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SLHN.SW vs. 0QP2.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SLHN.SW0QP2.L
YTD Return29.50%18.57%
1Y Return33.05%19.61%
3Y Return (Ann)17.27%9.12%
5Y Return (Ann)13.23%6.53%
10Y Return (Ann)17.22%6.58%
Sharpe Ratio2.201.41
Sortino Ratio2.721.91
Omega Ratio1.401.27
Calmar Ratio3.841.91
Martin Ratio11.825.37
Ulcer Index2.82%3.65%
Daily Std Dev15.11%13.88%
Max Drawdown-96.04%-40.75%
Current Drawdown-1.43%-1.20%

Fundamentals


SLHN.SW0QP2.L
Market CapCHF 19.74B£60.05B
EPSCHF 37.51£33.88
PE Ratio18.970.12
Total Revenue (TTM)CHF 15.41B£55.17B
Gross Profit (TTM)CHF 15.35B£54.40B
EBITDA (TTM)CHF 127.00M£25.69B

Correlation

-0.50.00.51.00.5

The correlation between SLHN.SW and 0QP2.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SLHN.SW vs. 0QP2.L - Performance Comparison

In the year-to-date period, SLHN.SW achieves a 29.50% return, which is significantly higher than 0QP2.L's 18.57% return. Over the past 10 years, SLHN.SW has outperformed 0QP2.L with an annualized return of 17.22%, while 0QP2.L has yielded a comparatively lower 6.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.18%
11.55%
SLHN.SW
0QP2.L

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Risk-Adjusted Performance

SLHN.SW vs. 0QP2.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG (SLHN.SW) and Zurich Insurance Group AG (0QP2.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.


SLHN.SW
Sharpe ratio
The chart of Sharpe ratio for SLHN.SW, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.03
Sortino ratio
The chart of Sortino ratio for SLHN.SW, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.006.002.55
Omega ratio
The chart of Omega ratio for SLHN.SW, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for SLHN.SW, currently valued at 2.63, compared to the broader market0.002.004.006.002.63
Martin ratio
The chart of Martin ratio for SLHN.SW, currently valued at 7.94, compared to the broader market0.0010.0020.0030.007.94
0QP2.L
Sharpe ratio
The chart of Sharpe ratio for 0QP2.L, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.39
Sortino ratio
The chart of Sortino ratio for 0QP2.L, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.006.001.88
Omega ratio
The chart of Omega ratio for 0QP2.L, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for 0QP2.L, currently valued at 1.76, compared to the broader market0.002.004.006.001.76
Martin ratio
The chart of Martin ratio for 0QP2.L, currently valued at 5.08, compared to the broader market0.0010.0020.0030.005.08

SLHN.SW vs. 0QP2.L - Sharpe Ratio Comparison

The current SLHN.SW Sharpe Ratio is 2.20, which is higher than the 0QP2.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SLHN.SW and 0QP2.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.03
1.39
SLHN.SW
0QP2.L

Dividends

SLHN.SW vs. 0QP2.L - Dividend Comparison

SLHN.SW's dividend yield for the trailing twelve months is around 4.59%, while 0QP2.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
0QP2.L
Zurich Insurance Group AG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SLHN.SW vs. 0QP2.L - Drawdown Comparison

The maximum SLHN.SW drawdown since its inception was -96.04%, which is greater than 0QP2.L's maximum drawdown of -40.75%. Use the drawdown chart below to compare losses from any high point for SLHN.SW and 0QP2.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.62%
-5.21%
SLHN.SW
0QP2.L

Volatility

SLHN.SW vs. 0QP2.L - Volatility Comparison

Swiss Life Holding AG (SLHN.SW) and Zurich Insurance Group AG (0QP2.L) have volatilities of 3.82% and 4.01%, 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.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.82%
4.01%
SLHN.SW
0QP2.L

Financials

SLHN.SW vs. 0QP2.L - Financials Comparison

This section allows you to compare key financial metrics between Swiss Life Holding AG and Zurich Insurance Group 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. SLHN.SW values in CHF, 0QP2.L values in GBP