SREN.SW vs. MURGY
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 11.43%/yr vs 16.55%/yr for MURGY. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
SREN.SW vs. MURGY - Performance Comparison
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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 6.94% return, which is significantly higher than MURGY's -4.53% return. Over the past 10 years, SREN.SW has underperformed MURGY with an annualized return of 11.43%, while MURGY has yielded a comparatively higher 16.55% annualized return.
SREN.SW
- 1D
- -2.13%
- 1M
- 9.68%
- 6M
- 12.58%
- YTD
- 6.94%
- 1Y
- -1.44%
- 3Y*
- 18.74%
- 5Y*
- 16.68%
- 10Y*
- 11.43%
- ALL TIME*
- 7.03%
MURGY
- 1D
- 0.01%
- 1M
- 12.12%
- 6M
- 1.98%
- YTD
- -4.53%
- 1Y
- -6.48%
- 3Y*
- 17.57%
- 5Y*
- 18.55%
- 10Y*
- 16.55%
- ALL TIME*
- 12.79%
SREN.SW vs. MURGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SREN.SW Swiss Re AG | 6.94% | 5.59% | 46.08% | 17.32% | 2.60% | 15.83% | -17.12% | 27.56% | 4.07% | -0.12% |
MURGY Muenchener Rueckver Ges | -4.53% | 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 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
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 27, 2008 | 0.56 |
The correlation between SREN.SW and MURGY shifts across timeframes, from 0.56 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SREN.SW vs. MURGY — Risk / Return Rank
SREN.SW
MURGY
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SREN.SW | MURGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.97 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | -0.24 | +0.18 |
| Martin ratioReturn relative to average drawdown | -0.11 | -0.46 | +0.35 |
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Drawdowns
SREN.SW vs. MURGY - Drawdown Comparison
The maximum SREN.SW drawdown since its inception was -89.28%, 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.
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Drawdown Indicators
| SREN.SW | MURGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.28% | -48.75% | -40.53% |
Max Drawdown (1Y)Largest decline over 1 year | -22.32% | -26.56% | +4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -22.32% | -26.56% | +4.24% |
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 DrawdownCurrent decline from peak | -8.13% | -12.47% | +4.34% |
Average DrawdownAverage peak-to-trough decline | -20.76% | -10.34% | -10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.06% | 14.00% | -0.94% |
Volatility
SREN.SW vs. MURGY - Volatility Comparison
The current volatility for Swiss Re AG (SREN.SW) is 4.78%, while Muenchener Rueckver Ges (MURGY) has a volatility of 5.39%. 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.
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Volatility by Period
| SREN.SW | MURGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 5.39% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 14.52% | 15.96% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.33% | 21.55% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.90% | 23.60% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.13% | 25.58% | -2.45% |
Dividends
SREN.SW vs. MURGY - Dividend Comparison
SREN.SW's dividend yield for the trailing twelve months is around 4.66%, less than MURGY's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MURGY Muenchener Rueckver Ges | 4.71% | 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 | 4.66% | 4.38% | 4.11% | 6.77% | 6.82% | 6.54% | 7.08% | 5.15% | 5.55% | 5.32% | 4.77% | 3.06% |
Financials
SREN.SW vs. MURGY - Financials Comparison
This section allows you to compare key financial metrics between Swiss Re AG and Muenchener Rueckver Ges. 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
Frequently Asked Questions
SREN.SW and MURGY have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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