SLHN.SW vs. ZURN.SW
Compare and contrast key facts about Swiss Life Holding AG (SLHN.SW) and Zurich Insurance Group AG (ZURN.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLHN.SW or ZURN.SW.
Key characteristics
| SLHN.SW | ZURN.SW | |
|---|---|---|
| YTD Return | 29.50% | 26.77% |
| 1Y Return | 33.05% | 28.85% |
| 3Y Return (Ann) | 17.27% | 15.34% |
| 5Y Return (Ann) | 13.23% | 12.12% |
| 10Y Return (Ann) | 17.22% | 12.29% |
| Sharpe Ratio | 2.20 | 2.08 |
| Sortino Ratio | 2.72 | 2.88 |
| Omega Ratio | 1.40 | 1.37 |
| Calmar Ratio | 3.84 | 3.97 |
| Martin Ratio | 11.82 | 12.62 |
| Ulcer Index | 2.82% | 2.22% |
| Daily Std Dev | 15.11% | 13.49% |
| Max Drawdown | -96.04% | -88.78% |
| Current Drawdown | -1.43% | -0.19% |
Fundamentals
| SLHN.SW | ZURN.SW | |
|---|---|---|
| Market Cap | CHF 19.74B | CHF 75.42B |
| EPS | CHF 37.51 | CHF 29.41 |
| PE Ratio | 18.97 | 17.81 |
| PEG Ratio | 4.37 | 1.11 |
| Total Revenue (TTM) | CHF 15.41B | CHF 55.17B |
| Gross Profit (TTM) | CHF 15.35B | CHF 54.40B |
| EBITDA (TTM) | CHF 127.00M | CHF 25.69B |
Correlation
The correlation between SLHN.SW and ZURN.SW is 0.62, 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. ZURN.SW - Performance Comparison
In the year-to-date period, SLHN.SW achieves a 29.50% return, which is significantly higher than ZURN.SW's 26.77% return. Over the past 10 years, SLHN.SW has outperformed ZURN.SW with an annualized return of 17.22%, while ZURN.SW has yielded a comparatively lower 12.29% 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. ZURN.SW - 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 (ZURN.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.
Dividends
SLHN.SW vs. ZURN.SW - Dividend Comparison
SLHN.SW's dividend yield for the trailing twelve months is around 4.59%, less than ZURN.SW's 4.94% 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% |
ZURN.SW Zurich Insurance Group AG | 4.94% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 3.81% | 6.06% | 6.58% | 5.45% | 6.58% |
Drawdowns
SLHN.SW vs. ZURN.SW - Drawdown Comparison
The maximum SLHN.SW drawdown since its inception was -96.04%, which is greater than ZURN.SW's maximum drawdown of -88.78%. Use the drawdown chart below to compare losses from any high point for SLHN.SW and ZURN.SW. For additional features, visit the drawdowns tool.
Volatility
SLHN.SW vs. ZURN.SW - Volatility Comparison
Swiss Life Holding AG (SLHN.SW) and Zurich Insurance Group AG (ZURN.SW) have volatilities of 3.82% and 3.71%, 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.
Financials
SLHN.SW vs. ZURN.SW - 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.
Total Revenue: Total amount of money received from sales and other business activities