LONN.SW vs. ^SSMI
LONN.SW (Lonza Group AG) is a stock, while ^SSMI (Swiss Market Index) is an index. Over the past 10 years, LONN.SW returned 14.67%/yr vs 5.76%/yr for ^SSMI. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
LONN.SW vs. ^SSMI - Performance Comparison
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Returns By Period
In the year-to-date period, LONN.SW achieves a 6.16% return, which is significantly lower than ^SSMI's 8.11% return. Over the past 10 years, LONN.SW has outperformed ^SSMI with an annualized return of 14.67%, while ^SSMI has yielded a comparatively lower 5.76% annualized return.
LONN.SW
- 1D
- -0.49%
- 1M
- 13.29%
- 6M
- 4.57%
- YTD
- 6.16%
- 1Y
- 0.20%
- 3Y*
- 5.68%
- 5Y*
- -2.44%
- 10Y*
- 14.67%
- ALL TIME*
- 13.05%
^SSMI
- 1D
- 0.00%
- 1M
- 4.14%
- 6M
- 8.03%
- YTD
- 8.11%
- 1Y
- 19.70%
- 3Y*
- 8.57%
- 5Y*
- 3.60%
- 10Y*
- 5.76%
- ALL TIME*
- 6.78%
LONN.SW vs. ^SSMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LONN.SW Lonza Group AG | 6.16% | 1.08% | 52.64% | -21.46% | -40.18% | 34.60% | 62.08% | 39.91% | -2.22% | 76.46% |
^SSMI Swiss Market Index | 8.11% | 14.37% | 4.16% | 3.81% | -16.67% | 20.29% | 0.82% | 25.95% | -10.15% | 14.14% |
Correlation
The correlation between LONN.SW and ^SSMI is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2006 | 0.56 |
The correlation between LONN.SW and ^SSMI has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.
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Return for Risk
LONN.SW vs. ^SSMI — Risk / Return Rank
LONN.SW
^SSMI
LONN.SW vs. ^SSMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lonza Group AG (LONN.SW) 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.
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.
| LONN.SW | ^SSMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.30 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 1.65 | -1.64 |
| Martin ratioReturn relative to average drawdown | 0.02 | 5.37 | -5.35 |
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Drawdowns
LONN.SW vs. ^SSMI - Drawdown Comparison
The maximum LONN.SW drawdown since its inception was -76.46%, which is greater than ^SSMI's maximum drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for LONN.SW and ^SSMI.
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Drawdown Indicators
| LONN.SW | ^SSMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.46% | -56.31% | -20.15% |
Max Drawdown (1Y)Largest decline over 1 year | -20.44% | -12.08% | -8.36% |
Max Drawdown (3Y)Largest decline over 3 years | -38.34% | -17.31% | -21.03% |
Max Drawdown (5Y)Largest decline over 5 years | -59.84% | -22.34% | -37.50% |
Max Drawdown (10Y)Largest decline over 10 years | -59.84% | -27.54% | -32.30% |
Current DrawdownCurrent decline from peak | -25.31% | -0.56% | -24.75% |
Average DrawdownAverage peak-to-trough decline | -23.94% | -14.64% | -9.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.24% | 3.69% | +6.55% |
Volatility
LONN.SW vs. ^SSMI - Volatility Comparison
Lonza Group AG (LONN.SW) has a higher volatility of 6.04% compared to Swiss Market Index (^SSMI) at 3.18%. This indicates that LONN.SW'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.
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Volatility by Period
| LONN.SW | ^SSMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 3.18% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 16.70% | 9.93% | +6.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 12.09% | +9.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.60% | 13.42% | +16.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.99% | 14.16% | +13.83% |
Frequently Asked Questions
LONN.SW and ^SSMI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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