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Swiss Life Holding AG (0QMG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCH0014852781
SectorFinancial Services
IndustryInsurance - Property & Casualty

Highlights

Market CapCHF 16.22B
EPS (TTM)CHF 39.93
PE Ratio0.12
Total Revenue (TTM)CHF 14.60B
Gross Profit (TTM)CHF 14.60B
EBITDA (TTM)CHF 49.00M
Year RangeCHF 484.17 - CHF 643.00

Share Price Chart


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Compare to other instruments

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Swiss Life Holding AG

Popular comparisons: 0QMG.L vs. SIKA.SW, 0QMG.L vs. SLHN.SW

Performance

Performance Chart

The chart shows the growth of an initial investment of CHF 10,000 in Swiss Life Holding AG, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
15.16%
18.17%
0QMG.L (Swiss Life Holding AG)
Benchmark (^GSPC)

S&P 500

Returns By Period

Swiss Life Holding AG had a return of 15.88% year-to-date (YTD) and 26.36% in the last 12 months. Over the past 10 years, Swiss Life Holding AG had an annualized return of 23.33%, outperforming the S&P 500 benchmark which had an annualized return of 10.85%.


PeriodReturnBenchmark
Year-To-Date15.88%15.04%
1 month3.04%3.47%
6 months15.16%15.07%
1 year26.36%24.43%
5 years (annualized)11.74%13.22%
10 years (annualized)23.33%10.85%

Monthly Returns

The table below presents the monthly returns of 0QMG.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.40%3.25%-1.79%-1.16%5.59%15.88%
202312.71%4.83%-0.53%4.13%-5.43%-0.56%5.70%0.16%3.09%1.77%-3.12%3.77%28.52%
20225.36%-5.44%6.27%0.42%-5.25%-14.98%8.91%1.80%-14.33%10.58%4.03%-5.00%-11.09%
2021-1.64%11.28%2.61%0.26%5.50%-4.22%4.09%2.30%-1.09%6.11%4.30%7.31%42.32%
2020-0.23%-9.64%-24.87%8.27%-1.87%4.62%-3.83%11.87%-5.83%-13.00%33.01%1.95%-10.02%
20198.11%6.28%0.80%9.26%-4.38%5.88%0.19%-2.92%1.66%3.37%0.53%-1.88%29.18%
20181.25%-1.20%-0.96%6.22%-3.86%2.86%2.92%-1.50%6.17%2.21%3.18%-3.49%14.00%
20174.53%3.34%3.66%3.61%2.89%-2.56%6.06%-0.60%1.67%-4.80%4.54%24.08%
2016-4.15%11.04%-1.99%5.58%-13.28%-0.63%8.90%4.96%0.79%1.92%10.89%23.58%
2015-9.18%15.43%4.45%-4.76%-6.62%1.61%7.93%2.54%9.50%
2014132.59%-2.61%2.15%5.26%-1.10%-2.90%4.14%143.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 0QMG.L is 88, placing it in the top 12% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 0QMG.L is 8888
0QMG.L (Swiss Life Holding AG)
The Sharpe Ratio Rank of 0QMG.L is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of 0QMG.L is 8282Sortino Ratio Rank
The Omega Ratio Rank of 0QMG.L is 8383Omega Ratio Rank
The Calmar Ratio Rank of 0QMG.L is 9595Calmar Ratio Rank
The Martin Ratio Rank of 0QMG.L is 9090Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Swiss Life Holding AG (0QMG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0QMG.L
Sharpe ratio
The chart of Sharpe ratio for 0QMG.L, currently valued at 1.52, compared to the broader market-2.00-1.000.001.002.003.001.52
Sortino ratio
The chart of Sortino ratio for 0QMG.L, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.006.001.94
Omega ratio
The chart of Omega ratio for 0QMG.L, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for 0QMG.L, currently valued at 2.63, compared to the broader market0.002.004.006.002.63
Martin ratio
The chart of Martin ratio for 0QMG.L, currently valued at 8.22, compared to the broader market0.0010.0020.008.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-4.00-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.008.12

Sharpe Ratio

The current Swiss Life Holding AG Sharpe ratio is 1.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Swiss Life Holding AG with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.502024FebruaryMarchAprilMayJune
1.52
2.08
0QMG.L (Swiss Life Holding AG)
Benchmark (^GSPC)

Dividends

Dividend History

Swiss Life Holding AG granted a 5.13% dividend yield in the last twelve months. The annual payout for that period amounted to CHF 33.00 per share.


PeriodTTM202320222021202020192018201720162015
DividendCHF 33.00CHF 30.00CHF 25.00CHF 21.00CHF 20.00CHF 2.50CHF 13.50CHF 11.00CHF 8.50CHF 6.50

Dividend yield

5.13%5.14%5.22%3.73%4.83%0.51%3.57%3.19%2.95%2.70%

Monthly Dividends

The table displays the monthly dividend distributions for Swiss Life Holding AG. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 33.00CHF 0.00CHF 33.00
2023CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 30.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 30.00
2022CHF 0.00CHF 0.00CHF 0.00CHF 25.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 25.00
2021CHF 0.00CHF 0.00CHF 0.00CHF 21.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 21.00
2020CHF 0.00CHF 0.00CHF 0.00CHF 15.00CHF 0.00CHF 0.00CHF 5.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 20.00
2019CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 2.50CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 2.50
2018CHF 0.00CHF 0.00CHF 0.00CHF 13.50CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 13.50
2017CHF 0.00CHF 0.00CHF 0.00CHF 11.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 11.00
2016CHF 0.00CHF 0.00CHF 8.50CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 8.50
2015CHF 6.50CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 0.00CHF 6.50

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune0
-0.35%
0QMG.L (Swiss Life Holding AG)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Swiss Life Holding AG. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Swiss Life Holding AG was 86.31%, occurring on Feb 19, 2009. Recovery took 111 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.31%Jun 12, 2007184Feb 19, 2009111Feb 17, 2017295
-49.94%Feb 20, 202023Mar 23, 2020292Jun 1, 2021315
-28.67%Apr 19, 2022110Sep 29, 2022139Apr 19, 2023249
-20.6%Feb 10, 202219Mar 8, 202224Apr 11, 202243
-17.95%Jun 13, 20061Jun 13, 20062Jan 10, 20073

Volatility

Volatility Chart

The current Swiss Life Holding AG volatility is 4.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%2024FebruaryMarchAprilMayJune
4.78%
3.31%
0QMG.L (Swiss Life Holding AG)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Swiss Life Holding AG over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items