ABBNY vs. ^SSMI

In the year-to-date period, ABBNY achieves a 6.69% return, which is significantly higher than ^SSMI's 5.40% return. Over the past 10 years, ABBNY has outperformed ^SSMI with an annualized return of 14.19%, while ^SSMI has yielded a comparatively lower 2.88% annualized return.

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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.

The current ABBNY Sharpe Ratio is 0.23, which is comparable to the ^SSMI Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of ABBNY and ^SSMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ABBNY drawdown since its inception was -93.98%, which is greater than ^SSMI's maximum drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for ABBNY and ^SSMI.

ABB Ltd (ABBNY) has a higher volatility of 5.58% compared to Swiss Market Index (^SSMI) at 3.09%. This indicates that ABBNY's price experiences larger fluctuations and is considered to be riskier than ^SSMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.