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0QMG.L vs. 0QP2.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0QMG.L and 0QP2.L is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

0QMG.L vs. 0QP2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swiss Life Holding AG (0QMG.L) and Zurich Insurance Group AG (0QP2.L). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
470.87%
64.52%
0QMG.L
0QP2.L

Key characteristics

Sharpe Ratio

0QMG.L:

1.77

0QP2.L:

1.14

Sortino Ratio

0QMG.L:

2.19

0QP2.L:

1.49

Omega Ratio

0QMG.L:

1.36

0QP2.L:

1.26

Calmar Ratio

0QMG.L:

2.64

0QP2.L:

1.46

Martin Ratio

0QMG.L:

11.61

0QP2.L:

7.27

Ulcer Index

0QMG.L:

3.00%

0QP2.L:

3.19%

Daily Std Dev

0QMG.L:

19.54%

0QP2.L:

20.30%

Max Drawdown

0QMG.L:

-49.94%

0QP2.L:

-40.75%

Current Drawdown

0QMG.L:

-4.12%

0QP2.L:

-10.72%

Fundamentals

Market Cap

0QMG.L:

CHF 16.24B

0QP2.L:

£60.05B

EPS

0QMG.L:

CHF 39.93

0QP2.L:

£33.88

PE Ratio

0QMG.L:

0.12

0QP2.L:

0.12

PS Ratio

0QMG.L:

1.36

0QP2.L:

0.87

PB Ratio

0QMG.L:

0.00

0QP2.L:

0.00

Total Revenue (TTM)

0QMG.L:

CHF 7.96B

0QP2.L:

£16.69B

Gross Profit (TTM)

0QMG.L:

CHF 7.96B

0QP2.L:

£16.69B

EBITDA (TTM)

0QMG.L:

CHF 1.04B

0QP2.L:

£31.52B

Returns By Period

In the year-to-date period, 0QMG.L achieves a 11.40% return, which is significantly higher than 0QP2.L's 3.37% return. Over the past 10 years, 0QMG.L has outperformed 0QP2.L with an annualized return of 21.46%, while 0QP2.L has yielded a comparatively lower 6.83% annualized return.


0QMG.L

YTD

11.40%

1M

-0.94%

6M

7.42%

1Y

34.78%

5Y*

25.48%

10Y*

21.46%

0QP2.L

YTD

3.37%

1M

-8.33%

6M

5.63%

1Y

25.77%

5Y*

13.43%

10Y*

6.83%

*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

0QMG.L vs. 0QP2.L — Risk-Adjusted Performance Rank

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

0QMG.L
The Risk-Adjusted Performance Rank of 0QMG.L is 9494
Overall Rank
The Sharpe Ratio Rank of 0QMG.L is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of 0QMG.L is 8989
Sortino Ratio Rank
The Omega Ratio Rank of 0QMG.L is 9292
Omega Ratio Rank
The Calmar Ratio Rank of 0QMG.L is 9696
Calmar Ratio Rank
The Martin Ratio Rank of 0QMG.L is 9696
Martin Ratio Rank

0QP2.L
The Risk-Adjusted Performance Rank of 0QP2.L is 8787
Overall Rank
The Sharpe Ratio Rank of 0QP2.L is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of 0QP2.L is 7979
Sortino Ratio Rank
The Omega Ratio Rank of 0QP2.L is 8585
Omega Ratio Rank
The Calmar Ratio Rank of 0QP2.L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of 0QP2.L is 9292
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.

0QMG.L vs. 0QP2.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG (0QMG.L) and Zurich Insurance Group AG (0QP2.L). 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.


Sharpe ratio
The chart of Sharpe ratio for 0QMG.L, currently valued at 2.25, compared to the broader market-2.00-1.000.001.002.003.00
0QMG.L: 2.25
0QP2.L: 1.55
The chart of Sortino ratio for 0QMG.L, currently valued at 2.94, compared to the broader market-6.00-4.00-2.000.002.004.00
0QMG.L: 2.94
0QP2.L: 1.93
The chart of Omega ratio for 0QMG.L, currently valued at 1.47, compared to the broader market0.501.001.502.00
0QMG.L: 1.47
0QP2.L: 1.34
The chart of Calmar ratio for 0QMG.L, currently valued at 4.08, compared to the broader market0.001.002.003.004.00
0QMG.L: 4.08
0QP2.L: 2.09
The chart of Martin ratio for 0QMG.L, currently valued at 12.80, compared to the broader market-5.000.005.0010.0015.0020.00
0QMG.L: 12.80
0QP2.L: 9.56

The current 0QMG.L Sharpe Ratio is 1.77, which is higher than the 0QP2.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of 0QMG.L and 0QP2.L, 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 Ratio1.001.502.002.50NovemberDecember2025FebruaryMarchApril
2.25
1.55
0QMG.L
0QP2.L

Dividends

0QMG.L vs. 0QP2.L - Dividend Comparison

0QMG.L's dividend yield for the trailing twelve months is around 4.24%, while 0QP2.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
0QMG.L
Swiss Life Holding AG
4.24%4.73%5.14%5.22%3.73%4.83%0.51%3.57%3.19%2.95%2.70%0.00%
0QP2.L
Zurich Insurance Group AG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

0QMG.L vs. 0QP2.L - Drawdown Comparison

The maximum 0QMG.L drawdown since its inception was -49.94%, which is greater than 0QP2.L's maximum drawdown of -40.75%. Use the drawdown chart below to compare losses from any high point for 0QMG.L and 0QP2.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.24%
-8.53%
0QMG.L
0QP2.L

Volatility

0QMG.L vs. 0QP2.L - Volatility Comparison

The current volatility for Swiss Life Holding AG (0QMG.L) is 16.07%, while Zurich Insurance Group AG (0QP2.L) has a volatility of 17.61%. This indicates that 0QMG.L experiences smaller price fluctuations and is considered to be less risky than 0QP2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.07%
17.61%
0QMG.L
0QP2.L

Financials

0QMG.L vs. 0QP2.L - Financials Comparison

This section allows you to compare key financial metrics between Swiss Life Holding AG and Zurich Insurance Group AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 0QMG.L values in CHF, 0QP2.L values in GBP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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