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SLHN.SW vs. ZURVY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SLHN.SW vs. ZURVY - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Swiss Life Holding AG (SLHN.SW) and Zurich Insurance Group Ltd (ZURVY). The values are adjusted to include any dividend payments, if applicable.

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SLHN.SW vs. ZURVY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLHN.SW
Swiss Life Holding AG
-4.01%36.79%26.07%29.24%-10.96%41.89%-10.22%32.19%14.05%23.78%
ZURVY
Zurich Insurance Group Ltd
-5.75%17.63%29.64%5.14%15.33%12.80%0.20%43.38%5.07%17.28%
Different Trading Currencies

SLHN.SW is traded in CHF, while ZURVY is traded in USD. To make them comparable, the ZURVY values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, SLHN.SW achieves a -4.01% return, which is significantly higher than ZURVY's -5.75% return. Over the past 10 years, SLHN.SW has outperformed ZURVY with an annualized return of 18.18%, while ZURVY has yielded a comparatively lower 17.05% annualized return.


SLHN.SW

1D
1.76%
1M
1.34%
YTD
-4.01%
6M
3.04%
1Y
13.58%
3Y*
21.90%
5Y*
18.77%
10Y*
18.18%

ZURVY

1D
0.21%
1M
0.57%
YTD
-5.75%
6M
-0.50%
1Y
-3.65%
3Y*
15.14%
5Y*
12.45%
10Y*
17.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SLHN.SW vs. ZURVY — Risk / Return Rank

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

SLHN.SW
SLHN.SW Risk / Return Rank: 6161
Overall Rank
SLHN.SW Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SLHN.SW Sortino Ratio Rank: 5555
Sortino Ratio Rank
SLHN.SW Omega Ratio Rank: 5959
Omega Ratio Rank
SLHN.SW Calmar Ratio Rank: 6262
Calmar Ratio Rank
SLHN.SW Martin Ratio Rank: 6363
Martin Ratio Rank

ZURVY
ZURVY Risk / Return Rank: 5151
Overall Rank
ZURVY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ZURVY Sortino Ratio Rank: 4343
Sortino Ratio Rank
ZURVY Omega Ratio Rank: 4444
Omega Ratio Rank
ZURVY Calmar Ratio Rank: 5656
Calmar Ratio Rank
ZURVY Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLHN.SW vs. ZURVY - Risk-Adjusted Trends Comparison

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

Sharpe ratio

Return per unit of total volatility

0.73

-0.19

+0.91

Sortino ratio

Return per unit of downside risk

1.01

-0.12

+1.13

Omega ratio

Gain probability vs. loss probability

1.16

0.98

+0.17

Calmar ratio

Return relative to maximum drawdown

1.02

-0.23

+1.26

Martin ratio

Return relative to average drawdown

2.37

-0.53

+2.90

SLHN.SW vs. ZURVY - Sharpe Ratio Comparison

The current SLHN.SW Sharpe Ratio is 0.73, which is higher than the ZURVY Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of SLHN.SW and ZURVY, 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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Sharpe Ratios by Period


SLHN.SWZURVYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

-0.19

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.74

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.82

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.24

-0.04

Correlation

The correlation between SLHN.SW and ZURVY is 0.52, 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.


Dividends

SLHN.SW vs. ZURVY - Dividend Comparison

SLHN.SW's dividend yield for the trailing twelve months is around 3.98%, less than ZURVY's 4.76% yield.


TTM20252024202320222021202020192018201720162015
SLHN.SW
Swiss Life Holding AG
3.98%3.82%4.72%5.14%5.24%3.76%4.85%2.88%3.57%3.19%2.95%2.40%
ZURVY
Zurich Insurance Group Ltd
4.76%4.47%4.79%5.12%4.52%4.90%4.83%4.62%6.33%9.41%6.24%0.00%

Drawdowns

SLHN.SW vs. ZURVY - Drawdown Comparison

The maximum SLHN.SW drawdown since its inception was -96.02%, which is greater than ZURVY's maximum drawdown of -67.31%. Use the drawdown chart below to compare losses from any high point for SLHN.SW and ZURVY.


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Drawdown Indicators


SLHN.SWZURVYDifference

Max Drawdown

Largest peak-to-trough decline

-96.02%

-66.03%

-29.99%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-11.36%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-20.15%

-8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-49.94%

-39.18%

-10.76%

Current Drawdown

Current decline from peak

-5.70%

-6.47%

+0.77%

Average Drawdown

Average peak-to-trough decline

-46.25%

-10.04%

-36.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.66%

4.68%

+0.98%

Volatility

SLHN.SW vs. ZURVY - Volatility Comparison

Swiss Life Holding AG (SLHN.SW) has a higher volatility of 5.80% compared to Zurich Insurance Group Ltd (ZURVY) at 5.37%. This indicates that SLHN.SW's price experiences larger fluctuations and is considered to be riskier than ZURVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLHN.SWZURVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

5.37%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

13.25%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

19.74%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

16.85%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

20.83%

+0.76%

Financials

SLHN.SW vs. ZURVY - Financials Comparison

This section allows you to compare key financial metrics between Swiss Life Holding AG and Zurich Insurance Group Ltd. 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, ZURVY values in USD