SNN vs. ZBH
Compare and contrast key facts about Smith & Nephew plc (SNN) and Zimmer Biomet Holdings, Inc. (ZBH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNN or ZBH.
Performance
SNN vs. ZBH - Performance Comparison
Returns By Period
In the year-to-date period, SNN achieves a -3.66% return, which is significantly higher than ZBH's -6.54% return. Over the past 10 years, SNN has underperformed ZBH with an annualized return of -0.86%, while ZBH has yielded a comparatively higher 1.34% annualized return.
SNN
-3.66%
-13.60%
-0.90%
2.58%
-7.64%
-0.86%
ZBH
-6.54%
6.31%
-4.64%
2.05%
-3.23%
1.34%
Fundamentals
| SNN | ZBH | |
|---|---|---|
| Market Cap | $10.72B | $21.79B |
| EPS | $0.70 | $5.24 |
| PE Ratio | 35.11 | 20.89 |
| PEG Ratio | 0.41 | 1.43 |
| Total Revenue (TTM) | $5.62B | $7.60B |
| Gross Profit (TTM) | $3.88B | $5.03B |
| EBITDA (TTM) | $1.35B | $2.36B |
Key characteristics
| SNN | ZBH | |
|---|---|---|
| Sharpe Ratio | 0.11 | 0.10 |
| Sortino Ratio | 0.31 | 0.28 |
| Omega Ratio | 1.05 | 1.04 |
| Calmar Ratio | 0.06 | 0.05 |
| Martin Ratio | 0.34 | 0.17 |
| Ulcer Index | 8.52% | 13.06% |
| Daily Std Dev | 26.38% | 21.03% |
| Max Drawdown | -55.20% | -65.03% |
| Current Drawdown | -43.89% | -32.97% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Risk-Adjusted Performance
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.
Dividends
SNN vs. ZBH - Dividend Comparison
SNN's dividend yield for the trailing twelve months is around 2.94%, more than ZBH's 0.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNN Smith & Nephew plc | 2.94% | 2.75% | 2.79% | 2.17% | 1.78% | 1.51% | 1.96% | 1.76% | 2.08% | 1.71% | 1.52% | 1.85% |
ZBH Zimmer Biomet Holdings, Inc. | 0.85% | 0.79% | 0.75% | 0.76% | 0.62% | 0.64% | 0.93% | 0.80% | 0.93% | 0.86% | 0.78% | 0.86% |
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.
Volatility
SNN vs. ZBH - Volatility Comparison
Smith & Nephew plc (SNN) has a higher volatility of 15.88% compared to Zimmer Biomet Holdings, Inc. (ZBH) at 8.04%. This indicates that SNN's price experiences larger fluctuations and is considered to be riskier than ZBH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities