UPS
UPS
US9113121068
United Parcel Service, Inc.
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Elevated Business & Solvency Risk

Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 60/100).

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score
7/7 Very High
7 / 7 SRI Price Fluctuation & Beta

Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Largely moves in line with the broader market.

Beta (Market Relation)
1.05x
Above average
Volatility (5Y p.a.)
29.0% p.a.
5-Year Horizon
Max Drawdown (5Y)
-64.4%
5-Year Horizon
Sharpe Ratio
-0.52
Return / Risk
Speculative / High Risk: Score Basis:

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

High Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — +9.1%
3 Years 29.7% -49.3% -0.6 -15.2%
5 Years 29.0% -64.4% -0.52 -12.5%
10 Years 28.1% -64.4% -0.14 -1.5%

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Strong cyclicality: The business model is sensitive to economic downturns.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (29.0% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -64.4% in the extended horizon.

Corporate Governance & ISS Scores

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)
Overall Governance Risk
9 ISS Score: 9 / 10
Audit Risk
6 ISS Score: 6 / 10
Board Risk
8 ISS Score: 8 / 10
Short Ratio
6.53
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