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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 0.25, 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

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%December2025FebruaryMarchAprilMay
511.35%
73.24%
0QMG.L
0QP2.L

Key characteristics

Sharpe Ratio

0QMG.L:

2.01

0QP2.L:

1.46

Sortino Ratio

0QMG.L:

2.43

0QP2.L:

1.97

Omega Ratio

0QMG.L:

1.41

0QP2.L:

1.35

Calmar Ratio

0QMG.L:

2.97

0QP2.L:

2.02

Martin Ratio

0QMG.L:

13.06

0QP2.L:

9.04

Ulcer Index

0QMG.L:

3.00%

0QP2.L:

3.54%

Daily Std Dev

0QMG.L:

19.41%

0QP2.L:

20.17%

Max Drawdown

0QMG.L:

-49.94%

0QP2.L:

-40.75%

Current Drawdown

0QMG.L:

-0.18%

0QP2.L:

-5.86%

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 15.28B

0QP2.L:

£16.69B

Gross Profit (TTM)

0QMG.L:

CHF 7.96B

0QP2.L:

£16.69B

EBITDA (TTM)

0QMG.L:

CHF 2.13B

0QP2.L:

£31.52B

Returns By Period

In the year-to-date period, 0QMG.L achieves a 21.10% return, which is significantly higher than 0QP2.L's 9.00% return. Over the past 10 years, 0QMG.L has outperformed 0QP2.L with an annualized return of 22.61%, while 0QP2.L has yielded a comparatively lower 7.62% annualized return.


0QMG.L

YTD

21.10%

1M

14.91%

6M

14.88%

1Y

39.13%

5Y*

25.83%

10Y*

22.61%

0QP2.L

YTD

9.00%

1M

4.39%

6M

11.79%

1Y

28.84%

5Y*

15.41%

10Y*

7.62%

*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 9595
Overall Rank
The Sharpe Ratio Rank of 0QMG.L is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of 0QMG.L is 9090
Sortino Ratio Rank
The Omega Ratio Rank of 0QMG.L is 9494
Omega Ratio Rank
The Calmar Ratio Rank of 0QMG.L is 9696
Calmar Ratio Rank
The Martin Ratio Rank of 0QMG.L is 9797
Martin Ratio Rank

0QP2.L
The Risk-Adjusted Performance Rank of 0QP2.L is 9191
Overall Rank
The Sharpe Ratio Rank of 0QP2.L is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of 0QP2.L is 8585
Sortino Ratio Rank
The Omega Ratio Rank of 0QP2.L is 9191
Omega Ratio Rank
The Calmar Ratio Rank of 0QP2.L is 9393
Calmar Ratio Rank
The Martin Ratio Rank of 0QP2.L is 9494
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.


The current 0QMG.L Sharpe Ratio is 2.01, which is higher than the 0QP2.L Sharpe Ratio of 1.46. 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 Ratio1.001.502.002.50December2025FebruaryMarchAprilMay
2.34
1.63
0QMG.L
0QP2.L

Dividends

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

0QMG.L's dividend yield for the trailing twelve months is around 3.90%, while 0QP2.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
0QMG.L
Swiss Life Holding AG
3.90%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%December2025FebruaryMarchAprilMay
-1.19%
-3.68%
0QMG.L
0QP2.L

Volatility

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

The current volatility for Swiss Life Holding AG (0QMG.L) is 15.14%, while Zurich Insurance Group AG (0QP2.L) has a volatility of 16.64%. 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%December2025FebruaryMarchAprilMay
15.14%
16.64%
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


5.00B10.00B15.00B20.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
7.32B
16.69B
(0QMG.L) Total Revenue
(0QP2.L) Total Revenue
Please note, different currencies. 0QMG.L values in CHF, 0QP2.L values in GBP