UBS Group AG (AMUB), an SEC filer in National Commercial Banks, closed at $23.46, -1.4%, on 2026-08-28, with a return on equity of 3.9%, a net margin of 7.5% and 3-year sales growth of 11.0%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 753 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 16.64% | Sharpe | 1.33 |
| Sortino | 1.87 |
| Beta | 0.35 | Correlation | 0.29 |
| Up capture | 78.32% | Down capture | 14.81% |
Relative Value shows 0.53 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −17.04% | Ulcer Index | 4.59 |
| MTD | 0.92% | QTD | 8.39% |
| YTD | 27.90% | Window (ann., 3.0y) | 22.98% |
| Skewness | −0.93 | Excess Kurtosis | 7.74 |
| Omega (θ=0) | 1.25 | Tail Ratio | 1.01 |
| Gain/Pain | 0.25 | Hit Rate | 56.71% |
| Win/Loss | 0.95 | Upside Potential | 0.58 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.59% | -2.64% | -1.64% | -2.35% |
| CVaR (ES) | -2.35% | -3.81% | -2.07% | -2.71% |
| VaR (Cornish-Fisher) | — | — | -1.73% | -4.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -17.04% | 2025-04-02 | 2025-04-08 | 2026-01-16 | 4 | 195 |
| -9.71% | 2026-05-19 | 2026-06-24 | 2026-07-31 | 24 | 26 |
| -9.70% | 2024-11-29 | 2024-12-18 | 2025-01-16 | 13 | 18 |
| -8.34% | 2024-07-22 | 2024-08-13 | 2024-11-06 | 16 | 60 |
| -6.40% | 2024-04-03 | 2024-04-16 | 2024-06-24 | 9 | 47 |
| -5.89% | 2023-12-01 | 2023-12-12 | 2024-01-25 | 7 | 29 |
| -5.70% | 2026-03-26 | 2026-04-17 | 2026-04-30 | 15 | 9 |
| -5.34% | 2025-02-18 | 2025-03-06 | 2025-03-18 | 12 | 8 |
| -4.44% | 2023-09-28 | 2023-10-04 | 2023-10-13 | 4 | 7 |
| -3.77% | 2025-01-21 | 2025-01-30 | 2025-02-03 | 7 | 2 |
Worst depth first · lengths in trading days.
