0QP2.L vs. SLHN.SW
Compare and contrast key facts about Zurich Insurance Group AG (0QP2.L) and Swiss Life Holding AG (SLHN.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0QP2.L or SLHN.SW.
Key characteristics
| 0QP2.L | SLHN.SW | |
|---|---|---|
| YTD Return | 19.12% | 30.33% |
| 1Y Return | 21.38% | 31.04% |
| 3Y Return (Ann) | 10.17% | 20.05% |
| 5Y Return (Ann) | 6.74% | 13.74% |
| 10Y Return (Ann) | 7.48% | 17.79% |
| Sharpe Ratio | 1.51 | 1.94 |
| Sortino Ratio | 2.05 | 2.30 |
| Omega Ratio | 1.29 | 1.37 |
| Calmar Ratio | 2.08 | 3.65 |
| Martin Ratio | 5.85 | 10.23 |
| Ulcer Index | 3.65% | 3.09% |
| Daily Std Dev | 14.14% | 16.30% |
| Max Drawdown | -40.75% | -96.04% |
| Current Drawdown | -0.29% | 0.00% |
Fundamentals
| 0QP2.L | SLHN.SW | |
|---|---|---|
| Market Cap | £60.05B | CHF 20.07B |
| EPS | £33.88 | CHF 37.53 |
| PE Ratio | 0.12 | 19.27 |
| Total Revenue (TTM) | £55.17B | CHF 15.41B |
| Gross Profit (TTM) | £54.40B | CHF 15.35B |
| EBITDA (TTM) | £25.69B | CHF 127.00M |
Correlation
The correlation between 0QP2.L and SLHN.SW is 0.54, 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.
Performance
0QP2.L vs. SLHN.SW - Performance Comparison
In the year-to-date period, 0QP2.L achieves a 19.12% return, which is significantly lower than SLHN.SW's 30.33% return. Over the past 10 years, 0QP2.L has underperformed SLHN.SW with an annualized return of 7.48%, while SLHN.SW has yielded a comparatively higher 17.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
0QP2.L vs. SLHN.SW - 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 (SLHN.SW). 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.
Dividends
0QP2.L vs. SLHN.SW - Dividend Comparison
0QP2.L has not paid dividends to shareholders, while SLHN.SW's dividend yield for the trailing twelve months is around 4.56%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SLHN.SW Swiss Life Holding AG | 4.56% | 5.14% | 5.24% | 3.76% | 4.85% | 0.51% | 3.57% | 3.19% | 2.95% | 2.40% | 2.33% | 2.43% |
Drawdowns
0QP2.L vs. SLHN.SW - Drawdown Comparison
The maximum 0QP2.L drawdown since its inception was -40.75%, smaller than the maximum SLHN.SW drawdown of -96.04%. Use the drawdown chart below to compare losses from any high point for 0QP2.L and SLHN.SW. For additional features, visit the drawdowns tool.
Volatility
0QP2.L vs. SLHN.SW - Volatility Comparison
Zurich Insurance Group AG (0QP2.L) has a higher volatility of 4.47% compared to Swiss Life Holding AG (SLHN.SW) at 3.18%. This indicates that 0QP2.L's price experiences larger fluctuations and is considered to be riskier than SLHN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
0QP2.L vs. SLHN.SW - 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.
Total Revenue: Total amount of money received from sales and other business activities