203425105
2020-05-019335.508562761248
2020-06-019574.877863807124
2020-07-019827.651281327713
2020-08-019605.513324749996
2020-09-0110103.4057038043
2020-10-019415.915624614192
2020-11-019923.402529145134
2020-12-013751.0041536760323
2021-01-019212.93144499903
2021-02-018282.28011076033
2021-03-019142.083634632005
2021-04-019347.960281486447
2021-05-019354.644702728445
2021-06-019479.1266159897
2021-07-019297.201008836135
2021-08-019010.91730012875
2021-09-018893.137445104852
2021-10-018885.482989117974
2021-11-018773.470431577278
2021-12-013661.4779540959653
2022-01-018670.999488527135
2022-02-018593.449619922749
2022-03-017882.043775022487
2022-04-018489.09151836893
2022-05-018564.718954478916
2022-06-018325.367290428403
2022-07-019177.516358313198
2022-08-018696.85532372705
2022-09-018625.055115610505
2022-10-018826.116862731265
2022-11-019228.25799396815
2022-12-019020.49418861003
2023-01-018932.397396779486
2023-02-019034.850702834266
2023-03-019115.27540168257
2023-04-019699.35977706838
2023-05-018972.627383198998
2023-06-019100.918887458334
2023-07-019335.508562761248
2023-08-019007.09007213531
2023-09-019010.91730012875
2023-10-018583.872731441472
2023-11-018395.24506605055
2023-12-018391.417838057108
2024-01-018676.749149014973
2024-02-018646.1136880721
2024-03-018924.742940792607
2024-04-019306.777897317414
2024-05-019601.686096756557
2024-06-019785.516499409161
2024-07-0110815.781583449445
2024-08-0111148.97969981834
2024-09-0111145.1524718249
2024-10-0110804.282262473766
2024-11-0110823.436039436323
2024-12-013395.8647124516983
2025-01-0110612.797403834282
2025-02-0110473.46514047867
2025-03-0110608.370517998555
2025-04-0110781.848004373975
2025-05-0110855.288453059138
2025-06-0110040.565089331381
2025-07-019912.538140002469
2025-08-0110512.319441259988
2025-09-019882.907987795199
2025-10-0110285.578228892926
2025-11-0110236.864847704546
2025-12-013607.485243419644
2026-01-0110004.620892784706
2026-02-0110996.666607876681
2026-03-018590.980440572144
2026-04-018612.144835005909
Annual Return Matrix
YearAnnual Return
2020-0.6248995846323968
2021-0.023867262181602844
20221.4636210573162467
2023-0.06973856835329939
2024-0.5953169323721874
20250.06231712653098098
20261.387298700865148
Total Factor Risk
0.7902066642879231
VTI.US Exposure
0.3362671343399873
VEA.US Exposure
0.02018842251174958
VWO.US Exposure
0.02015926545089389
QQQ.US Exposure
0.05778333809573355
VTV.US Exposure
0.07804020143811599
IJR.US Exposure
0.010254007028564603
QUAL.US Exposure
0.00031363063220194777
SHV.US Exposure
0.0011639785561342031
TLT.US Exposure
-0.001563437118977716
LQD.US Exposure
0.00404787841816492
HYG.US Exposure
0.013129899732692336
GLD.US Exposure
0.007116047935721262
USO.US Exposure
0.000213658545227117
VNQ.US Exposure
0.016994108338053694
BTC-USD.CC Exposure
0.0007244776632288147
CPER.US Exposure
0.007585013566828433
VIX.INDX Exposure
0.008084261965479688
UUP.US Exposure
0.037370550079736484
TIP.US Exposure
0.00023067034036211898
Idiosyncratic Exposure
0.38189689248010167
Value Score
42.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
79.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →18.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.09%
Market Cap$105.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$82
Avg Yield on Cost
0.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$81.960.82%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-13.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-13.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
21.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is UNILEVER PLC LS -,035 a high-risk investment?

UNILEVER PLC LS -,035 (UNV0.XETRA) has an annualized volatility of 79.0% and experienced a maximum drawdown of 69.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of UNV0.XETRA?

Over the past 10 years, UNV0.XETRA has generated a Compound Annual Growth Rate (CAGR) of -2.3%. It has had a positive return in 43% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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