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SCMN.SW vs. UOVEY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SCMN.SW vs. UOVEY - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Swisscom AG (SCMN.SW) and United Overseas Bank Ltd ADR (UOVEY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SCMN.SW is traded in CHF, while UOVEY is traded in USD. To make them comparable, the UOVEY values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, SCMN.SW achieves a 13.72% return, which is significantly lower than UOVEY's 26.24% return. Over the past 10 years, SCMN.SW has underperformed UOVEY with an annualized return of 7.24%, while UOVEY has yielded a comparatively higher 12.08% annualized return.


SCMN.SW

1D
-0.63%
1M
-0.32%
6M
8.72%
YTD
13.72%
1Y
17.19%
3Y*
8.42%
5Y*
7.06%
10Y*
7.24%
ALL TIME*
6.90%

UOVEY

1D
0.79%
1M
8.11%
6M
21.08%
YTD
26.24%
1Y
22.18%
3Y*
19.37%
5Y*
14.83%
10Y*
12.08%
ALL TIME*
6.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCMN.SW vs. UOVEY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCMN.SW
Swisscom AG
13.72%18.97%3.85%3.72%2.51%12.71%-3.02%14.26%-5.00%19.41%
UOVEY
United Overseas Bank Ltd ADR
26.24%-5.01%40.85%-9.07%20.90%25.31%-18.09%12.18%-4.18%41.38%

Correlation

The correlation between SCMN.SW and UOVEY is -0.03, 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

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2007

0.21

The correlation between SCMN.SW and UOVEY shifts across timeframes, from -0.03 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SCMN.SW vs. UOVEY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCMN.SW
SCMN.SW Risk / Return Rank: 7474
Overall Rank
SCMN.SW Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SCMN.SW Sortino Ratio Rank: 7676
Sortino Ratio Rank
SCMN.SW Omega Ratio Rank: 7373
Omega Ratio Rank
SCMN.SW Calmar Ratio Rank: 7171
Calmar Ratio Rank
SCMN.SW Martin Ratio Rank: 7474
Martin Ratio Rank

UOVEY
UOVEY Risk / Return Rank: 7979
Overall Rank
UOVEY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
UOVEY Sortino Ratio Rank: 7777
Sortino Ratio Rank
UOVEY Omega Ratio Rank: 7979
Omega Ratio Rank
UOVEY Calmar Ratio Rank: 8080
Calmar Ratio Rank
UOVEY Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCMN.SW vs. UOVEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swisscom AG (SCMN.SW) and United Overseas Bank Ltd ADR (UOVEY). 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.


SCMN.SWUOVEYDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.20

1.28

-0.07

Calmar ratioReturn relative to maximum drawdown

1.28

2.16

-0.89

Martin ratioReturn relative to average drawdown

3.67

4.67

-1.00

SCMN.SW vs. UOVEY - Sharpe Ratio Comparison

The current SCMN.SW Sharpe Ratio is 1.10, which is comparable to the UOVEY Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SCMN.SW and UOVEY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCMN.SW vs. UOVEY - Drawdown Comparison

The maximum SCMN.SW drawdown since its inception was -32.34%, smaller than the maximum UOVEY drawdown of -64.82%. Use the drawdown chart below to compare losses from any high point for SCMN.SW and UOVEY.


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Drawdown Indicators


SCMN.SWUOVEYDifference

Max Drawdown

Largest peak-to-trough decline

-32.34%

-64.82%

+32.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.63%

-10.13%

-3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-13.63%

-23.80%

+10.17%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-23.80%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-23.75%

-44.17%

+20.42%

Current Drawdown

Current decline from peak

-9.91%

-4.81%

-5.10%

Average Drawdown

Average peak-to-trough decline

-8.49%

-13.51%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

4.68%

+0.04%

Volatility

SCMN.SW vs. UOVEY - Volatility Comparison

The current volatility for Swisscom AG (SCMN.SW) is 5.07%, while United Overseas Bank Ltd ADR (UOVEY) has a volatility of 7.38%. This indicates that SCMN.SW experiences smaller price fluctuations and is considered to be less risky than UOVEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCMN.SWUOVEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

7.38%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

13.28%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

15.55%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

18.12%

-3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.40%

20.97%

-5.57%

Dividends

SCMN.SW vs. UOVEY - Dividend Comparison

SCMN.SW's dividend yield for the trailing twelve months is around 4.13%, less than UOVEY's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
SCMN.SW
Swisscom AG
4.13%3.82%4.36%4.35%4.34%4.28%4.61%4.29%4.68%4.24%4.82%4.37%
UOVEY
United Overseas Bank Ltd ADR
4.28%6.35%4.85%5.58%3.83%3.68%2.50%4.66%4.76%3.99%8.08%5.82%

Financials

SCMN.SW vs. UOVEY - Financials Comparison

This section allows you to compare key financial metrics between Swisscom AG and United Overseas Bank Ltd ADR. 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


Please note, different currencies. SCMN.SW values in CHF, UOVEY values in SGD

Frequently Asked Questions


SCMN.SW and UOVEY have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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