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NESN.SW vs. ^SSMI
Performance
Return for Risk
Drawdowns
Volatility

Performance

NESN.SW vs. ^SSMI - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Nestlé S.A. (NESN.SW) and Swiss Market Index (^SSMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NESN.SW achieves a 13.32% return, which is significantly higher than ^SSMI's 8.11% return. Over the past 10 years, NESN.SW has underperformed ^SSMI with an annualized return of 3.95%, while ^SSMI has yielded a comparatively higher 5.76% annualized return.


NESN.SW

1D
0.21%
1M
8.82%
6M
19.47%
YTD
13.32%
1Y
14.81%
3Y*
-3.03%
5Y*
-2.90%
10Y*
3.95%
ALL TIME*
9.29%

^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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NESN.SW vs. ^SSMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NESN.SW
Nestlé S.A.
13.32%8.93%-20.71%-6.62%-13.99%25.41%2.09%34.76%-1.76%18.26%
^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 NESN.SW and ^SSMI is 0.53, 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

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2006

0.68

The correlation between NESN.SW and ^SSMI shifts across timeframes, from 0.53 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NESN.SW vs. ^SSMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NESN.SW
NESN.SW Risk / Return Rank: 6666
Overall Rank
NESN.SW Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NESN.SW Sortino Ratio Rank: 6767
Sortino Ratio Rank
NESN.SW Omega Ratio Rank: 6363
Omega Ratio Rank
NESN.SW Calmar Ratio Rank: 6666
Calmar Ratio Rank
NESN.SW Martin Ratio Rank: 6767
Martin Ratio Rank

^SSMI
^SSMI Risk / Return Rank: 6464
Overall Rank
^SSMI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
^SSMI Sortino Ratio Rank: 7878
Sortino Ratio Rank
^SSMI Omega Ratio Rank: 8181
Omega Ratio Rank
^SSMI Calmar Ratio Rank: 4242
Calmar Ratio Rank
^SSMI Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NESN.SW vs. ^SSMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NESN.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.


NESN.SW^SSMIDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratioReturn relative to maximum drawdown

0.98

1.65

-0.67

Martin ratioReturn relative to average drawdown

2.29

5.37

-3.09

NESN.SW vs. ^SSMI - Sharpe Ratio Comparison

The current NESN.SW Sharpe Ratio is 0.71, which is lower than the ^SSMI Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of NESN.SW and ^SSMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NESN.SW vs. ^SSMI - Drawdown Comparison

The maximum NESN.SW drawdown since its inception was -38.45%, smaller than the maximum ^SSMI drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for NESN.SW and ^SSMI.


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Drawdown Indicators


NESN.SW^SSMIDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-56.31%

+17.86%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

-12.08%

-3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-29.68%

-17.31%

-12.37%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-22.34%

-16.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

-27.54%

-10.91%

Current Drawdown

Current decline from peak

-22.64%

-0.56%

-22.08%

Average Drawdown

Average peak-to-trough decline

-8.80%

-14.64%

+5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.53%

3.69%

+2.84%

Volatility

NESN.SW vs. ^SSMI - Volatility Comparison

Nestlé S.A. (NESN.SW) has a higher volatility of 5.38% compared to Swiss Market Index (^SSMI) at 3.18%. This indicates that NESN.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


NESN.SW^SSMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

3.18%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

9.93%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

21.24%

12.09%

+9.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.70%

13.42%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

14.16%

+2.48%

Frequently Asked Questions


NESN.SW and ^SSMI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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