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^DVG vs. ZBH
Performance
Return for Risk
Drawdowns
Volatility

Performance

^DVG vs. ZBH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ US Dividend Achievers Select Index (^DVG) and Zimmer Biomet Holdings, Inc. (ZBH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


^DVG

1D
0.02%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ZBH

1D
0.55%
1M
2.42%
YTD
-2.35%
6M
-1.55%
1Y
-3.29%
3Y*
-14.56%
5Y*
-10.56%
10Y*
-1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^DVG vs. ZBH - Yearly Performance Comparison


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Return for Risk

^DVG vs. ZBH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DVG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ZBH
ZBH Risk / Return Rank: 3636
Overall Rank
ZBH Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ZBH Sortino Ratio Rank: 3333
Sortino Ratio Rank
ZBH Omega Ratio Rank: 3333
Omega Ratio Rank
ZBH Calmar Ratio Rank: 3838
Calmar Ratio Rank
ZBH Martin Ratio Rank: 3838
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.

^DVG vs. ZBH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) and Zimmer Biomet Holdings, Inc. (ZBH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


^DVGZBHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.01

Calmar ratioReturn relative to maximum drawdown

-0.13

Martin ratioReturn relative to average drawdown

-0.25

^DVG vs. ZBH - Sharpe Ratio Comparison


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Drawdowns

^DVG vs. ZBH - Drawdown Comparison

The maximum ^DVG drawdown since its inception was 0.00%, smaller than the maximum ZBH drawdown of -65.03%. Use the drawdown chart below to compare losses from any high point for ^DVG and ZBH.


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Drawdown Indicators


^DVGZBHDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-65.03%

+65.03%

Max Drawdown (1Y)

Largest decline over 1 year

-25.54%

Max Drawdown (3Y)

Largest decline over 3 years

-43.94%

Max Drawdown (5Y)

Largest decline over 5 years

-48.53%

Max Drawdown (10Y)

Largest decline over 10 years

-52.14%

Current Drawdown

Current decline from peak

0.00%

-47.33%

+47.33%

Average Drawdown

Average peak-to-trough decline

0.00%

-20.11%

+20.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.32%

Volatility

^DVG vs. ZBH - Volatility Comparison


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Volatility by Period


^DVGZBHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

Volatility (1Y)

Calculated over the trailing 1-year period

30.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.45%

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