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SLHN.SW vs. NN.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLHN.SW and NN.AS is 0.33, 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

SLHN.SW vs. NN.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swiss Life Holding AG (SLHN.SW) and NN Group N.V. (NN.AS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SLHN.SW:

2.07

NN.AS:

2.10

Sortino Ratio

SLHN.SW:

2.33

NN.AS:

2.71

Omega Ratio

SLHN.SW:

1.39

NN.AS:

1.43

Calmar Ratio

SLHN.SW:

2.69

NN.AS:

3.00

Martin Ratio

SLHN.SW:

12.91

NN.AS:

9.04

Ulcer Index

SLHN.SW:

2.78%

NN.AS:

4.41%

Daily Std Dev

SLHN.SW:

18.47%

NN.AS:

18.36%

Max Drawdown

SLHN.SW:

-96.04%

NN.AS:

-46.30%

Current Drawdown

SLHN.SW:

-0.99%

NN.AS:

0.00%

Fundamentals

Market Cap

SLHN.SW:

CHF 23.29B

NN.AS:

€14.82B

EPS

SLHN.SW:

CHF 42.28

NN.AS:

€5.58

PE Ratio

SLHN.SW:

19.30

NN.AS:

9.93

PEG Ratio

SLHN.SW:

7.47

NN.AS:

0.85

PS Ratio

SLHN.SW:

1.94

NN.AS:

1.17

PB Ratio

SLHN.SW:

3.10

NN.AS:

0.68

Returns By Period

In the year-to-date period, SLHN.SW achieves a 22.56% return, which is significantly lower than NN.AS's 37.06% return. Over the past 10 years, SLHN.SW has outperformed NN.AS with an annualized return of 18.66%, while NN.AS has yielded a comparatively lower 15.24% annualized return.


SLHN.SW

YTD

22.56%

1M

4.31%

6M

18.79%

1Y

37.98%

3Y*

20.59%

5Y*

25.61%

10Y*

18.66%

NN.AS

YTD

37.06%

1M

6.98%

6M

31.14%

1Y

39.11%

3Y*

14.37%

5Y*

24.52%

10Y*

15.24%

*Annualized

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Swiss Life Holding AG

NN Group N.V.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SLHN.SW vs. NN.AS — Risk-Adjusted Performance Rank

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

SLHN.SW
The Risk-Adjusted Performance Rank of SLHN.SW is 9494
Overall Rank
The Sharpe Ratio Rank of SLHN.SW is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SLHN.SW is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SLHN.SW is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SLHN.SW is 9595
Calmar Ratio Rank
The Martin Ratio Rank of SLHN.SW is 9696
Martin Ratio Rank

NN.AS
The Risk-Adjusted Performance Rank of NN.AS is 9494
Overall Rank
The Sharpe Ratio Rank of NN.AS is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of NN.AS is 9292
Sortino Ratio Rank
The Omega Ratio Rank of NN.AS is 9494
Omega Ratio Rank
The Calmar Ratio Rank of NN.AS is 9696
Calmar Ratio Rank
The Martin Ratio Rank of NN.AS is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLHN.SW vs. NN.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG (SLHN.SW) and NN Group N.V. (NN.AS). 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.


The current SLHN.SW Sharpe Ratio is 2.07, which is comparable to the NN.AS Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SLHN.SW and NN.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SLHN.SW vs. NN.AS - Dividend Comparison

SLHN.SW's dividend yield for the trailing twelve months is around 4.26%, less than NN.AS's 6.21% yield.


TTM20242023202220212020201920182017201620152014
SLHN.SW
Swiss Life Holding AG
4.26%4.72%5.14%5.24%3.76%4.85%0.51%3.57%3.19%2.95%2.40%2.33%
NN.AS
NN Group N.V.
6.21%7.99%8.14%6.71%5.04%7.88%5.91%4.89%4.35%5.13%3.16%0.00%

Drawdowns

SLHN.SW vs. NN.AS - Drawdown Comparison

The maximum SLHN.SW drawdown since its inception was -96.04%, which is greater than NN.AS's maximum drawdown of -46.30%. Use the drawdown chart below to compare losses from any high point for SLHN.SW and NN.AS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SLHN.SW vs. NN.AS - Volatility Comparison

Swiss Life Holding AG (SLHN.SW) has a higher volatility of 4.45% compared to NN Group N.V. (NN.AS) at 3.72%. This indicates that SLHN.SW's price experiences larger fluctuations and is considered to be riskier than NN.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SLHN.SW vs. NN.AS - Financials Comparison

This section allows you to compare key financial metrics between Swiss Life Holding AG and NN Group N.V.. 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


0.002.00B4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
7.32B
10.55B
(SLHN.SW) Total Revenue
(NN.AS) Total Revenue
Please note, different currencies. SLHN.SW values in CHF, NN.AS values in EUR