ROG.SW vs. LONN.SW
Compare and contrast key facts about Roche Holding AG (ROG.SW) and Lonza Group AG (LONN.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROG.SW or LONN.SW.
Performance
ROG.SW vs. LONN.SW - Performance Comparison
Returns By Period
In the year-to-date period, ROG.SW achieves a 7.98% return, which is significantly lower than LONN.SW's 44.67% return. Over the past 10 years, ROG.SW has underperformed LONN.SW with an annualized return of 1.96%, while LONN.SW has yielded a comparatively higher 18.85% annualized return.
ROG.SW
7.98%
-7.24%
6.92%
11.12%
-0.26%
1.96%
LONN.SW
44.67%
-8.01%
-4.04%
44.14%
9.31%
18.85%
Fundamentals
ROG.SW | LONN.SW | |
---|---|---|
Market Cap | CHF 211.40B | CHF 40.30B |
EPS | CHF 13.25 | CHF 7.97 |
PE Ratio | 19.81 | 70.11 |
PEG Ratio | 1.14 | 1.23 |
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 |
Key characteristics
ROG.SW | LONN.SW | |
---|---|---|
Sharpe Ratio | 0.59 | 1.50 |
Sortino Ratio | 0.93 | 2.43 |
Omega Ratio | 1.12 | 1.30 |
Calmar Ratio | 0.27 | 0.77 |
Martin Ratio | 1.94 | 6.62 |
Ulcer Index | 5.92% | 6.77% |
Daily Std Dev | 19.46% | 29.94% |
Max Drawdown | -58.88% | -76.67% |
Current Drawdown | -31.64% | -34.03% |
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Correlation
The correlation between ROG.SW and LONN.SW is 0.45, 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
ROG.SW vs. LONN.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (ROG.SW) and Lonza Group AG (LONN.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
ROG.SW vs. LONN.SW - Dividend Comparison
ROG.SW's dividend yield for the trailing twelve months is around 3.79%, more than LONN.SW's 0.79% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Lonza Group AG | 0.79% | 0.99% | 0.66% | 0.39% | 0.48% | 0.78% | 1.08% | 1.04% | 1.42% | 1.53% | 1.92% | 2.54% |
Drawdowns
ROG.SW vs. LONN.SW - Drawdown Comparison
The maximum ROG.SW drawdown since its inception was -58.88%, smaller than the maximum LONN.SW drawdown of -76.67%. Use the drawdown chart below to compare losses from any high point for ROG.SW and LONN.SW. For additional features, visit the drawdowns tool.
Volatility
ROG.SW vs. LONN.SW - Volatility Comparison
The current volatility for Roche Holding AG (ROG.SW) is 5.44%, while Lonza Group AG (LONN.SW) has a volatility of 10.35%. This indicates that ROG.SW experiences smaller price fluctuations and is considered to be less risky than LONN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ROG.SW vs. LONN.SW - 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