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

Correlation

The correlation between 0QP2.L and 0QMG.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

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Zurich Insurance Group AG (0QP2.L) and Swiss Life Holding AG (0QMG.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
73.24%
511.35%
0QP2.L
0QMG.L

Key characteristics

Sharpe Ratio

0QP2.L:

1.46

0QMG.L:

2.01

Sortino Ratio

0QP2.L:

1.97

0QMG.L:

2.43

Omega Ratio

0QP2.L:

1.35

0QMG.L:

1.41

Calmar Ratio

0QP2.L:

2.02

0QMG.L:

2.97

Martin Ratio

0QP2.L:

9.04

0QMG.L:

13.06

Ulcer Index

0QP2.L:

3.54%

0QMG.L:

3.00%

Daily Std Dev

0QP2.L:

20.17%

0QMG.L:

19.41%

Max Drawdown

0QP2.L:

-40.75%

0QMG.L:

-49.94%

Current Drawdown

0QP2.L:

-5.86%

0QMG.L:

-0.18%

Fundamentals

Market Cap

0QP2.L:

£60.05B

0QMG.L:

CHF 16.24B

EPS

0QP2.L:

£33.88

0QMG.L:

CHF 39.93

PE Ratio

0QP2.L:

0.12

0QMG.L:

0.12

PS Ratio

0QP2.L:

0.87

0QMG.L:

1.36

PB Ratio

0QP2.L:

0.00

0QMG.L:

0.00

Total Revenue (TTM)

0QP2.L:

£16.69B

0QMG.L:

CHF 15.28B

Gross Profit (TTM)

0QP2.L:

£16.69B

0QMG.L:

CHF 7.96B

EBITDA (TTM)

0QP2.L:

£31.52B

0QMG.L:

CHF 2.13B

Returns By Period

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


0QP2.L

YTD

9.00%

1M

4.39%

6M

11.79%

1Y

28.84%

5Y*

15.41%

10Y*

7.62%

0QMG.L

YTD

21.10%

1M

14.91%

6M

14.88%

1Y

39.13%

5Y*

25.83%

10Y*

22.61%

*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

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

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

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

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (0QP2.L) and Swiss Life Holding AG (0QMG.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 0QP2.L Sharpe Ratio is 1.46, which is comparable to the 0QMG.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of 0QP2.L and 0QMG.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
1.63
2.34
0QP2.L
0QMG.L

Dividends

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

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


TTM20242023202220212020201920182017201620152014
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%
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%

Drawdowns

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

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


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.68%
-1.19%
0QP2.L
0QMG.L

Volatility

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

Zurich Insurance Group AG (0QP2.L) has a higher volatility of 16.64% compared to Swiss Life Holding AG (0QMG.L) at 15.14%. This indicates that 0QP2.L's price experiences larger fluctuations and is considered to be riskier than 0QMG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
16.64%
15.14%
0QP2.L
0QMG.L

Financials

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

This section allows you to compare key financial metrics between Zurich Insurance Group AG and Swiss Life Holding 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
16.69B
7.32B
(0QP2.L) Total Revenue
(0QMG.L) Total Revenue
Please note, different currencies. 0QP2.L values in GBP, 0QMG.L values in CHF