SAUHY vs. URTH
SAUHY (Straumann Holding AG ADR) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 5 years, SAUHY returned -32.97%/yr vs 11.30%/yr for URTH. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
SAUHY vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, SAUHY achieves a 7.14% return, which is significantly lower than URTH's 10.21% return.
SAUHY
- 1D
- -2.64%
- 1M
- -5.62%
- 6M
- 4.54%
- YTD
- 7.14%
- 1Y
- 3.41%
- 3Y*
- -8.13%
- 5Y*
- -32.97%
- 10Y*
- —
- ALL TIME*
- -9.84%
URTH
- 1D
- 0.19%
- 1M
- 0.36%
- 6M
- 7.96%
- YTD
- 10.21%
- 1Y
- 22.15%
- 3Y*
- 18.50%
- 5Y*
- 11.30%
- 10Y*
- 13.00%
- ALL TIME*
- 12.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $514.42K | $563.89K | $801.84K | |
| $79.77M | $86.03M | $143.88M |
SAUHY vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAUHY Straumann Holding AG ADR | 7.14% | -5.91% | -22.01% | 43.22% | -89.47% | 79.03% | 21.76% | 58.49% | -10.24% | 8.83% |
URTH iShares MSCI World ETF | 10.21% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 6.08% |
Correlation
The correlation between SAUHY and URTH is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2017 | 0.41 |
The correlation between SAUHY and URTH shifts across timeframes, from 0.39 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SAUHY vs. URTH — Risk / Return Rank
SAUHY
URTH
SAUHY vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Straumann Holding AG ADR (SAUHY) and iShares MSCI World ETF (URTH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAUHY | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.28 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 2.29 | -2.18 |
| Martin ratioReturn relative to average drawdown | 0.26 | 9.88 | -9.63 |
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Drawdowns
SAUHY vs. URTH - Drawdown Comparison
The maximum SAUHY drawdown since its inception was -92.19%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for SAUHY and URTH.
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Drawdown Indicators
| SAUHY | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.19% | -34.01% | -58.18% |
Max Drawdown (1Y)Largest decline over 1 year | -27.59% | -9.06% | -18.53% |
Max Drawdown (3Y)Largest decline over 3 years | -43.87% | -16.94% | -26.93% |
Max Drawdown (5Y)Largest decline over 5 years | -92.19% | -26.05% | -66.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.01% | — |
Current DrawdownCurrent decline from peak | -88.71% | -0.70% | -88.01% |
Average DrawdownAverage peak-to-trough decline | -48.59% | -4.34% | -44.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.74% | 2.09% | +9.65% |
Volatility
SAUHY vs. URTH - Volatility Comparison
Straumann Holding AG ADR (SAUHY) has a higher volatility of 10.62% compared to iShares MSCI World ETF (URTH) at 3.59%. This indicates that SAUHY's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAUHY | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | 3.59% | +7.03% |
Volatility (6M)Calculated over the trailing 6-month period | 26.14% | 10.64% | +15.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.70% | 13.06% | +22.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.85% | 16.30% | +36.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.45% | 17.19% | +30.26% |
Dividends
SAUHY vs. URTH - Dividend Comparison
SAUHY's dividend yield for the trailing twelve months is around 1.01%, less than URTH's 1.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAUHY Straumann Holding AG ADR | 1.01% | 0.56% | 1.06% | 0.54% | 3.22% | 0.28% | 0.28% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.40% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
SAUHY and URTH have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAUHY has higher volatility (10.62%) compared to URTH (3.59%). In terms of maximum drawdown, SAUHY dropped -92.19% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (1.59 vs 0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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