SCHN.SW vs. MCO
SCHN.SW (Schindler Holding AG) and MCO (Moody's Corporation) are both stocks. SCHN.SW operates in Specialty Industrial Machinery (Industrials), while MCO operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, SCHN.SW returned 4.95%/yr vs 15.24%/yr for MCO. At a 0.24 correlation, their price movements are largely independent.
Performance
SCHN.SW vs. MCO - Performance Comparison
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Different Trading Currencies
SCHN.SW is traded in CHF, while MCO is traded in USD. To make them comparable, the MCO values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, SCHN.SW achieves a -7.03% return, which is significantly higher than MCO's -10.99% return. Over the past 10 years, SCHN.SW has underperformed MCO with an annualized return of 4.95%, while MCO has yielded a comparatively higher 15.24% annualized return.
SCHN.SW
- 1D
- 1.19%
- 1M
- -0.39%
- YTD
- -7.03%
- 6M
- -4.83%
- 1Y
- -9.44%
- 3Y*
- 12.78%
- 5Y*
- 1.25%
- 10Y*
- 4.95%
MCO
- 1D
- 0.00%
- 1M
- 2.80%
- YTD
- -10.99%
- 6M
- -8.23%
- 1Y
- -9.89%
- 3Y*
- 6.69%
- 5Y*
- 4.36%
- 10Y*
- 15.24%
SCHN.SW vs. MCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHN.SW Schindler Holding AG | -7.03% | 16.25% | 24.60% | 22.17% | -30.41% | 4.07% | 2.57% | 26.97% | -11.80% | 25.25% |
MCO Moody's Corporation | -12.22% | -4.99% | 31.80% | 28.85% | -26.82% | 39.57% | 12.87% | 68.35% | -3.17% | 51.80% |
Correlation
The correlation between SCHN.SW and MCO is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2007 | 0.24 |
The correlation between SCHN.SW and MCO shifts across timeframes, from 0.08 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCHN.SW vs. MCO — Risk / Return Rank
SCHN.SW
MCO
SCHN.SW vs. MCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schindler Holding AG (SCHN.SW) and Moody's Corporation (MCO). 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.
| SCHN.SW | MCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.96 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.37 | -0.16 |
| Martin ratioReturn relative to average drawdown | -1.08 | -0.82 | -0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHN.SW | MCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | -0.37 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.17 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.54 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.32 | +0.10 |
Drawdowns
SCHN.SW vs. MCO - Drawdown Comparison
The maximum SCHN.SW drawdown since its inception was -49.15%, smaller than the maximum MCO drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SCHN.SW and MCO.
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Drawdown Indicators
| SCHN.SW | MCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.15% | -70.21% | +21.06% |
Max Drawdown (1Y)Largest decline over 1 year | -16.67% | -26.67% | +10.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -32.79% | +16.12% |
Max Drawdown (5Y)Largest decline over 5 years | -49.15% | -36.10% | -13.05% |
Max Drawdown (10Y)Largest decline over 10 years | -49.15% | -41.98% | -7.17% |
Current DrawdownCurrent decline from peak | -12.76% | -23.70% | +10.94% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -20.07% | +8.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.06% | 12.16% | -4.10% |
Volatility
SCHN.SW vs. MCO - Volatility Comparison
The current volatility for Schindler Holding AG (SCHN.SW) is 4.98%, while Moody's Corporation (MCO) has a volatility of 7.06%. This indicates that SCHN.SW experiences smaller price fluctuations and is considered to be less risky than MCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHN.SW | MCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 7.06% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.61% | 22.62% | -7.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 26.96% | -8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.96% | 26.27% | -4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.22% | 28.44% | -7.22% |
Dividends
SCHN.SW vs. MCO - Dividend Comparison
SCHN.SW's dividend yield for the trailing twelve months is around 2.35%, more than MCO's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | 0.89% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
SCHN.SW Schindler Holding AG | 2.35% | 2.13% | 0.40% | 2.01% | 2.40% | 1.64% | 1.68% | 1.69% | 2.10% | 0.91% | 1.52% | 1.30% |
Financials
SCHN.SW vs. MCO - Financials Comparison
This section allows you to compare key financial metrics between Schindler Holding AG and Moody's Corporation. 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
Frequently Asked Questions
SCHN.SW and MCO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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