SIKA.SW vs. 0QMG.L
Compare and contrast key facts about Sika AG (SIKA.SW) and Swiss Life Holding AG (0QMG.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIKA.SW or 0QMG.L.
Key characteristics
| SIKA.SW | 0QMG.L | |
|---|---|---|
| YTD Return | -12.98% | 29.46% |
| 1Y Return | 1.70% | 33.01% |
| 3Y Return (Ann) | -11.77% | 17.50% |
| 5Y Return (Ann) | 7.80% | 13.45% |
| 10Y Return (Ann) | 16.47% | 23.58% |
| Sharpe Ratio | 0.21 | 2.09 |
| Sortino Ratio | 0.44 | 2.57 |
| Omega Ratio | 1.06 | 1.38 |
| Calmar Ratio | 0.12 | 3.74 |
| Martin Ratio | 0.59 | 11.45 |
| Ulcer Index | 8.04% | 2.90% |
| Daily Std Dev | 22.43% | 15.93% |
| Max Drawdown | -94.75% | -49.94% |
| Current Drawdown | -36.32% | -2.40% |
Fundamentals
| SIKA.SW | 0QMG.L | |
|---|---|---|
| Market Cap | CHF 38.36B | CHF 16.24B |
| EPS | CHF 7.65 | CHF 39.93 |
| PE Ratio | 31.25 | 0.12 |
| Total Revenue (TTM) | CHF 11.73B | CHF 15.41B |
| Gross Profit (TTM) | CHF 5.10B | CHF 15.35B |
| EBITDA (TTM) | CHF 2.26B | CHF 127.00M |
Correlation
The correlation between SIKA.SW and 0QMG.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SIKA.SW vs. 0QMG.L - Performance Comparison
In the year-to-date period, SIKA.SW achieves a -12.98% return, which is significantly lower than 0QMG.L's 29.46% return. Over the past 10 years, SIKA.SW has underperformed 0QMG.L with an annualized return of 16.47%, while 0QMG.L has yielded a comparatively higher 23.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SIKA.SW vs. 0QMG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sika AG (SIKA.SW) and Swiss Life Holding AG (0QMG.L). 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.
Dividends
SIKA.SW vs. 0QMG.L - Dividend Comparison
SIKA.SW's dividend yield for the trailing twelve months is around 0.70%, less than 0QMG.L's 4.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIKA.SW Sika AG | 0.70% | 1.17% | 1.31% | 0.66% | 0.95% | 1.13% | 1.48% | 1.24% | 1.59% | 1.99% | 1.94% | 1.61% |
0QMG.L Swiss Life Holding AG | 4.59% | 5.14% | 5.22% | 3.73% | 4.83% | 0.51% | 3.57% | 3.19% | 2.95% | 2.70% | 0.00% | 0.00% |
Drawdowns
SIKA.SW vs. 0QMG.L - Drawdown Comparison
The maximum SIKA.SW drawdown since its inception was -94.75%, which is greater than 0QMG.L's maximum drawdown of -49.94%. Use the drawdown chart below to compare losses from any high point for SIKA.SW and 0QMG.L. For additional features, visit the drawdowns tool.
Volatility
SIKA.SW vs. 0QMG.L - Volatility Comparison
Sika AG (SIKA.SW) has a higher volatility of 6.63% compared to Swiss Life Holding AG (0QMG.L) at 4.58%. This indicates that SIKA.SW's price experiences larger fluctuations and is considered to be riskier than 0QMG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SIKA.SW vs. 0QMG.L - Financials Comparison
This section allows you to compare key financial metrics between Sika AG and Swiss Life Holding 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