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SCMWY vs. ATMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SCMWY vs. ATMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SwissCom AG (SCMWY) and Atmus Filtration Technologies Inc. (ATMU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCMWY achieves a 11.72% return, which is significantly higher than ATMU's 0.60% return.


SCMWY

1D
-0.12%
1M
-10.06%
YTD
11.72%
6M
13.37%
1Y
16.97%
3Y*
14.16%
5Y*
11.60%
10Y*
11.14%

ATMU

1D
0.64%
1M
6.86%
YTD
0.60%
6M
-3.20%
1Y
49.39%
3Y*
33.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCMWY vs. ATMU - Yearly Performance Comparison


2026 (YTD)202520242023
SCMWY
SwissCom AG
11.72%35.49%1.05%-5.38%
ATMU
Atmus Filtration Technologies Inc.
0.60%33.16%67.28%8.40%

Correlation

The correlation between SCMWY and ATMU is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 26, 2023

0.03

Fundamentals

Market Cap

SCMWY:

$40.49B

ATMU:

$4.27B

EPS

SCMWY:

CHF 2.40

ATMU:

$2.56

PE Ratio

SCMWY:

26.34

ATMU:

20.38

PS Ratio

SCMWY:

2.19

ATMU:

3.19

PB Ratio

SCMWY:

2.94

ATMU:

10.59

Total Revenue (TTM)

SCMWY:

CHF 14.92B

ATMU:

$1.35B

Gross Profit (TTM)

SCMWY:

CHF 10.10B

ATMU:

$529.00M

EBITDA (TTM)

SCMWY:

CHF 5.60B

ATMU:

$334.60M

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Return for Risk

SCMWY vs. ATMU — Risk / Return Rank

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

SCMWY
SCMWY Risk / Return Rank: 6767
Overall Rank
SCMWY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCMWY Sortino Ratio Rank: 6565
Sortino Ratio Rank
SCMWY Omega Ratio Rank: 6161
Omega Ratio Rank
SCMWY Calmar Ratio Rank: 6767
Calmar Ratio Rank
SCMWY Martin Ratio Rank: 7373
Martin Ratio Rank

ATMU
ATMU Risk / Return Rank: 7575
Overall Rank
ATMU Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ATMU Sortino Ratio Rank: 7373
Sortino Ratio Rank
ATMU Omega Ratio Rank: 7676
Omega Ratio Rank
ATMU Calmar Ratio Rank: 7272
Calmar Ratio Rank
ATMU 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.

SCMWY vs. ATMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SwissCom AG (SCMWY) and Atmus Filtration Technologies Inc. (ATMU). 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.


SCMWYATMUDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.16

1.26

-0.10

Calmar ratioReturn relative to maximum drawdown

1.29

1.64

-0.35

Martin ratioReturn relative to average drawdown

4.05

5.01

-0.97

SCMWY vs. ATMU - Sharpe Ratio Comparison

The current SCMWY Sharpe Ratio is 0.90, which is lower than the ATMU Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of SCMWY and ATMU, 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

SCMWY vs. ATMU - Drawdown Comparison

The maximum SCMWY drawdown since its inception was -33.75%, which is greater than ATMU's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for SCMWY and ATMU.


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Drawdown Indicators


SCMWYATMUDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-30.22%

-3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-30.22%

+17.02%

Max Drawdown (3Y)

Largest decline over 3 years

-16.68%

-30.22%

+13.54%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

Max Drawdown (10Y)

Largest decline over 10 years

-26.82%

Current Drawdown

Current decline from peak

-13.20%

-20.42%

+7.22%

Average Drawdown

Average peak-to-trough decline

-8.52%

-8.75%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

9.88%

-5.68%

Volatility

SCMWY vs. ATMU - Volatility Comparison

The current volatility for SwissCom AG (SCMWY) is 5.00%, while Atmus Filtration Technologies Inc. (ATMU) has a volatility of 10.54%. This indicates that SCMWY experiences smaller price fluctuations and is considered to be less risky than ATMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCMWYATMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

10.54%

-5.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

30.93%

-16.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

36.35%

-17.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

34.43%

-16.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

34.43%

-17.06%

Dividends

SCMWY vs. ATMU - Dividend Comparison

SCMWY's dividend yield for the trailing twelve months is around 4.32%, more than ATMU's 0.42% yield.


PositionTTM20252024202320222021202020192018201720162015
ATMU
Atmus Filtration Technologies Inc.
0.42%0.40%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCMWY
SwissCom AG
4.32%3.44%8.77%3.99%4.30%4.38%4.28%4.13%4.91%8.30%9.75%4.60%

Financials

SCMWY vs. ATMU - Financials Comparison

This section allows you to compare key financial metrics between SwissCom AG and Atmus Filtration Technologies Inc.. 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


0.001.00B2.00B3.00B4.00B20222023202420252026
3.69B
0
(SCMWY) Total Revenue
(ATMU) Total Revenue
Please note, different currencies. SCMWY values in CHF, ATMU values in USD

Frequently Asked Questions


SCMWY and ATMU have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ATMU has higher volatility (10.54%) compared to SCMWY (5.00%). In terms of maximum drawdown, SCMWY dropped -33.75% vs ATMU's -30.22%.

ATMU currently has the higher Sharpe Ratio (1.37 vs 0.90), 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.

Portfolio Optimizer

Find the right allocation for SCMWY and ATMU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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