GALD.SW vs. UBSG.SW

Last updated Jun 14, 2026

GALD.SW (Galderma Group AG) and UBSG.SW (UBS Group AG) are both stocks. GALD.SW operates in Drug Manufacturers - Specialty & Generic (Healthcare), while UBSG.SW operates in Banks - Diversified (Financial Services). Over the past year, GALD.SW returned 55.01% vs 52.98% for UBSG.SW. At a 0.20 correlation, their price movements are largely independent.

Performance

GALD.SW vs. UBSG.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Galderma Group AG (GALD.SW) and UBS Group AG (UBSG.SW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GALD.SW achieves a 6.43% return, which is significantly lower than UBSG.SW's 8.03% return.

GALD.SW

• 1D: 2.14%
• 1M: 8.71%
• YTD: 6.43%
• 6M: 5.46%
• 1Y: 55.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

UBSG.SW

• 1D: 3.65%
• 1M: 7.40%
• YTD: 8.03%
• 6M: 16.31%
• 1Y: 52.98%
• 3Y*: 31.90%
• 5Y*: 25.07%
• 10Y*: 15.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GALD.SW vs. UBSG.SW - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GALD.SW Galderma Group AG	6.43%	61.34%	64.98%
UBSG.SW UBS Group AG	8.03%	37.60%	1.47%

Correlation

The correlation between GALD.SW and UBSG.SW is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (All Time) Calculated using the full available price history since Mar 22, 2024	0.20

Return for Risk

GALD.SW vs. UBSG.SW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GALD.SW

GALD.SW Risk / Return Rank: 86
GALD.SW Sharpe Ratio Rank: 88
GALD.SW Sortino Ratio Rank: 86
GALD.SW Omega Ratio Rank: 82
GALD.SW Calmar Ratio Rank: 87
GALD.SW Martin Ratio Rank: 86

UBSG.SW

UBSG.SW Risk / Return Rank: 85
UBSG.SW Sharpe Ratio Rank: 91
UBSG.SW Sortino Ratio Rank: 89
UBSG.SW Omega Ratio Rank: 88
UBSG.SW Calmar Ratio Rank: 78
UBSG.SW Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GALD.SW vs. UBSG.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Galderma Group AG (GALD.SW) and UBS Group AG (UBSG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GALD.SW	UBSG.SW	Difference
Sharpe ratio: Return per unit of total volatility	1.90	2.21	-0.31
Sortino ratio: Return per unit of downside risk	2.68	2.98	-0.30
Omega ratio: Gain probability vs. loss probability	1.31	1.37	-0.06
Calmar ratio: Return relative to maximum drawdown	3.58	2.15	+1.43
Martin ratio: Return relative to average drawdown	8.61	5.63	+2.98

GALD.SW vs. UBSG.SW - Sharpe Ratio Comparison

The current GALD.SW Sharpe Ratio is 1.90, which is comparable to the UBSG.SW Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of GALD.SW and UBSG.SW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GALD.SW vs. UBSG.SW - Drawdown Comparison

The maximum GALD.SW drawdown since its inception was -38.78%, smaller than the maximum UBSG.SW drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for GALD.SW and UBSG.SW.

Drawdown Indicators

	GALD.SW	UBSG.SW	Difference
Max Drawdown Largest peak-to-trough decline	-38.78%	-88.09%	+49.31%
Max Drawdown (1Y) Largest decline over 1 year	-15.32%	-23.81%	+8.49%
Max Drawdown (3Y) Largest decline over 3 years	—	-32.31%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-32.31%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-58.19%	—
Current Drawdown Current decline from peak	0.00%	-22.42%	+22.42%
Average Drawdown Average peak-to-trough decline	-5.85%	-67.19%	+61.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.35%	9.08%	-2.73%

Volatility

GALD.SW vs. UBSG.SW - Volatility Comparison

Galderma Group AG (GALD.SW) has a higher volatility of 8.42% compared to UBS Group AG (UBSG.SW) at 6.25%. This indicates that GALD.SW's price experiences larger fluctuations and is considered to be riskier than UBSG.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GALD.SW	UBSG.SW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.42%	6.25%	+2.17%
Volatility (6M) Calculated over the trailing 6-month period	20.83%	18.67%	+2.16%
Volatility (1Y) Calculated over the trailing 1-year period	28.91%	23.25%	+5.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.99%	28.96%	+2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.99%	28.72%	+2.27%

Dividends

GALD.SW vs. UBSG.SW - Dividend Comparison

GALD.SW's dividend yield for the trailing twelve months is around 0.20%, less than UBSG.SW's 2.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
GALD.SW Galderma Group AG	0.20%	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UBSG.SW UBS Group AG	2.26%	1.99%	2.30%	1.90%	2.70%	2.08%	5.49%	5.72%	5.31%	3.34%

Financials

Frequently Asked Questions

Can I hold both GALD.SW and UBSG.SW in my portfolio?

GALD.SW and UBSG.SW have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.