SREN.SW vs. CS.PA
Compare and contrast key facts about Swiss Re AG (SREN.SW) and AXA SA (CS.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SREN.SW or CS.PA.
Key characteristics
| SREN.SW | CS.PA | |
|---|---|---|
| YTD Return | 36.05% | 21.08% |
| 1Y Return | 29.76% | 28.12% |
| 3Y Return (Ann) | 18.38% | 15.76% |
| 5Y Return (Ann) | 9.97% | 11.90% |
| 10Y Return (Ann) | 10.53% | 11.78% |
| Sharpe Ratio | 1.36 | 1.57 |
| Sortino Ratio | 1.89 | 2.03 |
| Omega Ratio | 1.27 | 1.28 |
| Calmar Ratio | 2.22 | 1.97 |
| Martin Ratio | 6.13 | 6.99 |
| Ulcer Index | 4.86% | 3.72% |
| Daily Std Dev | 21.92% | 16.50% |
| Max Drawdown | -92.41% | -82.46% |
| Current Drawdown | -1.10% | -7.20% |
Fundamentals
| SREN.SW | CS.PA | |
|---|---|---|
| Market Cap | CHF 34.98B | €72.48B |
| EPS | CHF 10.15 | €3.23 |
| PE Ratio | 11.87 | 10.28 |
| PEG Ratio | 2.18 | 1.14 |
| Total Revenue (TTM) | CHF 25.67B | €96.94B |
| Gross Profit (TTM) | CHF 25.31B | €118.24B |
| EBITDA (TTM) | -CHF 260.00M | -€858.00M |
Correlation
The correlation between SREN.SW and CS.PA is 0.58, 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.
Performance
SREN.SW vs. CS.PA - Performance Comparison
In the year-to-date period, SREN.SW achieves a 36.05% return, which is significantly higher than CS.PA's 21.08% return. Over the past 10 years, SREN.SW has underperformed CS.PA with an annualized return of 10.53%, while CS.PA has yielded a comparatively higher 11.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
SREN.SW vs. CS.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Re AG (SREN.SW) and AXA SA (CS.PA). 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
SREN.SW vs. CS.PA - Dividend Comparison
SREN.SW's dividend yield for the trailing twelve months is around 5.13%, less than CS.PA's 5.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SREN.SW Swiss Re AG | 5.13% | 6.05% | 6.82% | 6.54% | 7.08% | 5.15% | 5.55% | 5.32% | 4.77% | 3.06% | 4.60% | 4.27% |
CS.PA AXA SA | 5.89% | 5.76% | 5.91% | 5.46% | 3.74% | 5.34% | 6.68% | 4.69% | 4.59% | 3.77% | 4.22% | 3.56% |
Drawdowns
SREN.SW vs. CS.PA - Drawdown Comparison
The maximum SREN.SW drawdown since its inception was -92.41%, which is greater than CS.PA's maximum drawdown of -82.46%. Use the drawdown chart below to compare losses from any high point for SREN.SW and CS.PA. For additional features, visit the drawdowns tool.
Volatility
SREN.SW vs. CS.PA - Volatility Comparison
Swiss Re AG (SREN.SW) has a higher volatility of 9.57% compared to AXA SA (CS.PA) at 5.29%. This indicates that SREN.SW's price experiences larger fluctuations and is considered to be riskier than CS.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SREN.SW vs. CS.PA - Financials Comparison
This section allows you to compare key financial metrics between Swiss Re AG and AXA SA. 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