^DVG vs. ZBH

Last updated Jul 14, 2026

^DVG (NASDAQ US Dividend Achievers Select Index) is an index, while ZBH (Zimmer Biomet Holdings, Inc.) is a stock.

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.

Returns By Period

^DVG

• 1D: -0.20%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ZBH

• 1D: 3.00%
• 1M: 6.50%
• 6M: 3.43%
• YTD: 5.19%
• 1Y: 1.36%
• 3Y*: -12.08%
• 5Y*: -8.24%
• 10Y*: -1.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DVG vs. ZBH - Yearly Performance Comparison

	2026 (YTD)
^DVG NASDAQ US Dividend Achievers Select Index	-0.20%
ZBH Zimmer Biomet Holdings, Inc.	3.00%

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: 45
ZBH Sharpe Ratio Rank: 48
ZBH Sortino Ratio Rank: 40
ZBH Omega Ratio Rank: 42
ZBH Calmar Ratio Rank: 47
ZBH Martin Ratio Rank: 46

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.

	^DVG	ZBH	Difference
Sharpe ratio: Return per unit of total volatility	—	0.04	—
Sortino ratio: Return per unit of downside risk	—	0.27	—
Omega ratio: Gain probability vs. loss probability	—	1.04	—
Calmar ratio: Return relative to maximum drawdown	—	0.05	—
Martin ratio: Return relative to average drawdown	—	0.10	—

Drawdowns

^DVG vs. ZBH - Drawdown Comparison

The maximum ^DVG drawdown since its inception was -0.20%, 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.

Drawdown Indicators

	^DVG	ZBH	Difference
Max Drawdown Largest peak-to-trough decline	-0.20%	-65.03%	+64.83%
Max Drawdown (1Y) Largest decline over 1 year	—	-25.54%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-42.82%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-47.76%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-52.14%	—
Current Drawdown Current decline from peak	-0.20%	-43.26%	+43.06%
Average Drawdown Average peak-to-trough decline	-0.20%	-20.16%	+19.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	13.82%	—

Volatility

Volatility by Period

	^DVG	ZBH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	22.31%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	31.94%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	26.98%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	28.61%	—