PortfoliosLab logo
0QLR.L vs. ^SSMI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 0QLR.L and ^SSMI is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

0QLR.L vs. ^SSMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Novartis AG (0QLR.L) and Swiss Market Index (^SSMI). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
19.49%
29.10%
0QLR.L
^SSMI

Key characteristics

Sharpe Ratio

0QLR.L:

0.12

^SSMI:

0.48

Sortino Ratio

0QLR.L:

0.28

^SSMI:

0.70

Omega Ratio

0QLR.L:

1.04

^SSMI:

1.11

Calmar Ratio

0QLR.L:

0.12

^SSMI:

0.44

Martin Ratio

0QLR.L:

0.34

^SSMI:

1.65

Ulcer Index

0QLR.L:

6.94%

^SSMI:

4.60%

Daily Std Dev

0QLR.L:

20.55%

^SSMI:

15.77%

Max Drawdown

0QLR.L:

-19.20%

^SSMI:

-56.31%

Current Drawdown

0QLR.L:

-10.75%

^SSMI:

-8.00%

Returns By Period

In the year-to-date period, 0QLR.L achieves a 2.88% return, which is significantly lower than ^SSMI's 4.42% return.


0QLR.L

YTD

2.88%

1M

4.55%

6M

-3.17%

1Y

1.48%

5Y*

N/A

10Y*

N/A

^SSMI

YTD

4.42%

1M

9.65%

6M

2.25%

1Y

5.22%

5Y*

4.62%

10Y*

2.92%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

0QLR.L vs. ^SSMI — Risk-Adjusted Performance Rank

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

0QLR.L
The Risk-Adjusted Performance Rank of 0QLR.L is 5252
Overall Rank
The Sharpe Ratio Rank of 0QLR.L is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of 0QLR.L is 4545
Sortino Ratio Rank
The Omega Ratio Rank of 0QLR.L is 4646
Omega Ratio Rank
The Calmar Ratio Rank of 0QLR.L is 5858
Calmar Ratio Rank
The Martin Ratio Rank of 0QLR.L is 5656
Martin Ratio Rank

^SSMI
The Risk-Adjusted Performance Rank of ^SSMI is 5959
Overall Rank
The Sharpe Ratio Rank of ^SSMI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SSMI is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ^SSMI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ^SSMI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ^SSMI is 6363
Martin 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.

0QLR.L vs. ^SSMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Novartis AG (0QLR.L) and Swiss Market Index (^SSMI). 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.


The current 0QLR.L Sharpe Ratio is 0.12, which is lower than the ^SSMI Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of 0QLR.L and ^SSMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2025FebruaryMarchAprilMay
0.35
0.89
0QLR.L
^SSMI

Drawdowns

0QLR.L vs. ^SSMI - Drawdown Comparison

The maximum 0QLR.L drawdown since its inception was -19.20%, smaller than the maximum ^SSMI drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for 0QLR.L and ^SSMI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.77%
-1.29%
0QLR.L
^SSMI

Volatility

0QLR.L vs. ^SSMI - Volatility Comparison

Novartis AG (0QLR.L) has a higher volatility of 13.61% compared to Swiss Market Index (^SSMI) at 12.18%. This indicates that 0QLR.L's price experiences larger fluctuations and is considered to be riskier than ^SSMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
13.61%
12.18%
0QLR.L
^SSMI