PortfoliosLab logoPortfoliosLab logo
SCMWY vs. SFD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SCMWY vs. SFD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SCMWY achieves a 19.14% return, which is significantly higher than SFD's 17.81% 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%

SFD

1D
-0.39%
1M
-2.21%
YTD
17.81%
6M
21.01%
1Y
15.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCMWY vs. SFD - Yearly Performance Comparison


2026 (YTD)2025
SCMWY
SwissCom AG
19.14%32.43%
SFD
Smithfield Foods, Inc
17.81%18.29%

Correlation

The correlation between SCMWY and SFD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2025

0.15

Fundamentals

Market Cap

SCMWY:

$43.18B

SFD:

$10.14B

EPS

SCMWY:

$2.40

SFD:

$2.56

PE Ratio

SCMWY:

34.73

SFD:

10.05

PS Ratio

SCMWY:

2.89

SFD:

0.65

PB Ratio

SCMWY:

3.88

SFD:

1.48

Total Revenue (TTM)

SCMWY:

$14.92B

SFD:

$15.56B

Gross Profit (TTM)

SCMWY:

$10.10B

SFD:

$2.09B

EBITDA (TTM)

SCMWY:

$5.60B

SFD:

$1.57B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SCMWY vs. SFD — Risk / Return Rank

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

SCMWY
SCMWY Risk / Return Rank: 7979
Overall Rank
SCMWY Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SCMWY Sortino Ratio Rank: 7777
Sortino Ratio Rank
SCMWY Omega Ratio Rank: 7373
Omega Ratio Rank
SCMWY Calmar Ratio Rank: 8181
Calmar Ratio Rank
SCMWY Martin Ratio Rank: 8282
Martin Ratio Rank

SFD
SFD Risk / Return Rank: 5757
Overall Rank
SFD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SFD Sortino Ratio Rank: 5454
Sortino Ratio Rank
SFD Omega Ratio Rank: 5353
Omega Ratio Rank
SFD Calmar Ratio Rank: 5858
Calmar Ratio Rank
SFD Martin Ratio Rank: 5757
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. SFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SwissCom AG (SCMWY) and Smithfield Foods, Inc (SFD). 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.


SCMWYSFDDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratioReturn relative to maximum drawdown

2.78

0.84

+1.94

Martin ratioReturn relative to average drawdown

7.23

1.63

+5.60

SCMWY vs. SFD - Sharpe Ratio Comparison

The current SCMWY Sharpe Ratio is 1.40, which is higher than the SFD Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of SCMWY and SFD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SCMWYSFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.64

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

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

1.00

-0.50

Drawdowns

SCMWY vs. SFD - Drawdown Comparison

The maximum SCMWY drawdown since its inception was -33.75%, which is greater than SFD's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SCMWY and SFD.


Loading charts...

Drawdown Indicators


SCMWYSFDDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-18.43%

-15.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-18.43%

+9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-16.68%

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

-7.43%

-12.06%

+4.63%

Average Drawdown

Average peak-to-trough decline

-8.52%

-6.98%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

9.48%

-5.90%

Volatility

SCMWY vs. SFD - Volatility Comparison

The current volatility for SwissCom AG (SCMWY) is 4.65%, while Smithfield Foods, Inc (SFD) has a volatility of 5.39%. This indicates that SCMWY experiences smaller price fluctuations and is considered to be less risky than SFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SCMWYSFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

5.39%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

17.52%

-3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

24.08%

-5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

28.15%

-10.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

28.15%

-10.79%

Dividends

SCMWY vs. SFD - Dividend Comparison

SCMWY's dividend yield for the trailing twelve months is around 4.05%, less than SFD's 4.38% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SFD
Smithfield Foods, Inc
4.38%4.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SCMWY vs. SFD - Financials Comparison

This section allows you to compare key financial metrics between SwissCom AG and Smithfield Foods, 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


3.00B3.50B4.00B20222023202420252026
3.69B
3.80B
(SCMWY) Total Revenue
(SFD) Total Revenue
Values in USD except per share items

SCMWY vs. SFD - Profitability Comparison

The chart below illustrates the profitability comparison between SwissCom AG and Smithfield Foods, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
28.0%
13.5%
Portfolio components
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%.

SFD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Smithfield Foods, Inc reported a gross profit of 511.00M and revenue of 3.80B. Therefore, the gross margin over that period was 13.5%.

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%.

SFD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Smithfield Foods, Inc reported an operating income of 333.00M and revenue of 3.80B, resulting in an operating margin of 8.8%.

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%.

SFD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Smithfield Foods, Inc reported a net income of 245.00M and revenue of 3.80B, resulting in a net margin of 6.5%.


Frequently Asked Questions


SCMWY and SFD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SFD has higher volatility (5.39%) compared to SCMWY (4.65%). In terms of maximum drawdown, SCMWY dropped -33.75% vs SFD's -18.43%.

SCMWY currently has the higher Sharpe Ratio (1.40 vs 0.64), 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 SFD

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

Open Portfolio Optimizer