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RHHBY vs. SMSN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RHHBY vs. SMSN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roche Holding AG (RHHBY) and Samsung Electronics Co. Ltd (SMSN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RHHBY achieves a 1.04% return, which is significantly lower than SMSN.L's 149.32% return. Over the past 10 years, RHHBY has underperformed SMSN.L with an annualized return of 7.66%, while SMSN.L has yielded a comparatively higher 27.10% annualized return.


RHHBY

1D
-1.81%
1M
-1.06%
YTD
1.04%
6M
6.55%
1Y
27.52%
3Y*
12.73%
5Y*
4.71%
10Y*
7.66%

SMSN.L

1D
1.28%
1M
5.20%
YTD
149.32%
6M
179.18%
1Y
379.61%
3Y*
57.37%
5Y*
25.51%
10Y*
27.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RHHBY vs. SMSN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RHHBY
Roche Holding AG
1.04%52.86%0.23%-4.02%-22.21%20.20%9.94%33.47%2.16%14.32%
SMSN.L
Samsung Electronics Co. Ltd
149.32%130.81%-37.94%38.34%-31.32%-8.01%60.01%41.56%-25.35%62.93%

Correlation

The correlation between RHHBY and SMSN.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

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

0.08

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

0.11

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

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2006

0.11

The correlation between RHHBY and SMSN.L shifts across timeframes, from 0.02 (1 year) to 0.12 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

RHHBY:

$5.42

SMSN.L:

$320.04K

PE Ratio

RHHBY:

9.33

SMSN.L:

0.02

PS Ratio

RHHBY:

1.51

SMSN.L:

0.00

Total Revenue (TTM)

RHHBY:

$107.65B

SMSN.L:

$389.99T

Gross Profit (TTM)

RHHBY:

$79.28B

SMSN.L:

$152.35T

EBITDA (TTM)

RHHBY:

$31.01B

SMSN.L:

$68.67T

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Return for Risk

RHHBY vs. SMSN.L — Risk / Return Rank

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

RHHBY
RHHBY Risk / Return Rank: 7070
Overall Rank
RHHBY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RHHBY Sortino Ratio Rank: 6969
Sortino Ratio Rank
RHHBY Omega Ratio Rank: 6767
Omega Ratio Rank
RHHBY Calmar Ratio Rank: 6969
Calmar Ratio Rank
RHHBY Martin Ratio Rank: 7070
Martin Ratio Rank

SMSN.L
SMSN.L Risk / Return Rank: 9999
Overall Rank
SMSN.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SMSN.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
SMSN.L Omega Ratio Rank: 9898
Omega Ratio Rank
SMSN.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SMSN.L Martin Ratio Rank: 9999
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.

RHHBY vs. SMSN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (RHHBY) and Samsung Electronics Co. Ltd (SMSN.L). 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.


RHHBYSMSN.LDifference
Sharpe ratioReturn per unit of total volatility

-6.44

Sortino ratioReturn per unit of downside risk

-4.02

Omega ratioGain probability vs. loss probability

1.20

1.74

-0.54

Calmar ratioReturn relative to maximum drawdown

1.43

17.15

-15.72

Martin ratioReturn relative to average drawdown

3.49

56.85

-53.37

RHHBY vs. SMSN.L - Sharpe Ratio Comparison

The current RHHBY Sharpe Ratio is 1.01, which is lower than the SMSN.L Sharpe Ratio of 7.44. The chart below compares the historical Sharpe Ratios of RHHBY and SMSN.L, 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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Sharpe Ratios by Period


RHHBYSMSN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

7.44

-6.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.74

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.82

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.53

-0.17

Drawdowns

RHHBY vs. SMSN.L - Drawdown Comparison

The maximum RHHBY drawdown since its inception was -45.73%, smaller than the maximum SMSN.L drawdown of -55.59%. Use the drawdown chart below to compare losses from any high point for RHHBY and SMSN.L.


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Drawdown Indicators


RHHBYSMSN.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.73%

-55.59%

+9.86%

Max Drawdown (1Y)

Largest decline over 1 year

-19.38%

-21.96%

+2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-23.46%

-44.52%

+21.06%

Max Drawdown (5Y)

Largest decline over 5 years

-40.88%

-49.12%

+8.24%

Max Drawdown (10Y)

Largest decline over 10 years

-40.88%

-54.44%

+13.56%

Current Drawdown

Current decline from peak

-13.99%

-12.96%

-1.03%

Average Drawdown

Average peak-to-trough decline

-12.84%

-17.36%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.91%

6.62%

+1.29%

Volatility

RHHBY vs. SMSN.L - Volatility Comparison

The current volatility for Roche Holding AG (RHHBY) is 8.10%, while Samsung Electronics Co. Ltd (SMSN.L) has a volatility of 23.24%. This indicates that RHHBY experiences smaller price fluctuations and is considered to be less risky than SMSN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RHHBYSMSN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

23.24%

-15.14%

Volatility (6M)

Calculated over the trailing 6-month period

18.55%

43.27%

-24.72%

Volatility (1Y)

Calculated over the trailing 1-year period

27.48%

50.70%

-23.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.39%

34.66%

-11.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

32.88%

-10.30%

Dividends

RHHBY vs. SMSN.L - Dividend Comparison

RHHBY's dividend yield for the trailing twelve months is around 3.07%, more than SMSN.L's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
RHHBY
Roche Holding AG
3.07%2.69%3.87%3.55%3.23%1.57%1.66%1.70%3.58%3.25%3.57%2.91%
SMSN.L
Samsung Electronics Co. Ltd
0.37%0.94%2.88%1.79%2.50%1.85%3.60%2.47%3.65%1.62%1.68%1.71%

Financials

RHHBY vs. SMSN.L - Financials Comparison

This section allows you to compare key financial metrics between Roche Holding AG and Samsung Electronics Co. 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


0.0020.00T40.00T60.00T80.00T100.00T120.00T140.00T202120222023202420252026
30.32B
133.87T
(RHHBY) Total Revenue
(SMSN.L) Total Revenue
Values in USD except per share items

RHHBY vs. SMSN.L - Profitability Comparison

The chart below illustrates the profitability comparison between Roche Holding AG and Samsung Electronics Co. Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202120222023202420252026
71.7%
61.2%
Portfolio components
RHHBY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Roche Holding AG reported a gross profit of 21.75B and revenue of 30.32B. Therefore, the gross margin over that period was 71.7%.

SMSN.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Samsung Electronics Co. Ltd reported a gross profit of 81.91T and revenue of 133.87T. Therefore, the gross margin over that period was 61.2%.

RHHBY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Roche Holding AG reported an operating income of 7.05B and revenue of 30.32B, resulting in an operating margin of 23.2%.

SMSN.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Samsung Electronics Co. Ltd reported an operating income of 58.98T and revenue of 133.87T, resulting in an operating margin of 44.1%.

RHHBY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Roche Holding AG reported a net income of 5.42B and revenue of 30.32B, resulting in a net margin of 17.9%.

SMSN.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Samsung Electronics Co. Ltd reported a net income of 48.66T and revenue of 133.87T, resulting in a net margin of 36.4%.


Frequently Asked Questions


RHHBY and SMSN.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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