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ROG.SW vs. LONN.SW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ROG.SW vs. LONN.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roche Holding AG (ROG.SW) and Lonza Group AG (LONN.SW). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.08%
-1.21%
ROG.SW
LONN.SW

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

YTD

7.98%

1M

-7.24%

6M

6.92%

1Y

11.12%

5Y (annualized)

-0.26%

10Y (annualized)

1.96%

LONN.SW

YTD

44.67%

1M

-8.01%

6M

-4.04%

1Y

44.14%

5Y (annualized)

9.31%

10Y (annualized)

18.85%

Fundamentals


ROG.SWLONN.SW
Market CapCHF 211.40BCHF 40.30B
EPSCHF 13.25CHF 7.97
PE Ratio19.8170.11
PEG Ratio1.141.23
Total Revenue (TTM)CHF 58.79BCHF 6.70B
Gross Profit (TTM)CHF 42.64BCHF 1.96B
EBITDA (TTM)CHF 15.92BCHF 1.85B

Key characteristics


ROG.SWLONN.SW
Sharpe Ratio0.591.50
Sortino Ratio0.932.43
Omega Ratio1.121.30
Calmar Ratio0.270.77
Martin Ratio1.946.62
Ulcer Index5.92%6.77%
Daily Std Dev19.46%29.94%
Max Drawdown-58.88%-76.67%
Current Drawdown-31.64%-34.03%

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Correlation

-0.50.00.51.00.5

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.


Sharpe ratio
The chart of Sharpe ratio for ROG.SW, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.601.49
The chart of Sortino ratio for ROG.SW, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.942.41
The chart of Omega ratio for ROG.SW, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.30
The chart of Calmar ratio for ROG.SW, currently valued at 0.30, compared to the broader market0.002.004.006.000.300.81
The chart of Martin ratio for ROG.SW, currently valued at 1.44, compared to the broader market-10.000.0010.0020.0030.001.447.72
ROG.SW
LONN.SW

The current ROG.SW Sharpe Ratio is 0.59, which is lower than the LONN.SW Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of ROG.SW and LONN.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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.60
1.49
ROG.SW
LONN.SW

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.


TTM20232022202120202019201820172016201520142013
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%
LONN.SW
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.


-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-27.92%
-31.64%
ROG.SW
LONN.SW

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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.44%
10.35%
ROG.SW
LONN.SW

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.


Quarterly
Annual

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


Values in CHF except per share items