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NESN.SW vs. ABBN.SW
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

NESN.SW vs. ABBN.SW - Performance Comparison

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

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NESN.SW vs. ABBN.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NESN.SW
Nestlé S.A.
-0.41%8.93%-20.71%-6.62%-13.99%25.41%2.09%34.76%-1.76%18.26%
ABBN.SW
ABB Ltd
8.37%23.04%34.28%36.79%-9.93%45.42%10.94%30.22%-25.73%25.97%

Returns By Period

In the year-to-date period, NESN.SW achieves a -0.41% return, which is significantly lower than ABBN.SW's 8.37% return. Over the past 10 years, NESN.SW has underperformed ABBN.SW with an annualized return of 3.92%, while ABBN.SW has yielded a comparatively higher 18.06% annualized return.


NESN.SW

1D
0.44%
1M
-6.62%
YTD
-0.41%
6M
7.32%
1Y
-9.07%
3Y*
-8.26%
5Y*
-3.06%
10Y*
3.92%

ABBN.SW

1D
1.70%
1M
-10.64%
YTD
8.37%
6M
11.96%
1Y
41.92%
3Y*
28.64%
5Y*
21.74%
10Y*
18.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NESN.SW vs. ABBN.SW — 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: 2424
Overall Rank
NESN.SW Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
NESN.SW Sortino Ratio Rank: 1919
Sortino Ratio Rank
NESN.SW Omega Ratio Rank: 2020
Omega Ratio Rank
NESN.SW Calmar Ratio Rank: 2929
Calmar Ratio Rank
NESN.SW Martin Ratio Rank: 3131
Martin Ratio Rank

ABBN.SW
ABBN.SW Risk / Return Rank: 8282
Overall Rank
ABBN.SW Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ABBN.SW Sortino Ratio Rank: 8383
Sortino Ratio Rank
ABBN.SW Omega Ratio Rank: 8181
Omega Ratio Rank
ABBN.SW Calmar Ratio Rank: 7878
Calmar Ratio Rank
ABBN.SW Martin Ratio Rank: 8484
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. ABBN.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NESN.SW) and ABB Ltd (ABBN.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.


NESN.SWABBN.SWDifference

Sharpe ratio

Return per unit of total volatility

-0.45

1.53

-1.98

Sortino ratio

Return per unit of downside risk

-0.55

2.26

-2.82

Omega ratio

Gain probability vs. loss probability

0.94

1.29

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.43

1.98

-2.41

Martin ratio

Return relative to average drawdown

-0.71

7.25

-7.96

NESN.SW vs. ABBN.SW - Sharpe Ratio Comparison

The current NESN.SW Sharpe Ratio is -0.45, which is lower than the ABBN.SW Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of NESN.SW and ABBN.SW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NESN.SWABBN.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

1.53

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.89

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.76

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.19

+0.29

Correlation

The correlation between NESN.SW and ABBN.SW is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NESN.SW vs. ABBN.SW - Dividend Comparison

NESN.SW's dividend yield for the trailing twelve months is around 3.89%, more than ABBN.SW's 1.49% yield.


TTM20252024202320222021202020192018201720162015
NESN.SW
Nestlé S.A.
3.89%3.87%4.01%3.03%2.61%2.16%2.59%2.34%2.94%2.74%3.08%2.95%
ABBN.SW
ABB Ltd
1.49%1.52%1.77%2.25%7.33%2.38%3.35%3.55%4.32%3.01%3.57%4.15%

Drawdowns

NESN.SW vs. ABBN.SW - Drawdown Comparison

The maximum NESN.SW drawdown since its inception was -39.85%, smaller than the maximum ABBN.SW drawdown of -97.01%. Use the drawdown chart below to compare losses from any high point for NESN.SW and ABBN.SW.


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Drawdown Indicators


NESN.SWABBN.SWDifference

Max Drawdown

Largest peak-to-trough decline

-39.85%

-97.01%

+57.16%

Max Drawdown (1Y)

Largest decline over 1 year

-19.96%

-14.65%

-5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-28.32%

-10.13%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

-40.53%

+2.08%

Current Drawdown

Current decline from peak

-32.01%

-10.64%

-21.37%

Average Drawdown

Average peak-to-trough decline

-9.86%

-35.75%

+25.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.19%

4.72%

+7.47%

Volatility

NESN.SW vs. ABBN.SW - Volatility Comparison

The current volatility for Nestlé S.A. (NESN.SW) is 6.19%, while ABB Ltd (ABBN.SW) has a volatility of 10.10%. This indicates that NESN.SW experiences smaller price fluctuations and is considered to be less risky than ABBN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NESN.SWABBN.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

10.10%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

18.10%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

20.55%

27.83%

-7.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

24.40%

-7.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

23.80%

-7.37%

Financials

NESN.SW vs. ABBN.SW - Financials Comparison

This section allows you to compare key financial metrics between Nestlé S.A. and ABB Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in CHF except per share items