HOLN.SW vs. ABBN.SW
HOLN.SW (Holcim AG) and ABBN.SW (ABB Ltd) are both stocks. HOLN.SW operates in Building Materials (Basic Materials), while ABBN.SW operates in Electrical Equipment & Parts (Industrials). Over the past 10 years, HOLN.SW returned 21.50%/yr vs 18.07%/yr for ABBN.SW. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
HOLN.SW vs. ABBN.SW - Performance Comparison
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Returns By Period
In the year-to-date period, HOLN.SW achieves a -2.02% return, which is significantly lower than ABBN.SW's 38.60% return. Over the past 10 years, HOLN.SW has outperformed ABBN.SW with an annualized return of 21.50%, while ABBN.SW has yielded a comparatively lower 18.07% annualized return.
HOLN.SW
- 1D
- -0.40%
- 1M
- -3.28%
- 6M
- -1.03%
- YTD
- -2.02%
- 1Y
- 18.86%
- 3Y*
- 42.05%
- 5Y*
- 31.07%
- 10Y*
- 21.50%
- ALL TIME*
- 10.02%
ABBN.SW
- 1D
- 2.02%
- 1M
- -7.14%
- 6M
- 37.02%
- YTD
- 38.60%
- 1Y
- 56.10%
- 3Y*
- 34.76%
- 5Y*
- 22.17%
- 10Y*
- 18.07%
- ALL TIME*
- 11.43%
HOLN.SW vs. ABBN.SW - Yearly Performance Comparison
Correlation
The correlation between HOLN.SW and ABBN.SW is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2006 | 0.63 |
The correlation between HOLN.SW and ABBN.SW shifts across timeframes, from 0.44 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HOLN.SW vs. ABBN.SW — Risk / Return Rank
HOLN.SW
ABBN.SW
HOLN.SW vs. ABBN.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Holcim AG (HOLN.SW) and ABB Ltd (ABBN.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.
| HOLN.SW | ABBN.SW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.36 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 4.69 | -3.92 |
| Martin ratioReturn relative to average drawdown | 2.16 | 15.03 | -12.87 |
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Drawdowns
HOLN.SW vs. ABBN.SW - Drawdown Comparison
The maximum HOLN.SW drawdown since its inception was -75.59%, which is greater than ABBN.SW's maximum drawdown of -66.78%. Use the drawdown chart below to compare losses from any high point for HOLN.SW and ABBN.SW.
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Drawdown Indicators
| HOLN.SW | ABBN.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.59% | -66.78% | -8.81% |
Max Drawdown (1Y)Largest decline over 1 year | -24.70% | -12.14% | -12.56% |
Max Drawdown (3Y)Largest decline over 3 years | -24.70% | -26.10% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -30.16% | +5.46% |
Max Drawdown (10Y)Largest decline over 10 years | -46.18% | -40.68% | -5.50% |
Current DrawdownCurrent decline from peak | -7.20% | -8.67% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -17.87% | -22.10% | +4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.78% | 3.77% | +5.01% |
Volatility
HOLN.SW vs. ABBN.SW - Volatility Comparison
The current volatility for Holcim AG (HOLN.SW) is 8.64%, while ABB Ltd (ABBN.SW) has a volatility of 11.01%. This indicates that HOLN.SW experiences smaller price fluctuations and is considered to be less risky than ABBN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HOLN.SW | ABBN.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 11.01% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 24.60% | 23.10% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.99% | 27.05% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.90% | 25.42% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.33% | 24.20% | +1.13% |
Dividends
HOLN.SW vs. ABBN.SW - Dividend Comparison
HOLN.SW's dividend yield for the trailing twelve months is around 2.28%, more than ABBN.SW's 1.16% yield.
Financials
HOLN.SW vs. ABBN.SW - Financials Comparison
This section allows you to compare key financial metrics between Holcim AG and ABB Ltd. 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
Frequently Asked Questions
HOLN.SW and ABBN.SW have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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