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^SSMI vs. ABBNY
Performance
Return for Risk
Drawdowns
Volatility

Performance

^SSMI vs. ABBNY - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Swiss Market Index (^SSMI) and ABB Ltd (ABBNY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

^SSMI is traded in CHF, while ABBNY is traded in USD. To make them comparable, the ABBNY values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^SSMI achieves a 4.38% return, which is significantly lower than ABBNY's 48.49% return. Over the past 10 years, ^SSMI has underperformed ABBNY with an annualized return of 5.98%, while ABBNY has yielded a comparatively higher 19.98% annualized return.


^SSMI

1D
0.00%
1M
2.56%
YTD
4.38%
6M
4.57%
1Y
16.82%
3Y*
7.26%
5Y*
2.92%
10Y*
5.98%

ABBNY

1D
-3.19%
1M
2.84%
YTD
48.49%
6M
47.20%
1Y
87.98%
3Y*
38.54%
5Y*
24.91%
10Y*
19.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SSMI vs. ABBNY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^SSMI
Swiss Market Index
4.38%14.37%4.16%3.81%-16.67%20.29%0.82%25.95%-10.15%14.14%
ABBNY
ABB Ltd
48.49%22.75%33.50%36.23%-17.01%44.54%10.99%29.63%-25.80%26.09%

Correlation

The correlation between ^SSMI and ABBNY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2007

0.53

The correlation between ^SSMI and ABBNY shifts across timeframes, from 0.39 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

^SSMI vs. ABBNY — Risk / Return Rank

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

^SSMI
^SSMI Risk / Return Rank: 4444
Overall Rank
^SSMI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
^SSMI Sortino Ratio Rank: 4646
Sortino Ratio Rank
^SSMI Omega Ratio Rank: 4949
Omega Ratio Rank
^SSMI Calmar Ratio Rank: 3737
Calmar Ratio Rank
^SSMI Martin Ratio Rank: 3939
Martin Ratio Rank

ABBNY
ABBNY Risk / Return Rank: 9595
Overall Rank
ABBNY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ABBNY Sortino Ratio Rank: 9595
Sortino Ratio Rank
ABBNY Omega Ratio Rank: 9393
Omega Ratio Rank
ABBNY Calmar Ratio Rank: 9494
Calmar Ratio Rank
ABBNY Martin Ratio Rank: 9696
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.

^SSMI vs. ABBNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swiss Market Index (^SSMI) and ABB Ltd (ABBNY). 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.


^SSMIABBNYDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.26

1.53

-0.27

Calmar ratioReturn relative to maximum drawdown

1.41

7.13

-5.72

Martin ratioReturn relative to average drawdown

4.56

26.97

-22.41

^SSMI vs. ABBNY - Sharpe Ratio Comparison

The current ^SSMI Sharpe Ratio is 1.42, which is lower than the ABBNY Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of ^SSMI and ABBNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^SSMI vs. ABBNY - Drawdown Comparison

The maximum ^SSMI drawdown since its inception was -56.31%, smaller than the maximum ABBNY drawdown of -68.83%. Use the drawdown chart below to compare losses from any high point for ^SSMI and ABBNY.


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Drawdown Indicators


^SSMIABBNYDifference

Max Drawdown

Largest peak-to-trough decline

-56.31%

-68.83%

+12.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.08%

-12.41%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-17.31%

-24.76%

+7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-22.34%

-30.73%

+8.39%

Max Drawdown (10Y)

Largest decline over 10 years

-27.54%

-41.97%

+14.43%

Current Drawdown

Current decline from peak

-1.18%

-3.19%

+2.01%

Average Drawdown

Average peak-to-trough decline

-14.67%

-21.77%

+7.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.27%

+0.44%

Volatility

^SSMI vs. ABBNY - Volatility Comparison

The current volatility for Swiss Market Index (^SSMI) is 3.13%, while ABB Ltd (ABBNY) has a volatility of 10.81%. This indicates that ^SSMI experiences smaller price fluctuations and is considered to be less risky than ABBNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^SSMIABBNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

10.81%

-7.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

23.77%

-14.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.97%

29.06%

-17.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

25.13%

-11.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

25.06%

-10.85%

Frequently Asked Questions


^SSMI and ABBNY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABBNY has higher volatility (10.81%) compared to ^SSMI (3.13%). In terms of maximum drawdown, ^SSMI dropped -56.31% vs ABBNY's -68.83%.

ABBNY currently has the higher Sharpe Ratio (3.05 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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