SCMWY vs. GZPZY

Last updated Jun 4, 2026

SCMWY (SwissCom AG) and GZPZY (Gaztransport & Technigaz SA) are both stocks. SCMWY operates in Telecom Services (Communication Services), while GZPZY operates in Oil & Gas Equipment & Services (Energy). Over the past 5 years, SCMWY returned 13.13%/yr vs 25.44%/yr for GZPZY. At a 0.04 correlation, their price movements are largely independent.

Performance

SCMWY vs. GZPZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SwissCom AG (SCMWY) and Gaztransport & Technigaz SA (GZPZY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCMWY achieves a 19.14% return, which is significantly lower than GZPZY's 22.29% return.

SCMWY

• 1D: -1.28%
• 1M: -0.70%
• YTD: 19.14%
• 6M: 23.49%
• 1Y: 25.82%
• 3Y*: 16.06%
• 5Y*: 13.13%
• 10Y*: 11.10%

GZPZY

• 1D: 0.00%
• 1M: -2.84%
• YTD: 22.29%
• 6M: 16.94%
• 1Y: 22.66%
• 3Y*: 41.89%
• 5Y*: 25.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCMWY vs. GZPZY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SCMWY SwissCom AG	19.14%	35.49%	1.05%	13.81%	1.30%	9.86%	0.05%
GZPZY Gaztransport & Technigaz SA	22.29%	48.62%	-0.28%	35.16%	16.13%	-0.66%	0.00%

Correlation

The correlation between SCMWY and GZPZY is 0.09, 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	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020	0.04

Fundamentals

Market Cap SCMWY : $43.18B GZPZY : $8.49B
EPS SCMWY : $2.40 GZPZY : $4.09
PE Ratio SCMWY : 34.73 GZPZY : 11.18
PS Ratio SCMWY : 2.89 GZPZY : 5.89
PB Ratio SCMWY : 3.88 GZPZY : 14.45
Total Revenue (TTM) SCMWY : $14.92B GZPZY : $1.44B
Gross Profit (TTM) SCMWY : $10.10B GZPZY : $1.26B
EBITDA (TTM) SCMWY : $5.60B GZPZY : $868.11M

Return for Risk

SCMWY vs. GZPZY — Risk / Return Rank

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

SCMWY

SCMWY Risk / Return Rank: 79
SCMWY Sharpe Ratio Rank: 80
SCMWY Sortino Ratio Rank: 77
SCMWY Omega Ratio Rank: 73
SCMWY Calmar Ratio Rank: 81
SCMWY Martin Ratio Rank: 82

GZPZY

GZPZY Risk / Return Rank: 77
GZPZY Sharpe Ratio Rank: 69
GZPZY Sortino Ratio Rank: 68
GZPZY Omega Ratio Rank: 92
GZPZY Calmar Ratio Rank: 80
GZPZY Martin Ratio Rank: 76

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. GZPZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SwissCom AG (SCMWY) and Gaztransport & Technigaz SA (GZPZY). 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.

	SCMWY	GZPZY	Difference
Sharpe ratio Return per unit of total volatility	1.40	0.89	+0.51
Sortino ratio Return per unit of downside risk	2.11	1.61	+0.50
Omega ratio Gain probability vs. loss probability	1.25	1.48	-0.23
Calmar ratio Return relative to maximum drawdown	2.78	2.59	+0.18
Martin ratio Return relative to average drawdown	7.23	5.20	+2.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCMWY vs. GZPZY - Sharpe Ratio Comparison

The current SCMWY Sharpe Ratio is 1.40, which is higher than the GZPZY Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of SCMWY and GZPZY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCMWY	GZPZY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	0.89	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.88	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.73	-0.23

Drawdowns

SCMWY vs. GZPZY - Drawdown Comparison

The maximum SCMWY drawdown since its inception was -33.75%, roughly equal to the maximum GZPZY drawdown of -32.48%. Use the drawdown chart below to compare losses from any high point for SCMWY and GZPZY.

Drawdown Indicators

	SCMWY	GZPZY	Difference
Max Drawdown Largest peak-to-trough decline	-33.75%	-32.48%	-1.27%
Max Drawdown (1Y) Largest decline over 1 year	-9.34%	-8.82%	-0.52%
Max Drawdown (3Y) Largest decline over 3 years	-16.68%	-15.31%	-1.37%
Max Drawdown (5Y) Largest decline over 5 years	-26.82%	-32.48%	+5.66%
Max Drawdown (10Y) Largest decline over 10 years	-26.82%	—	—
Current Drawdown Current decline from peak	-7.43%	-6.70%	-0.73%
Average Drawdown Average peak-to-trough decline	-8.52%	-9.01%	+0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.58%	4.38%	-0.80%

Volatility

SCMWY vs. GZPZY - Volatility Comparison

The current volatility for SwissCom AG (SCMWY) is 4.65%, while Gaztransport & Technigaz SA (GZPZY) has a volatility of 7.68%. This indicates that SCMWY experiences smaller price fluctuations and is considered to be less risky than GZPZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCMWY	GZPZY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	7.68%	-3.03%
Volatility (6M) Calculated over the trailing 6-month period	13.89%	20.39%	-6.50%
Volatility (1Y) Calculated over the trailing 1-year period	18.56%	26.71%	-8.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.51%	29.39%	-11.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.36%	28.90%	-11.54%

Dividends

SCMWY vs. GZPZY - Dividend Comparison

SCMWY's dividend yield for the trailing twelve months is around 4.05%, more than GZPZY's 3.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GZPZY Gaztransport & Technigaz SA	3.95%	4.83%	4.97%	2.66%	2.26%	3.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCMWY SwissCom AG	4.05%	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. GZPZY - Profitability Comparison

The chart below illustrates the profitability comparison between SwissCom AG and Gaztransport & Technigaz SA over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SCMWY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SwissCom AG reported a gross profit of 1.03B and revenue of 3.69B. Therefore, the gross margin over that period was 28.0%.

GZPZY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Gaztransport & Technigaz SA reported a gross profit of 267.30M and revenue of 411.24M. Therefore, the gross margin over that period was 65.0%.

SCMWY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SwissCom AG reported an operating income of 618.49M and revenue of 3.69B, resulting in an operating margin of 16.8%.

GZPZY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Gaztransport & Technigaz SA reported an operating income of 269.14M and revenue of 411.24M, resulting in an operating margin of 65.5%.

SCMWY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SwissCom AG reported a net income of 339.41M and revenue of 3.69B, resulting in a net margin of 9.2%.

GZPZY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Gaztransport & Technigaz SA reported a net income of 231.91M and revenue of 411.24M, resulting in a net margin of 56.4%.

Frequently Asked Questions

Can I hold both SCMWY and GZPZY in my portfolio?

SCMWY and GZPZY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCMWY or GZPZY?

GZPZY has higher volatility (7.68%) compared to SCMWY (4.65%). In terms of maximum drawdown, SCMWY dropped -33.75% vs GZPZY's -32.48%.

Which has better risk-adjusted returns?

SCMWY currently has the higher Sharpe Ratio (1.40 vs 0.89), 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.