LONN.SW vs. ROG.SW
Compare and contrast key facts about Lonza Group AG (LONN.SW) and Roche Holding AG (ROG.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LONN.SW or ROG.SW.
Performance
LONN.SW vs. ROG.SW - Performance Comparison
Returns By Period
In the year-to-date period, LONN.SW achieves a 44.67% return, which is significantly higher than ROG.SW's 7.98% return. Over the past 10 years, LONN.SW has outperformed ROG.SW with an annualized return of 18.85%, while ROG.SW has yielded a comparatively lower 1.96% annualized return.
LONN.SW
44.67%
-8.01%
-4.04%
44.14%
9.31%
18.85%
ROG.SW
7.98%
-7.24%
6.92%
11.12%
-0.26%
1.96%
Fundamentals
| LONN.SW | ROG.SW | |
|---|---|---|
| Market Cap | CHF 40.30B | CHF 211.40B |
| EPS | CHF 7.97 | CHF 13.25 |
| PE Ratio | 70.11 | 19.81 |
| PEG Ratio | 1.23 | 1.14 |
| Total Revenue (TTM) | CHF 6.70B | CHF 58.79B |
| Gross Profit (TTM) | CHF 1.96B | CHF 42.64B |
| EBITDA (TTM) | CHF 1.85B | CHF 15.92B |
Key characteristics
| LONN.SW | ROG.SW | |
|---|---|---|
| Sharpe Ratio | 1.50 | 0.59 |
| Sortino Ratio | 2.43 | 0.93 |
| Omega Ratio | 1.30 | 1.12 |
| Calmar Ratio | 0.77 | 0.27 |
| Martin Ratio | 6.62 | 1.94 |
| Ulcer Index | 6.77% | 5.92% |
| Daily Std Dev | 29.94% | 19.46% |
| Max Drawdown | -76.67% | -58.88% |
| Current Drawdown | -34.03% | -31.64% |
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Correlation
The correlation between LONN.SW and ROG.SW is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
LONN.SW vs. ROG.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lonza Group AG (LONN.SW) 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.
Dividends
LONN.SW vs. ROG.SW - Dividend Comparison
LONN.SW's dividend yield for the trailing twelve months is around 0.79%, less than ROG.SW's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LONN.SW Lonza Group AG | 0.79% | 0.99% | 0.66% | 0.39% | 0.48% | 0.78% | 1.08% | 1.04% | 1.42% | 1.53% | 1.92% | 2.54% |
ROG.SW Roche Holding AG | 3.79% | 3.89% | 3.20% | 2.40% | 2.91% | 2.77% | 3.41% | 3.33% | 3.48% | 2.89% | 2.89% | 2.95% |
Drawdowns
LONN.SW vs. ROG.SW - Drawdown Comparison
The maximum LONN.SW drawdown since its inception was -76.67%, which is greater than ROG.SW's maximum drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for LONN.SW and ROG.SW. For additional features, visit the drawdowns tool.
Volatility
LONN.SW vs. ROG.SW - Volatility Comparison
Lonza Group AG (LONN.SW) has a higher volatility of 10.35% compared to Roche Holding AG (ROG.SW) at 5.44%. This indicates that LONN.SW's price experiences larger fluctuations and is considered to be riskier than ROG.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LONN.SW vs. ROG.SW - Financials Comparison
This section allows you to compare key financial metrics between Lonza Group AG 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