ROG.SW vs. 0QNO.L
Compare and contrast key facts about Roche Holding AG (ROG.SW) and Lonza Group AG (0QNO.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROG.SW or 0QNO.L.
Key characteristics
| ROG.SW | 0QNO.L | |
|---|---|---|
| YTD Return | 15.56% | 53.45% |
| 1Y Return | 12.06% | 27.38% |
| 3Y Return (Ann) | -5.82% | -8.76% |
| 5Y Return (Ann) | 2.09% | 10.52% |
| 10Y Return (Ann) | 3.48% | 26.07% |
| Sharpe Ratio | 0.55 | 0.53 |
| Sortino Ratio | 0.86 | 1.41 |
| Omega Ratio | 1.12 | 1.34 |
| Calmar Ratio | 0.26 | 0.63 |
| Martin Ratio | 1.82 | 5.84 |
| Ulcer Index | 5.92% | 6.76% |
| Daily Std Dev | 19.66% | 75.43% |
| Max Drawdown | -58.88% | -62.45% |
| Current Drawdown | -26.84% | -30.11% |
Fundamentals
| ROG.SW | 0QNO.L | |
|---|---|---|
| Market Cap | CHF 218.87B | CHF 39.32B |
| EPS | CHF 13.24 | CHF 39.52 |
| PE Ratio | 20.49 | 0.13 |
| Total Revenue (TTM) | CHF 58.79B | CHF 6.70B |
| Gross Profit (TTM) | CHF 42.64B | CHF 1.96B |
| EBITDA (TTM) | CHF 15.92B | CHF 1.85B |
Correlation
The correlation between ROG.SW and 0QNO.L is 0.32, 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.
Performance
ROG.SW vs. 0QNO.L - Performance Comparison
In the year-to-date period, ROG.SW achieves a 15.56% return, which is significantly lower than 0QNO.L's 53.45% return. Over the past 10 years, ROG.SW has underperformed 0QNO.L with an annualized return of 3.48%, while 0QNO.L has yielded a comparatively higher 26.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ROG.SW vs. 0QNO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (ROG.SW) and Lonza Group AG (0QNO.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.
Dividends
ROG.SW vs. 0QNO.L - Dividend Comparison
ROG.SW's dividend yield for the trailing twelve months is around 3.54%, more than 0QNO.L's 0.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROG.SW Roche Holding AG | 3.54% | 3.89% | 3.20% | 2.40% | 2.91% | 2.77% | 3.41% | 3.33% | 3.48% | 2.89% | 2.89% | 2.95% |
0QNO.L Lonza Group AG | 0.37% | 0.50% | 0.33% | 0.20% | 0.24% | 0.78% | 1.08% | 0.96% | 1.42% | 1.54% | 1.93% | 0.00% |
Drawdowns
ROG.SW vs. 0QNO.L - Drawdown Comparison
The maximum ROG.SW drawdown since its inception was -58.88%, smaller than the maximum 0QNO.L drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for ROG.SW and 0QNO.L. For additional features, visit the drawdowns tool.
Volatility
ROG.SW vs. 0QNO.L - Volatility Comparison
The current volatility for Roche Holding AG (ROG.SW) is 4.71%, while Lonza Group AG (0QNO.L) has a volatility of 5.93%. This indicates that ROG.SW experiences smaller price fluctuations and is considered to be less risky than 0QNO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ROG.SW vs. 0QNO.L - Financials Comparison
This section allows you to compare key financial metrics between Roche Holding AG and Lonza Group 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