SLHN.SW vs. 0QMG.L
Compare and contrast key facts about Swiss Life Holding AG (SLHN.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: SLHN.SW or 0QMG.L.
Key characteristics
| SLHN.SW | 0QMG.L | |
|---|---|---|
| YTD Return | 29.50% | 29.46% |
| 1Y Return | 33.05% | 33.01% |
| 3Y Return (Ann) | 17.27% | 17.50% |
| 5Y Return (Ann) | 13.23% | 13.45% |
| 10Y Return (Ann) | 17.22% | 23.58% |
| Sharpe Ratio | 2.20 | 2.09 |
| Sortino Ratio | 2.72 | 2.57 |
| Omega Ratio | 1.40 | 1.38 |
| Calmar Ratio | 3.84 | 3.74 |
| Martin Ratio | 11.82 | 11.45 |
| Ulcer Index | 2.82% | 2.90% |
| Daily Std Dev | 15.11% | 15.93% |
| Max Drawdown | -96.04% | -49.94% |
| Current Drawdown | -1.43% | -2.40% |
Fundamentals
| SLHN.SW | 0QMG.L | |
|---|---|---|
| Market Cap | CHF 19.74B | CHF 16.24B |
| EPS | CHF 37.51 | CHF 39.93 |
| PE Ratio | 18.97 | 0.12 |
| Total Revenue (TTM) | CHF 15.41B | CHF 15.41B |
| Gross Profit (TTM) | CHF 15.35B | CHF 15.35B |
| EBITDA (TTM) | CHF 127.00M | CHF 127.00M |
Correlation
The correlation between SLHN.SW and 0QMG.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SLHN.SW vs. 0QMG.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with SLHN.SW having a 29.50% return and 0QMG.L slightly lower at 29.46%. Over the past 10 years, SLHN.SW has underperformed 0QMG.L with an annualized return of 17.22%, 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
SLHN.SW vs. 0QMG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG (SLHN.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
SLHN.SW vs. 0QMG.L - Dividend Comparison
SLHN.SW's dividend yield for the trailing twelve months is around 4.59%, which matches 0QMG.L's 4.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLHN.SW Swiss Life Holding AG | 4.59% | 5.14% | 5.24% | 3.76% | 4.85% | 0.51% | 3.57% | 3.19% | 2.95% | 2.40% | 2.33% | 2.43% |
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
SLHN.SW vs. 0QMG.L - Drawdown Comparison
The maximum SLHN.SW drawdown since its inception was -96.04%, 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 SLHN.SW and 0QMG.L. For additional features, visit the drawdowns tool.
Volatility
SLHN.SW vs. 0QMG.L - Volatility Comparison
The current volatility for Swiss Life Holding AG (SLHN.SW) is 3.82%, while Swiss Life Holding AG (0QMG.L) has a volatility of 4.58%. This indicates that SLHN.SW experiences smaller price fluctuations and is considered to be less risky than 0QMG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SLHN.SW vs. 0QMG.L - Financials Comparison
This section allows you to compare key financial metrics between Swiss Life Holding 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