LONN.SW vs. ^SSMI
Compare and contrast key facts about Lonza Group AG (LONN.SW) and Swiss Market Index (^SSMI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LONN.SW or ^SSMI.
Performance
LONN.SW vs. ^SSMI - Performance Comparison
Returns By Period
In the year-to-date period, LONN.SW achieves a 44.67% return, which is significantly higher than ^SSMI's 4.33% return. Over the past 10 years, LONN.SW has outperformed ^SSMI with an annualized return of 18.99%, while ^SSMI has yielded a comparatively lower 2.61% annualized return.
LONN.SW
44.67%
-8.01%
-4.04%
44.14%
9.51%
18.99%
^SSMI
4.33%
-5.73%
-3.47%
8.23%
2.31%
2.61%
Key characteristics
| LONN.SW | ^SSMI | |
|---|---|---|
| Sharpe Ratio | 1.50 | 0.82 |
| Sortino Ratio | 2.43 | 1.15 |
| Omega Ratio | 1.30 | 1.15 |
| Calmar Ratio | 0.77 | 0.53 |
| Martin Ratio | 6.62 | 3.87 |
| Ulcer Index | 6.77% | 2.37% |
| Daily Std Dev | 29.94% | 11.26% |
| Max Drawdown | -76.67% | -56.31% |
| Current Drawdown | -34.03% | -10.41% |
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Correlation
The correlation between LONN.SW and ^SSMI is 0.59, 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. ^SSMI - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
LONN.SW vs. ^SSMI - Volatility Comparison
Lonza Group AG (LONN.SW) has a higher volatility of 10.35% compared to Swiss Market Index (^SSMI) at 3.75%. 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.