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SREN.SW vs. ^SSMI
Performance
Return for Risk
Drawdowns
Volatility

Performance

SREN.SW vs. ^SSMI - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Swiss Re AG (SREN.SW) and Swiss Market Index (^SSMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SREN.SW achieves a -9.53% return, which is significantly lower than ^SSMI's -0.37% return. Over the past 10 years, SREN.SW has outperformed ^SSMI with an annualized return of 8.96%, while ^SSMI has yielded a comparatively lower 4.96% annualized return.


SREN.SW

1D
0.04%
1M
-8.66%
YTD
-9.53%
6M
-12.81%
1Y
-16.36%
3Y*
12.64%
5Y*
11.98%
10Y*
8.96%

^SSMI

1D
-0.66%
1M
1.65%
YTD
-0.37%
6M
2.80%
1Y
8.00%
3Y*
4.92%
5Y*
2.70%
10Y*
4.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SREN.SW vs. ^SSMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SREN.SW
Swiss Re AG
-9.53%5.73%47.27%16.42%2.60%15.83%-17.12%27.56%4.07%-0.12%
^SSMI
Swiss Market Index
-0.37%14.37%4.16%3.81%-16.67%20.29%0.82%25.95%-10.15%14.14%

Correlation

The correlation between SREN.SW and ^SSMI is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Aug 3, 1995

0.65

Over the past year, the correlation between SREN.SW and ^SSMI has dropped to 0.42 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

SREN.SW vs. ^SSMI — Risk / Return Rank

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

SREN.SW
SREN.SW Risk / Return Rank: 1111
Overall Rank
SREN.SW Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SREN.SW Sortino Ratio Rank: 1212
Sortino Ratio Rank
SREN.SW Omega Ratio Rank: 1212
Omega Ratio Rank
SREN.SW Calmar Ratio Rank: 1313
Calmar Ratio Rank
SREN.SW Martin Ratio Rank: 99
Martin Ratio Rank

^SSMI
^SSMI Risk / Return Rank: 3232
Overall Rank
^SSMI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
^SSMI Sortino Ratio Rank: 3232
Sortino Ratio Rank
^SSMI Omega Ratio Rank: 3434
Omega Ratio Rank
^SSMI Calmar Ratio Rank: 2929
Calmar Ratio Rank
^SSMI Martin Ratio Rank: 3232
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.

SREN.SW vs. ^SSMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swiss Re AG (SREN.SW) and Swiss Market Index (^SSMI). 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.


SREN.SW^SSMIDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

0.88

1.13

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.74

0.67

-1.42

Martin ratioReturn relative to average drawdown

-1.36

2.08

-3.44

SREN.SW vs. ^SSMI - Sharpe Ratio Comparison

The current SREN.SW Sharpe Ratio is -0.78, which is lower than the ^SSMI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SREN.SW and ^SSMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SREN.SW^SSMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

0.68

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.20

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.35

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.35

-0.12

Drawdowns

SREN.SW vs. ^SSMI - Drawdown Comparison

The maximum SREN.SW drawdown since its inception was -92.41%, which is greater than ^SSMI's maximum drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for SREN.SW and ^SSMI.


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Drawdown Indicators


SREN.SW^SSMIDifference

Max Drawdown

Largest peak-to-trough decline

-92.41%

-56.31%

-36.10%

Max Drawdown (1Y)

Largest decline over 1 year

-22.32%

-12.08%

-10.24%

Max Drawdown (3Y)

Largest decline over 3 years

-22.32%

-17.31%

-5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-22.34%

-4.40%

Max Drawdown (10Y)

Largest decline over 10 years

-53.17%

-27.54%

-25.63%

Current Drawdown

Current decline from peak

-22.29%

-5.68%

-16.61%

Average Drawdown

Average peak-to-trough decline

-30.16%

-14.56%

-15.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.14%

3.89%

+8.25%

Volatility

SREN.SW vs. ^SSMI - Volatility Comparison

Swiss Re AG (SREN.SW) has a higher volatility of 7.53% compared to Swiss Market Index (^SSMI) at 3.61%. This indicates that SREN.SW's price experiences larger fluctuations and is considered to be riskier than ^SSMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SREN.SW^SSMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

3.61%

+3.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.83%

9.46%

+6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

11.98%

+9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.92%

13.38%

+8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

14.28%

+9.00%

Frequently Asked Questions


SREN.SW and ^SSMI have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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