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 12.96%/yr vs 5.03%/yr for ^SSMI. A 0.54 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 -7.67% return, which is significantly lower than ^SSMI's 0.56% return. Over the past 10 years, LONN.SW has outperformed ^SSMI with an annualized return of 12.96%, while ^SSMI has yielded a comparatively lower 5.03% annualized return.
LONN.SW
- 1D
- 0.51%
- 1M
- 0.60%
- YTD
- -7.67%
- 6M
- -8.59%
- 1Y
- -11.58%
- 3Y*
- -4.42%
- 5Y*
- -2.78%
- 10Y*
- 12.96%
^SSMI
- 1D
- 0.93%
- 1M
- 0.44%
- YTD
- 0.56%
- 6M
- 3.13%
- 1Y
- 8.31%
- 3Y*
- 5.34%
- 5Y*
- 2.89%
- 10Y*
- 5.03%
LONN.SW vs. ^SSMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LONN.SW Lonza Group AG | -7.67% | 1.08% | 52.64% | -21.46% | -40.18% | 34.60% | 62.08% | 39.91% | -2.25% | 63.54% |
^SSMI Swiss Market Index | 0.56% | 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 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 1999 | 0.54 |
The correlation between LONN.SW and ^SSMI has been stable across timeframes, ranging from 0.53 to 0.61 - 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.
| LONN.SW | ^SSMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.14 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 0.71 | -1.29 |
| Martin ratioReturn relative to average drawdown | -1.20 | 2.19 | -3.40 |
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
| LONN.SW | ^SSMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | 0.72 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.22 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.35 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.36 | +0.02 |
Drawdowns
LONN.SW vs. ^SSMI - Drawdown Comparison
The maximum LONN.SW drawdown since its inception was -76.67%, 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 | -76.67% | -56.31% | -20.36% |
Max Drawdown (1Y)Largest decline over 1 year | -20.44% | -12.08% | -8.36% |
Max Drawdown (3Y)Largest decline over 3 years | -46.57% | -17.31% | -29.26% |
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 | -35.04% | -4.80% | -30.24% |
Average DrawdownAverage peak-to-trough decline | -24.21% | -14.56% | -9.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.75% | 3.90% | +5.85% |
Volatility
LONN.SW vs. ^SSMI - Volatility Comparison
Lonza Group AG (LONN.SW) has a higher volatility of 5.92% compared to Swiss Market Index (^SSMI) at 3.54%. 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 | 5.92% | 3.54% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 16.24% | 9.46% | +6.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.32% | 12.01% | +9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.65% | 13.39% | +16.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.98% | 14.28% | +13.70% |
Frequently Asked Questions
LONN.SW and ^SSMI have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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