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ABBNY vs. ^SSMI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

ABBNY vs. ^SSMI

Last updated May 12, 2025

Compare and contrast key facts about ABB Ltd (ABBNY) and Swiss Market Index (^SSMI).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABBNY or ^SSMI.

Correlation

The correlation between ABBNY and ^SSMI is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ABBNY vs. ^SSMI - Performance Comparison

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

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Key characteristics

Daily Std Dev

ABBNY:

15.92%

^SSMI:

15.68%

Max Drawdown

ABBNY:

-1.83%

^SSMI:

-56.31%

Current Drawdown

ABBNY:

-1.36%

^SSMI:

-8.20%

Returns By Period

ABBNY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^SSMI

YTD

4.19%

1M

7.54%

6M

2.45%

1Y

2.84%

5Y*

4.43%

10Y*

2.95%

*Annualized

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Risk-Adjusted Performance

ABBNY vs. ^SSMI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ABBNY
The Risk-Adjusted Performance Rank of ABBNY is 6464
Overall Rank
The Sharpe Ratio Rank of ABBNY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBNY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ABBNY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ABBNY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ABBNY is 6969
Martin Ratio Rank
^SSMI
The Risk-Adjusted Performance Rank of ^SSMI is 4747
Overall Rank
The Sharpe Ratio Rank of ^SSMI is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SSMI is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ^SSMI is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ^SSMI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ^SSMI is 5656
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.

ABBNY vs. ^SSMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBNY) 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.

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Drawdowns

ABBNY vs. ^SSMI - Drawdown Comparison

The maximum ABBNY drawdown since its inception was -1.83%, smaller than the maximum ^SSMI drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for ABBNY and ^SSMI. For additional features, visit the drawdowns tool.

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Volatility

ABBNY vs. ^SSMI - Volatility Comparison

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