SGSOY vs. NESN.SW

Last updated Jun 4, 2026

SGSOY (SGS SA) and NESN.SW (Nestlé S.A.) are both stocks. SGSOY operates in Consulting Services (Industrials), while NESN.SW operates in Packaged Foods (Consumer Defensive). Over the past 10 years, SGSOY returned 5.67%/yr vs 5.73%/yr for NESN.SW. At a 0.42 correlation, their price movements are largely independent.

Performance

SGSOY vs. NESN.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGS SA (SGSOY) and Nestlé S.A. (NESN.SW). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, SGSOY achieves a 0.88% return, which is significantly lower than NESN.SW's 2.28% return. Both investments have delivered pretty close results over the past 10 years, with SGSOY having a 5.67% annualized return and NESN.SW not far ahead at 5.73%.

SGSOY

• 1D: 0.55%
• 1M: 3.37%
• YTD: 0.88%
• 6M: 1.96%
• 1Y: 11.89%
• 3Y*: 10.36%
• 5Y*: 1.50%
• 10Y*: 5.67%

NESN.SW

• 1D: -1.25%
• 1M: -1.99%
• YTD: 2.28%
• 6M: 3.56%
• 1Y: -3.33%
• 3Y*: -3.38%
• 5Y*: -1.88%
• 10Y*: 5.73%

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

SGSOY vs. NESN.SW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGSOY SGS SA	0.88%	19.14%	20.15%	-4.05%	-29.29%	16.08%	12.53%	23.36%	-12.00%	35.62%
NESN.SW Nestlé S.A.	2.28%	24.36%	-26.18%	2.56%	-15.00%	20.99%	12.29%	36.91%	-2.79%	23.65%

Correlation

The correlation between SGSOY and NESN.SW is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007	0.42

Return for Risk

SGSOY vs. NESN.SW — Risk / Return Rank

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

SGSOY

SGSOY Risk / Return Rank: 56
SGSOY Sharpe Ratio Rank: 60
SGSOY Sortino Ratio Rank: 53
SGSOY Omega Ratio Rank: 50
SGSOY Calmar Ratio Rank: 55
SGSOY Martin Ratio Rank: 60

NESN.SW

NESN.SW Risk / Return Rank: 24
NESN.SW Sharpe Ratio Rank: 25
NESN.SW Sortino Ratio Rank: 20
NESN.SW Omega Ratio Rank: 22
NESN.SW Calmar Ratio Rank: 27
NESN.SW Martin Ratio Rank: 28

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.

SGSOY vs. NESN.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGS SA (SGSOY) and Nestlé S.A. (NESN.SW). 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.

	SGSOY	NESN.SW	Difference
Sharpe ratio Return per unit of total volatility	0.58	-0.15	+0.73
Sortino ratio Return per unit of downside risk	0.96	-0.06	+1.02
Omega ratio Gain probability vs. loss probability	1.11	0.99	+0.12
Calmar ratio Return relative to maximum drawdown	0.67	-0.19	+0.86
Martin ratio Return relative to average drawdown	1.97	-0.36	+2.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGSOY vs. NESN.SW - Sharpe Ratio Comparison

The current SGSOY Sharpe Ratio is 0.58, which is higher than the NESN.SW Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SGSOY and NESN.SW, 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

	SGSOY	NESN.SW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	-0.15	+0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	-0.09	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	0.32	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.39	-0.10

Drawdowns

SGSOY vs. NESN.SW - Drawdown Comparison

The maximum SGSOY drawdown since its inception was -53.49%, which is greater than NESN.SW's maximum drawdown of -40.53%. Use the drawdown chart below to compare losses from any high point for SGSOY and NESN.SW.

Drawdown Indicators

	SGSOY	NESN.SW	Difference
Max Drawdown Largest peak-to-trough decline	-53.49%	-40.53%	-12.96%
Max Drawdown (1Y) Largest decline over 1 year	-17.90%	-17.90%	0.00%
Max Drawdown (3Y) Largest decline over 3 years	-23.22%	-32.86%	+9.64%
Max Drawdown (5Y) Largest decline over 5 years	-36.92%	-38.13%	+1.21%
Max Drawdown (10Y) Largest decline over 10 years	-36.92%	-38.13%	+1.21%
Current Drawdown Current decline from peak	-8.68%	-19.24%	+10.56%
Average Drawdown Average peak-to-trough decline	-12.26%	-9.36%	-2.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.05%	9.49%	-3.44%

Volatility

SGSOY vs. NESN.SW - Volatility Comparison

SGS SA (SGSOY) and Nestlé S.A. (NESN.SW) have volatilities of 5.72% and 6.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGSOY	NESN.SW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.72%	6.00%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	15.54%	15.62%	-0.08%
Volatility (1Y) Calculated over the trailing 1-year period	20.67%	22.85%	-2.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.83%	19.93%	+2.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.45%	18.15%	+3.30%

Dividends

SGSOY vs. NESN.SW - Dividend Comparison

SGSOY's dividend yield for the trailing twelve months is around 3.72%, less than NESN.SW's 4.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NESN.SW Nestlé S.A.	4.01%	3.87%	4.01%	3.03%	2.61%	2.16%	2.59%	2.34%	2.94%	2.74%	3.08%	2.95%
SGSOY SGS SA	3.72%	3.19%	3.64%	3.96%	3.72%	2.52%	1.61%	1.69%	2.10%	4.35%	5.56%	2.04%

Financials

Frequently Asked Questions

Can I hold both SGSOY and NESN.SW in my portfolio?

SGSOY and NESN.SW have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.