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ISIN
US87089E1001

Highlights

Market Cap
$30.61B
Enterprise Value
$52.25B
EPS (TTM)
CHF 4.34
PE Ratio
10.23
PEG Ratio
6.92
Total Revenue (TTM)
CHF 40.81B
Gross Profit (TTM)
CHF 42.70B
EBITDA (TTM)
CHF 2.13B
Year Range
$48.53 - $61.12
ROA (TTM)
1.08%
ROE (TTM)
34.62%

Share Price Chart


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Performance

SZLMY Performance Chart

Swiss Life Holding AG ADR (SZLMY) is down 1.3% since the beginning of the year. At $55 per share, SZLMY is trading 10.2% below its 52-week high of $61. Investors who bought $1,000 worth of SZLMY shares 5 years ago would now be looking at an investment worth $2,811.


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S&P 500 Index

Returns By Period

Swiss Life Holding AG ADR (SZLMY) has returned -1.29% so far this year and 13.89% over the past 12 months.


Swiss Life Holding AG ADR

1D
1.43%
1M
0.05%
YTD
-1.29%
6M
-1.75%
1Y
13.89%
3Y*
28.33%
5Y*
22.96%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SZLMY Monthly Returns History

Based on dividend-adjusted daily data since Oct 5, 2017, SZLMY's average daily return is +0.11%, while the average monthly return is +1.68%. At this rate, an investment would double in approximately 3.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +37.9%, while the worst month was Mar 2020 at -29.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SZLMY closed higher 49% of trading days. The best single day was Mar 25, 2020 with a return of +20.6%, while the worst single day was Mar 18, 2020 at -30.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.30%5.54%-5.63%8.12%-4.27%1.11%-1.29%
20254.20%5.72%5.72%10.46%3.56%0.87%3.62%3.48%-0.19%0.14%1.48%5.59%54.33%
20245.07%-0.54%-3.41%-4.61%8.73%5.21%5.18%5.49%3.00%-2.60%1.81%-5.84%17.54%
202317.37%1.67%2.33%5.46%-7.03%-2.65%12.80%-1.03%-0.70%1.79%1.82%7.89%44.47%
20229.10%-9.21%9.25%-9.10%-1.41%-16.08%10.46%0.08%-19.15%10.66%12.15%-3.08%-12.51%
20212.93%8.29%-1.62%1.83%5.92%-8.35%6.74%0.34%1.17%7.83%0.68%8.13%37.89%

Benchmark Metrics

Swiss Life Holding AG ADR has an annualized alpha of 20.18%, beta of 0.50, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since October 05, 2017.

  • This stock captured 103.74% of S&P 500 Index gains but only 84.83% of its losses - a favorable profile for investors.
  • Beta of 0.50 may look defensive, but with R2 of 0.07 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R2 of 0.07 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
20.18%
Beta
0.50
0.07
Upside Capture
103.74%
Downside Capture
84.83%

Return for Risk

Risk / Return Rank

SZLMY ranks 60 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SZLMY Risk / Return Rank: 6060
Overall Rank
SZLMY Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SZLMY Sortino Ratio Rank: 5656
Sortino Ratio Rank
SZLMY Omega Ratio Rank: 5252
Omega Ratio Rank
SZLMY Calmar Ratio Rank: 6464
Calmar Ratio Rank
SZLMY Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Swiss Life Holding AG ADR (SZLMY) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SZLMYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.11

1.37

-0.25

Calmar ratioReturn relative to maximum drawdown

1.04

2.78

-1.74

Martin ratioReturn relative to average drawdown

2.49

12.44

-9.95

Dividends

Dividend History

Swiss Life Holding AG ADR provided a 4.21% dividend yield over the last twelve months, with an annual payout of $2.31 per share. The company has been increasing its dividends for 4 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$2.31$2.05$1.81$1.60$1.35$0.68$0.69$0.00$0.65

Dividend yield

4.21%3.54%4.63%4.56%5.29%2.22%3.04%0.00%3.49%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$2.31$0.00$2.31
2025$0.00$0.00$0.00$0.00$2.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.05
2024$0.00$0.00$0.00$0.00$1.81$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.81
2023$0.00$0.00$0.00$0.00$1.60$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.60
2022$0.00$0.00$0.00$1.35$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.35
2021$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68

Dividend Yield & Payout


Dividend Yield

Swiss Life Holding AG ADR has a dividend yield of 4.21%, which is quite average when compared to the overall market.

Payout Ratio

Swiss Life Holding AG ADR has a payout ratio of 82.54%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Swiss Life Holding AG ADR. 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 ADR was 50.48%, occurring on Mar 20, 2020. Recovery took 235 trading sessions.

The current Swiss Life Holding AG ADR drawdown is 5.82%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-50.48%Mar 2020
25d11mo 13d
1y 3dFeb 2020 - Feb 2021
Bear market2022
-35.97%Oct 2022
8mo 5d6mo
1y 2moFeb 2022 - Apr 2023
2024 correction2024
-13.36%Apr 2024
1mo 6d2mo
3mo 6dMar 2024 - Jun 2024
2026 correction2026
-13.36%Mar 2026
2mo 14d1mo 2d
3mo 16dDec 2025 - Apr 2026
2023 correction2023
-12.69%Jun 2023
2mo 5d29d
3mo 4dApr 2023 - Jul 2023

Drawdown Indicators


SZLMYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.48%

-56.78%

+6.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-9.10%

-4.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.36%

-18.90%

+5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-35.97%

-25.43%

-10.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-5.82%

-1.80%

-4.02%

Average Drawdown

Average peak-to-trough decline

-8.36%

-10.71%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

2.03%

+3.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Swiss Life Holding AG ADR is priced in the market compared to other companies in the Insurance - Diversified industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for SZLMY, comparing it with other companies in the Insurance - Diversified industry. Currently, SZLMY has a P/E ratio of 10.2. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for SZLMY compared to other companies in the Insurance - Diversified industry. SZLMY currently has a PEG ratio of 6.9. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for SZLMY relative to other companies in the Insurance - Diversified industry. Currently, SZLMY has a P/S ratio of 0.6. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for SZLMY in comparison with other companies in the Insurance - Diversified industry. Currently, SZLMY has a P/B value of 3.5. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



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
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