NESN.SW vs. ROG.SW
Compare and contrast key facts about Nestlé S.A. (NESN.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: NESN.SW or ROG.SW.
Performance
NESN.SW vs. ROG.SW - Performance Comparison
Returns By Period
In the year-to-date period, NESN.SW achieves a -17.22% return, which is significantly lower than ROG.SW's 7.98% return. Over the past 10 years, NESN.SW has outperformed ROG.SW with an annualized return of 3.69%, while ROG.SW has yielded a comparatively lower 1.96% annualized return.
NESN.SW
-17.22%
-9.07%
-19.09%
-18.45%
-3.08%
3.69%
ROG.SW
7.98%
-7.24%
6.92%
11.12%
-0.26%
1.96%
Fundamentals
| NESN.SW | ROG.SW | |
|---|---|---|
| Market Cap | CHF 200.56B | CHF 211.40B |
| EPS | CHF 4.27 | CHF 13.25 |
| PE Ratio | 18.27 | 19.81 |
| PEG Ratio | 2.36 | 1.14 |
| Total Revenue (TTM) | CHF 91.94B | CHF 58.79B |
| Gross Profit (TTM) | CHF 42.99B | CHF 42.64B |
| EBITDA (TTM) | CHF 19.45B | CHF 15.92B |
Key characteristics
| NESN.SW | ROG.SW | |
|---|---|---|
| Sharpe Ratio | -1.11 | 0.59 |
| Sortino Ratio | -1.45 | 0.93 |
| Omega Ratio | 0.82 | 1.12 |
| Calmar Ratio | -0.52 | 0.27 |
| Martin Ratio | -2.15 | 1.94 |
| Ulcer Index | 8.45% | 5.92% |
| Daily Std Dev | 16.43% | 19.46% |
| Max Drawdown | -39.85% | -58.88% |
| Current Drawdown | -34.57% | -31.64% |
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Correlation
The correlation between NESN.SW and ROG.SW is 0.53, 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
NESN.SW vs. ROG.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NESN.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
NESN.SW vs. ROG.SW - Dividend Comparison
NESN.SW's dividend yield for the trailing twelve months is around 3.84%, more than ROG.SW's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NESN.SW Nestlé S.A. | 3.84% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% | 2.95% | 3.14% |
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
NESN.SW vs. ROG.SW - Drawdown Comparison
The maximum NESN.SW drawdown since its inception was -39.85%, smaller than the maximum ROG.SW drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for NESN.SW and ROG.SW. For additional features, visit the drawdowns tool.
Volatility
NESN.SW vs. ROG.SW - Volatility Comparison
The current volatility for Nestlé S.A. (NESN.SW) is 4.72%, while Roche Holding AG (ROG.SW) has a volatility of 5.44%. This indicates that NESN.SW experiences smaller price fluctuations and is considered to be less risky than ROG.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NESN.SW vs. ROG.SW - Financials Comparison
This section allows you to compare key financial metrics between Nestlé S.A. 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