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SNN vs. ZBH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNN and ZBH is 0.42, 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.


-0.50.00.51.00.4

Performance

SNN vs. ZBH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Smith & Nephew plc (SNN) and Zimmer Biomet Holdings, Inc. (ZBH). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-9.93%
-0.25%
SNN
ZBH

Key characteristics

Sharpe Ratio

SNN:

-0.20

ZBH:

-0.44

Sortino Ratio

SNN:

-0.09

ZBH:

-0.48

Omega Ratio

SNN:

0.99

ZBH:

0.94

Calmar Ratio

SNN:

-0.10

ZBH:

-0.24

Martin Ratio

SNN:

-0.43

ZBH:

-0.64

Ulcer Index

SNN:

11.71%

ZBH:

15.01%

Daily Std Dev

SNN:

25.90%

ZBH:

21.72%

Max Drawdown

SNN:

-55.20%

ZBH:

-65.03%

Current Drawdown

SNN:

-44.44%

ZBH:

-34.87%

Fundamentals

Market Cap

SNN:

$11.03B

ZBH:

$21.20B

EPS

SNN:

$0.71

ZBH:

$5.24

PE Ratio

SNN:

35.62

ZBH:

20.33

PEG Ratio

SNN:

0.42

ZBH:

1.40

Total Revenue (TTM)

SNN:

$2.83B

ZBH:

$5.66B

Gross Profit (TTM)

SNN:

$1.97B

ZBH:

$3.63B

EBITDA (TTM)

SNN:

$520.00M

ZBH:

$1.81B

Returns By Period

In the year-to-date period, SNN achieves a 2.89% return, which is significantly lower than ZBH's 3.72% return. Over the past 10 years, SNN has underperformed ZBH with an annualized return of -1.35%, while ZBH has yielded a comparatively higher 0.54% annualized return.


SNN

YTD

2.89%

1M

1.61%

6M

-9.74%

1Y

-7.26%

5Y*

-10.28%

10Y*

-1.35%

ZBH

YTD

3.72%

1M

3.73%

6M

-0.41%

1Y

-10.76%

5Y*

-4.71%

10Y*

0.54%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SNN vs. ZBH — Risk-Adjusted Performance Rank

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

SNN
The Risk-Adjusted Performance Rank of SNN is 3434
Overall Rank
The Sharpe Ratio Rank of SNN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SNN is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SNN is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SNN is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SNN is 3838
Martin Ratio Rank

ZBH
The Risk-Adjusted Performance Rank of ZBH is 2525
Overall Rank
The Sharpe Ratio Rank of ZBH is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ZBH is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ZBH is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ZBH is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ZBH is 3333
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.

SNN vs. ZBH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Smith & Nephew plc (SNN) and Zimmer Biomet Holdings, Inc. (ZBH). 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.


Sharpe ratio
The chart of Sharpe ratio for SNN, currently valued at -0.20, compared to the broader market-2.000.002.004.00-0.20-0.44
The chart of Sortino ratio for SNN, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.09-0.48
The chart of Omega ratio for SNN, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.94
The chart of Calmar ratio for SNN, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10-0.24
The chart of Martin ratio for SNN, currently valued at -0.43, compared to the broader market-10.000.0010.0020.0030.00-0.43-0.64
SNN
ZBH

The current SNN Sharpe Ratio is -0.20, which is higher than the ZBH Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of SNN and ZBH, 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 Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.20
-0.44
SNN
ZBH

Dividends

SNN vs. ZBH - Dividend Comparison

SNN's dividend yield for the trailing twelve months is around 2.97%, more than ZBH's 0.88% yield.


TTM20242023202220212020201920182017201620152014
SNN
Smith & Nephew plc
2.97%3.05%2.75%2.79%2.17%1.78%1.51%1.96%1.76%2.08%1.71%1.52%
ZBH
Zimmer Biomet Holdings, Inc.
0.88%0.91%0.79%0.75%0.76%0.62%0.64%0.93%0.80%0.93%0.86%0.78%

Drawdowns

SNN vs. ZBH - Drawdown Comparison

The maximum SNN drawdown since its inception was -55.20%, smaller than the maximum ZBH drawdown of -65.03%. Use the drawdown chart below to compare losses from any high point for SNN and ZBH. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-44.44%
-34.87%
SNN
ZBH

Volatility

SNN vs. ZBH - Volatility Comparison

Smith & Nephew plc (SNN) and Zimmer Biomet Holdings, Inc. (ZBH) have volatilities of 5.72% and 5.73%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
5.72%
5.73%
SNN
ZBH

Financials

SNN vs. ZBH - Financials Comparison

This section allows you to compare key financial metrics between Smith & Nephew plc and Zimmer Biomet Holdings, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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