SDZNY vs. SCMWY
SDZNY (Sandoz Group AG) and SCMWY (SwissCom AG) are both stocks. SDZNY operates in Drug Manufacturers - Specialty & Generic (Healthcare), while SCMWY operates in Telecom Services (Communication Services). Over the past year, SDZNY returned 44.72% vs 14.52% for SCMWY. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
SDZNY vs. SCMWY - Performance Comparison
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Returns By Period
In the year-to-date period, SDZNY achieves a 13.33% return, which is significantly higher than SCMWY's 9.70% return.
SDZNY
- 1D
- -2.90%
- 1M
- -9.17%
- 6M
- 4.03%
- YTD
- 13.33%
- 1Y
- 44.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 50.83%
SCMWY
- 1D
- -1.56%
- 1M
- 0.26%
- 6M
- -2.99%
- YTD
- 9.70%
- 1Y
- 14.52%
- 3Y*
- 12.02%
- 5Y*
- 10.17%
- 10Y*
- 10.23%
- ALL TIME*
- 9.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
SCMWY SwissCom AG | $1.06M | $1.28M | $1.14M |
SDZNY Sandoz Group AG | $2.11M | $1.80M | $2.40M |
SDZNY vs. SCMWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SDZNY Sandoz Group AG | 13.33% | 83.00% | 28.40% | 19.80% |
SCMWY SwissCom AG | 9.70% | 35.49% | 1.05% | 2.73% |
Correlation
The correlation between SDZNY and SCMWY is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2023 | 0.23 |
Fundamentals
SDZNY:
$35.26B
SCMWY:
$39.76B
SDZNY:
$1.65
SCMWY:
CHF 2.40
SDZNY:
49.30
SCMWY:
25.80
SDZNY:
1.96
SCMWY:
2.15
SDZNY:
3.80
SCMWY:
2.88
SDZNY:
$18.19B
SCMWY:
CHF 14.92B
SDZNY:
$8.61B
SCMWY:
CHF 10.10B
SDZNY:
$2.13B
SCMWY:
CHF 5.60B
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Return for Risk
SDZNY vs. SCMWY — Risk / Return Rank
SDZNY
SCMWY
SDZNY vs. SCMWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sandoz Group AG (SDZNY) and SwissCom AG (SCMWY). 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.
| SDZNY | SCMWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 0.89 | +1.46 |
| Martin ratioReturn relative to average drawdown | 5.63 | 2.33 | +3.30 |
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Drawdowns
SDZNY vs. SCMWY - Drawdown Comparison
The maximum SDZNY drawdown since its inception was -25.34%, smaller than the maximum SCMWY drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SDZNY and SCMWY.
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Drawdown Indicators
| SDZNY | SCMWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.34% | -33.75% | +8.41% |
Max Drawdown (1Y)Largest decline over 1 year | -19.09% | -16.49% | -2.60% |
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 DrawdownCurrent decline from peak | -11.65% | -14.76% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -8.55% | +2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 6.31% | +1.64% |
Volatility
SDZNY vs. SCMWY - Volatility Comparison
Sandoz Group AG (SDZNY) has a higher volatility of 9.70% compared to SwissCom AG (SCMWY) at 4.81%. This indicates that SDZNY's price experiences larger fluctuations and is considered to be riskier than SCMWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDZNY | SCMWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 4.81% | +4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 23.76% | 13.42% | +10.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.89% | 19.02% | +13.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.68% | 17.65% | +13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.68% | 17.26% | +13.42% |
Dividends
SDZNY vs. SCMWY - Dividend Comparison
SDZNY's dividend yield for the trailing twelve months is around 1.26%, less than SCMWY's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCMWY SwissCom AG | 4.40% | 3.44% | 8.77% | 3.99% | 4.30% | 4.38% | 4.28% | 4.13% | 4.91% | 8.30% | 9.75% | 4.60% |
SDZNY Sandoz Group AG | 1.26% | 1.00% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SDZNY vs. SCMWY - Financials Comparison
This section allows you to compare key financial metrics between Sandoz Group AG and SwissCom AG. 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
SDZNY vs. SCMWY - Profitability Comparison
SDZNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sandoz Group AG reported a gross profit of 2.25B and revenue of 4.64B. Therefore, the gross margin over that period was 48.4%.
SCMWY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
SDZNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sandoz Group AG reported an operating income of 808.02M and revenue of 4.64B, resulting in an operating margin of 17.4%.
SCMWY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SwissCom AG reported an operating income of 618.49M and revenue of 3.69B, resulting in an operating margin of 16.8%.
SDZNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sandoz Group AG reported a net income of 425.40M and revenue of 4.64B, resulting in a net margin of 9.2%.
SCMWY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SwissCom AG reported a net income of 339.41M and revenue of 3.69B, resulting in a net margin of 9.2%.
Frequently Asked Questions
SDZNY and SCMWY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDZNY has higher volatility (9.70%) compared to SCMWY (4.81%). In terms of maximum drawdown, SDZNY dropped -25.34% vs SCMWY's -33.75%.
SDZNY currently has the higher Sharpe Ratio (1.37 vs 0.78), 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.
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