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Zurich Insurance Group AG (0QP2.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCH0011075394
SectorFinancial Services
IndustryInsurance - Property & Casualty

Highlights

Market Cap£60.05B
EPS (TTM)£33.88
PE Ratio0.12
Total Revenue (TTM)£59.14B
Gross Profit (TTM)£56.88B
EBITDA (TTM)-£11.67B
Year Range£401.98 - £492.73

Share Price Chart


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Compare to other instruments

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Zurich Insurance Group AG

Popular comparisons: 0QP2.L vs. SLHN.SW

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Zurich Insurance Group 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%100.00%200.00%300.00%400.00%2024FebruaryMarchAprilMayJune
-25.88%
363.63%
0QP2.L (Zurich Insurance Group AG)
Benchmark (^GSPC)

S&P 500

Returns By Period

Zurich Insurance Group AG had a return of 9.88% year-to-date (YTD) and 13.63% in the last 12 months. Over the past 10 years, Zurich Insurance Group AG had an annualized return of 6.69%, while the S&P 500 had an annualized return of 10.79%, indicating that Zurich Insurance Group AG did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.88%14.22%
1 month3.04%2.70%
6 months9.21%14.58%
1 year13.63%25.29%
5 years (annualized)7.67%13.38%
10 years (annualized)6.69%10.79%

Monthly Returns

The table below presents the monthly returns of 0QP2.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.05%7.10%3.43%-8.55%6.10%9.88%
20233.01%-2.00%-1.97%-1.51%-1.11%-0.48%-0.30%-1.84%1.04%2.70%1.59%0.41%-0.63%
202210.12%-4.38%8.71%-2.68%-1.94%-5.03%-0.14%4.39%-8.73%8.18%6.02%-2.36%10.51%
2021-5.06%4.30%9.10%-7.49%1.10%-2.00%-1.89%10.35%-4.59%5.81%-6.55%5.57%6.77%
20202.26%-8.87%-7.31%-10.56%0.72%7.62%0.96%1.07%-5.65%-5.21%22.20%1.00%-5.67%
20196.39%5.83%-0.15%-1.34%-0.03%4.59%2.62%1.03%8.63%2.54%1.45%35.87%
20183.52%1.70%0.28%1.49%-8.09%0.65%3.60%-3.15%5.12%0.97%0.10%-6.51%-1.21%
20171.66%-2.95%-3.59%2.99%3.31%-1.76%4.98%-1.93%2.53%3.34%-2.39%-0.12%5.76%
2016-12.96%-5.47%4.61%-2.89%11.86%-1.87%-1.70%8.22%-1.48%4.84%2.38%5.31%8.69%
2015-2.07%-1.04%8.33%-12.13%5.52%-6.29%3.05%-10.28%-10.60%10.43%3.62%-4.68%-17.76%
201439.88%-7.22%6.86%-0.17%-0.95%4.12%2.37%1.01%5.99%3.71%62.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0QP2.L is 73, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 0QP2.L is 7373
0QP2.L (Zurich Insurance Group AG)
The Sharpe Ratio Rank of 0QP2.L is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of 0QP2.L is 7272Sortino Ratio Rank
The Omega Ratio Rank of 0QP2.L is 7272Omega Ratio Rank
The Calmar Ratio Rank of 0QP2.L is 6464Calmar Ratio Rank
The Martin Ratio Rank of 0QP2.L is 7979Martin 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 Zurich Insurance Group AG (0QP2.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0QP2.L
Sharpe ratio
The chart of Sharpe ratio for 0QP2.L, currently valued at 1.01, compared to the broader market-2.00-1.000.001.002.003.001.01
Sortino ratio
The chart of Sortino ratio for 0QP2.L, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.46
Omega ratio
The chart of Omega ratio for 0QP2.L, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for 0QP2.L, currently valued at 0.32, compared to the broader market0.002.004.006.000.32
Martin ratio
The chart of Martin ratio for 0QP2.L, currently valued at 3.90, compared to the broader market-10.000.0010.0020.003.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.16, compared to the broader market-2.00-1.000.001.002.003.002.16
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.003.06
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 1.72, compared to the broader market0.002.004.006.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.08, compared to the broader market-10.000.0010.0020.008.08

Sharpe Ratio

The current Zurich Insurance Group AG Sharpe ratio is 1.01. 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 Zurich Insurance Group 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 Ratio0.000.501.001.502.002024FebruaryMarchAprilMayJune
1.01
2.02
0QP2.L (Zurich Insurance Group AG)
Benchmark (^GSPC)

Dividends

Dividend History

Zurich Insurance Group AG granted a 0.05% dividend yield in the last twelve months. The annual payout for that period amounted to £0.26 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend£0.26£0.24£0.20£0.20£0.20£0.19£0.17£0.06£0.17£0.17£0.17

Dividend yield

0.05%0.05%0.05%0.05%0.05%0.05%0.06%0.02%0.06%0.07%0.05%

Monthly Dividends

The table displays the monthly dividend distributions for Zurich Insurance Group AG. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.00£0.00£0.00£0.26£0.00£0.00£0.26
2023£0.00£0.00£0.00£0.24£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.24
2022£0.00£0.00£0.00£0.20£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.20
2021£0.00£0.00£0.00£0.20£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.20
2020£0.00£0.00£0.00£0.20£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.20
2019£0.00£0.00£0.00£0.19£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.19
2018£0.00£0.00£0.00£0.17£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.17
2017£0.00£0.00£0.06£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.06
2016£0.00£0.00£0.00£0.17£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.17
2015£0.00£0.00£0.00£0.17£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.17
2014£0.17£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.17

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-35.55%
-0.14%
0QP2.L (Zurich Insurance Group AG)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Zurich Insurance Group 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 Zurich Insurance Group AG was 88.94%, occurring on Jul 24, 2002. The portfolio has not yet recovered.

The current Zurich Insurance Group AG drawdown is 35.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-88.94%Jan 4, 2001391Jul 24, 2002
-3.76%Oct 20, 20002Oct 23, 20008Nov 2, 200010
-2.8%Nov 30, 20004Dec 5, 20003Dec 8, 20007
-2.42%Nov 9, 20002Nov 10, 20001Nov 13, 20003
-1.8%Dec 11, 20004Dec 14, 20003Dec 19, 20007

Volatility

Volatility Chart

The current Zurich Insurance Group AG volatility is 4.00%, 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%2024FebruaryMarchAprilMayJune
4.00%
2.85%
0QP2.L (Zurich Insurance Group AG)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Zurich Insurance Group 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