SREN.SW vs. MURGY

Last updated Jun 4, 2026

SREN.SW (Swiss Re AG) and MURGY (Muenchener Rueckver Ges) are both stocks. Both operate in the Insurance - Reinsurance industry within the Financial Services sector. Over the past 10 years, SREN.SW returned 8.96%/yr vs 13.18%/yr for MURGY. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

SREN.SW vs. MURGY - Performance Comparison

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

Different Trading Currencies

SREN.SW is traded in CHF, while MURGY is traded in USD. To make them comparable, the MURGY values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, SREN.SW achieves a -9.53% return, which is significantly higher than MURGY's -20.02% return. Over the past 10 years, SREN.SW has underperformed MURGY with an annualized return of 8.96%, while MURGY has yielded a comparatively higher 13.18% 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%

MURGY

• 1D: -0.38%
• 1M: -13.84%
• YTD: -20.02%
• 6M: -15.90%
• 1Y: -22.05%
• 3Y*: 10.32%
• 5Y*: 13.25%
• 10Y*: 13.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SREN.SW vs. MURGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
MURGY Muenchener Rueckver Ges	-20.02%	18.84%	33.26%	22.30%	16.07%	5.60%	-4.45%	36.43%	5.19%	23.21%

Correlation

The correlation between SREN.SW and MURGY is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Oct 28, 2008	0.56

The correlation between SREN.SW and MURGY shifts across timeframes, from 0.56 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SREN.SW vs. MURGY — 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: 11
SREN.SW Sharpe Ratio Rank: 9
SREN.SW Sortino Ratio Rank: 12
SREN.SW Omega Ratio Rank: 12
SREN.SW Calmar Ratio Rank: 13
SREN.SW Martin Ratio Rank: 9

MURGY

MURGY Risk / Return Rank: 9
MURGY Sharpe Ratio Rank: 8
MURGY Sortino Ratio Rank: 10
MURGY Omega Ratio Rank: 11
MURGY Calmar Ratio Rank: 13
MURGY Martin Ratio Rank: 2

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. MURGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swiss Re AG (SREN.SW) and Muenchener Rueckver Ges (MURGY). 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	MURGY	Difference
Sharpe ratio Return per unit of total volatility	-0.78	-1.03	+0.25
Sortino ratio Return per unit of downside risk	-0.95	-1.35	+0.41
Omega ratio Gain probability vs. loss probability	0.88	0.84	+0.04
Calmar ratio Return relative to maximum drawdown	-0.74	-0.83	+0.09
Martin ratio Return relative to average drawdown	-1.36	-1.78	+0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SREN.SW vs. MURGY - Sharpe Ratio Comparison

The current SREN.SW Sharpe Ratio is -0.78, which is comparable to the MURGY Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of SREN.SW and MURGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SREN.SW	MURGY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.78	-1.03	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.56	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.51	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.41	-0.18

Drawdowns

SREN.SW vs. MURGY - Drawdown Comparison

The maximum SREN.SW drawdown since its inception was -92.41%, which is greater than MURGY's maximum drawdown of -48.75%. Use the drawdown chart below to compare losses from any high point for SREN.SW and MURGY.

Drawdown Indicators

	SREN.SW	MURGY	Difference
Max Drawdown Largest peak-to-trough decline	-92.41%	-48.75%	-43.66%
Max Drawdown (1Y) Largest decline over 1 year	-22.32%	-26.67%	+4.35%
Max Drawdown (3Y) Largest decline over 3 years	-22.32%	-26.67%	+4.35%
Max Drawdown (5Y) Largest decline over 5 years	-26.74%	-29.04%	+2.30%
Max Drawdown (10Y) Largest decline over 10 years	-53.17%	-48.75%	-4.42%
Current Drawdown Current decline from peak	-22.29%	-26.67%	+4.38%
Average Drawdown Average peak-to-trough decline	-30.16%	-10.29%	-19.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.14%	12.40%	-0.26%

Volatility

SREN.SW vs. MURGY - Volatility Comparison

The current volatility for Swiss Re AG (SREN.SW) is 7.53%, while Muenchener Rueckver Ges (MURGY) has a volatility of 9.17%. This indicates that SREN.SW experiences smaller price fluctuations and is considered to be less risky than MURGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SREN.SW	MURGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.53%	9.17%	-1.64%
Volatility (6M) Calculated over the trailing 6-month period	15.83%	15.62%	+0.21%
Volatility (1Y) Calculated over the trailing 1-year period	21.26%	21.47%	-0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.92%	23.77%	-1.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.28%	25.84%	-2.56%

Dividends

SREN.SW vs. MURGY - Dividend Comparison

SREN.SW's dividend yield for the trailing twelve months is around 5.50%, which matches MURGY's 5.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MURGY Muenchener Rueckver Ges	5.48%	3.31%	3.21%	2.98%	3.73%	2.68%	2.50%	2.44%	3.39%	10.17%	9.45%	4.25%
SREN.SW Swiss Re AG	5.50%	4.52%	4.74%	6.05%	6.82%	6.54%	7.08%	5.15%	5.55%	5.32%	4.77%	4.33%

Financials

Frequently Asked Questions

Can I hold both SREN.SW and MURGY in my portfolio?

SREN.SW and MURGY have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.