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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.

260.00%280.00%300.00%320.00%340.00%360.00%JulyAugustSeptemberOctoberNovemberDecember
266.75%
308.11%
SNN
ZBH

Key characteristics

Sharpe Ratio

SNN:

-0.13

ZBH:

-0.48

Sortino Ratio

SNN:

-0.00

ZBH:

-0.53

Omega Ratio

SNN:

1.00

ZBH:

0.93

Calmar Ratio

SNN:

-0.07

ZBH:

-0.26

Martin Ratio

SNN:

-0.35

ZBH:

-0.73

Ulcer Index

SNN:

10.09%

ZBH:

13.99%

Daily Std Dev

SNN:

26.12%

ZBH:

21.30%

Max Drawdown

SNN:

-55.20%

ZBH:

-65.03%

Current Drawdown

SNN:

-45.31%

ZBH:

-37.22%

Fundamentals

Market Cap

SNN:

$11.09B

ZBH:

$21.51B

EPS

SNN:

$0.70

ZBH:

$5.24

PE Ratio

SNN:

36.34

ZBH:

20.62

PEG Ratio

SNN:

0.42

ZBH:

1.42

Total Revenue (TTM)

SNN:

$5.62B

ZBH:

$7.60B

Gross Profit (TTM)

SNN:

$3.88B

ZBH:

$5.03B

EBITDA (TTM)

SNN:

$1.07B

ZBH:

$2.51B

Returns By Period

In the year-to-date period, SNN achieves a -6.11% return, which is significantly higher than ZBH's -12.46% return. Over the past 10 years, SNN has underperformed ZBH with an annualized return of -1.10%, while ZBH has yielded a comparatively higher 0.28% annualized return.


SNN

YTD

-6.11%

1M

-2.55%

6M

-0.04%

1Y

-4.40%

5Y*

-10.04%

10Y*

-1.10%

ZBH

YTD

-12.46%

1M

-6.34%

6M

-0.34%

1Y

-11.02%

5Y*

-5.50%

10Y*

0.28%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for SNN, currently valued at -0.13, compared to the broader market-4.00-2.000.002.00-0.13-0.48
The chart of Sortino ratio for SNN, currently valued at -0.00, compared to the broader market-4.00-2.000.002.004.00-0.00-0.53
The chart of Omega ratio for SNN, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.93
The chart of Calmar ratio for SNN, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07-0.26
The chart of Martin ratio for SNN, currently valued at -0.35, compared to the broader market0.0010.0020.00-0.35-0.73
SNN
ZBH

The current SNN Sharpe Ratio is -0.13, which is higher than the ZBH Sharpe Ratio of -0.48. 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.13
-0.48
SNN
ZBH

Dividends

SNN vs. ZBH - Dividend Comparison

SNN's dividend yield for the trailing twelve months is around 3.01%, more than ZBH's 0.91% yield.


TTM20232022202120202019201820172016201520142013
SNN
Smith & Nephew plc
3.01%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.
0.91%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.


-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-45.31%
-37.22%
SNN
ZBH

Volatility

SNN vs. ZBH - Volatility Comparison

The current volatility for Smith & Nephew plc (SNN) is 4.37%, while Zimmer Biomet Holdings, Inc. (ZBH) has a volatility of 5.05%. This indicates that SNN experiences smaller price fluctuations and is considered to be less risky than ZBH based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
4.37%
5.05%
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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