MURGY vs. SREN.SW
Compare and contrast key facts about Muenchener Rueckver Ges (MURGY) and Swiss Re AG (SREN.SW).
Performance
MURGY vs. SREN.SW - Performance Comparison
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MURGY vs. SREN.SW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MURGY Muenchener Rueckver Ges | -4.70% | 36.01% | 23.53% | 34.32% | 14.50% | 2.58% | 4.34% | 38.79% | 4.17% | 28.67% |
SREN.SW Swiss Re AG | -1.19% | 20.71% | 37.11% | 27.87% | 1.40% | 11.75% | -8.84% | 29.60% | 2.97% | 4.43% |
Different Trading Currencies
MURGY is traded in USD, while SREN.SW is traded in CHF. To make them comparable, the SREN.SW values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MURGY achieves a -4.70% return, which is significantly lower than SREN.SW's -1.19% return. Over the past 10 years, MURGY has outperformed SREN.SW with an annualized return of 17.57%, while SREN.SW has yielded a comparatively lower 12.61% annualized return.
MURGY
- 1D
- 2.74%
- 1M
- -4.27%
- YTD
- -4.70%
- 6M
- -1.72%
- 1Y
- 2.67%
- 3Y*
- 25.85%
- 5Y*
- 19.19%
- 10Y*
- 17.57%
SREN.SW
- 1D
- 1.01%
- 1M
- -6.23%
- YTD
- -1.19%
- 6M
- -10.24%
- 1Y
- 2.12%
- 3Y*
- 24.03%
- 5Y*
- 17.69%
- 10Y*
- 12.61%
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Return for Risk
MURGY vs. SREN.SW — Risk / Return Rank
MURGY
SREN.SW
MURGY vs. SREN.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Muenchener Rueckver Ges (MURGY) and Swiss Re AG (SREN.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.
| MURGY | SREN.SW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 0.08 | +0.03 |
Sortino ratioReturn per unit of downside risk | 0.30 | 0.30 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.04 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.11 | 0.02 | +0.08 |
Martin ratioReturn relative to average drawdown | 0.18 | 0.05 | +0.14 |
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
| MURGY | SREN.SW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 0.08 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.75 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.52 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.25 | +0.29 |
Correlation
The correlation between MURGY and SREN.SW is 0.58, 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.
Dividends
MURGY vs. SREN.SW - Dividend Comparison
MURGY's dividend yield for the trailing twelve months is around 3.47%, less than SREN.SW's 4.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MURGY Muenchener Rueckver Ges | 3.47% | 3.31% | 3.21% | 2.98% | 3.73% | 2.68% | 2.50% | 2.44% | 3.39% | 10.17% | 9.45% | 4.25% |
SREN.SW Swiss Re AG | 4.54% | 4.52% | 4.74% | 6.05% | 6.82% | 6.54% | 7.08% | 5.15% | 5.55% | 5.32% | 4.77% | 4.33% |
Drawdowns
MURGY vs. SREN.SW - Drawdown Comparison
The maximum MURGY drawdown since its inception was -48.01%, smaller than the maximum SREN.SW drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for MURGY and SREN.SW.
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Drawdown Indicators
| MURGY | SREN.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.01% | -92.41% | +44.40% |
Max Drawdown (1Y)Largest decline over 1 year | -15.76% | -21.18% | +5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -26.74% | -2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -48.01% | -53.17% | +5.16% |
Current DrawdownCurrent decline from peak | -11.17% | -14.52% | +3.35% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -30.24% | +21.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 10.89% | -1.60% |
Volatility
MURGY vs. SREN.SW - Volatility Comparison
Muenchener Rueckver Ges (MURGY) has a higher volatility of 8.86% compared to Swiss Re AG (SREN.SW) at 7.71%. This indicates that MURGY's price experiences larger fluctuations and is considered to be riskier than SREN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MURGY | SREN.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.86% | 7.71% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 17.52% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.32% | 28.05% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.33% | 23.63% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 24.24% | +1.66% |
Financials
MURGY vs. SREN.SW - Financials Comparison
This section allows you to compare key financial metrics between Muenchener Rueckver Ges and Swiss Re 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