ABBNY vs. ^SSMI

In the year-to-date period, ABBNY achieves a 2.26% return, which is significantly lower than ^SSMI's 4.19% return. Over the past 10 years, ABBNY has outperformed ^SSMI with an annualized return of 13.76%, while ^SSMI has yielded a comparatively lower 2.95% 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 0.30, which is comparable to the ^SSMI Sharpe Ratio of 0.27. 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. For additional features, visit the drawdowns tool.

ABB Ltd (ABBNY) and Swiss Market Index (^SSMI) have volatilities of 6.54% and 6.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.