DANOY vs. ROG.SW
Compare and contrast key facts about Danone PK (DANOY) and Roche Holding AG (ROG.SW).
Performance
DANOY vs. ROG.SW - Performance Comparison
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DANOY vs. ROG.SW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DANOY Danone PK | -11.25% | 38.50% | 7.31% | 27.31% | -12.04% | -2.22% | -17.69% | 21.25% | -14.17% | 40.92% |
ROG.SW Roche Holding AG | -1.97% | 51.50% | 1.32% | -4.13% | -22.24% | 21.93% | 11.70% | 35.26% | 1.39% | 14.44% |
Different Trading Currencies
DANOY is traded in USD, while ROG.SW is traded in CHF. To make them comparable, the ROG.SW values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DANOY achieves a -11.25% return, which is significantly lower than ROG.SW's -1.97% return. Over the past 10 years, DANOY has underperformed ROG.SW with an annualized return of 5.18%, while ROG.SW has yielded a comparatively higher 8.55% annualized return.
DANOY
- 1D
- 1.52%
- 1M
- -6.65%
- YTD
- -11.25%
- 6M
- -8.57%
- 1Y
- 7.50%
- 3Y*
- 12.29%
- 5Y*
- 6.55%
- 10Y*
- 5.18%
ROG.SW
- 1D
- 1.56%
- 1M
- -14.87%
- YTD
- -1.97%
- 6M
- 24.47%
- 1Y
- 23.77%
- 3Y*
- 15.88%
- 5Y*
- 7.56%
- 10Y*
- 8.55%
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Return for Risk
DANOY vs. ROG.SW — Risk / Return Rank
DANOY
ROG.SW
DANOY vs. ROG.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Danone PK (DANOY) and Roche Holding AG (ROG.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.
| DANOY | ROG.SW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.78 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.25 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.16 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.11 | -0.66 |
Martin ratioReturn relative to average drawdown | 1.17 | 3.46 | -2.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DANOY | ROG.SW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.78 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.35 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.41 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.36 | -0.24 |
Correlation
The correlation between DANOY and ROG.SW is 0.34, 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.
Dividends
DANOY vs. ROG.SW - Dividend Comparison
DANOY's dividend yield for the trailing twelve months is around 2.94%, less than ROG.SW's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DANOY Danone PK | 2.94% | 2.61% | 3.40% | 3.36% | 3.98% | 3.77% | 3.61% | 2.62% | 3.32% | 4.78% | 5.83% | 2.42% |
ROG.SW Roche Holding AG | 3.14% | 2.96% | 3.76% | 3.89% | 3.20% | 2.40% | 2.91% | 2.77% | 3.41% | 3.33% | 3.48% | 2.89% |
Drawdowns
DANOY vs. ROG.SW - Drawdown Comparison
The maximum DANOY drawdown since its inception was -53.64%, which is greater than ROG.SW's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for DANOY and ROG.SW.
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Drawdown Indicators
| DANOY | ROG.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.64% | -58.88% | +5.24% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -19.49% | +2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -37.81% | -42.26% | +4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -43.32% | -42.26% | -1.06% |
Current DrawdownCurrent decline from peak | -13.79% | -14.02% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -18.44% | -16.06% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.49% | 10.22% | -3.73% |
Volatility
DANOY vs. ROG.SW - Volatility Comparison
Danone PK (DANOY) and Roche Holding AG (ROG.SW) have volatilities of 7.58% and 7.81%, 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.
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Volatility by Period
| DANOY | ROG.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 7.81% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 19.06% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.10% | 27.77% | -4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 21.97% | -1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.47% | 20.72% | +0.75% |
Financials
DANOY vs. ROG.SW - Financials Comparison
This section allows you to compare key financial metrics between Danone PK and Roche 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