SREN.SW vs. MURGY
Compare and contrast key facts about Swiss Re AG (SREN.SW) and Muenchener Rueckver Ges (MURGY).
Performance
SREN.SW vs. MURGY - Performance Comparison
Loading graphics...
SREN.SW vs. MURGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SREN.SW Swiss Re AG | -0.49% | 5.73% | 47.27% | 16.42% | 2.60% | 15.83% | -17.12% | 27.56% | 4.07% | -0.12% |
MURGY Muenchener Rueckver Ges | -4.17% | 18.84% | 33.26% | 22.30% | 16.07% | 5.60% | -4.45% | 36.43% | 5.19% | 23.21% |
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 -0.49% return, which is significantly higher than MURGY's -4.17% return. Over the past 10 years, SREN.SW has underperformed MURGY with an annualized return of 10.55%, while MURGY has yielded a comparatively higher 15.45% annualized return.
SREN.SW
- 1D
- 0.80%
- 1M
- -2.76%
- YTD
- -0.49%
- 6M
- -10.10%
- 1Y
- -7.97%
- 3Y*
- 18.46%
- 5Y*
- 13.83%
- 10Y*
- 10.55%
MURGY
- 1D
- 2.65%
- 1M
- -0.60%
- YTD
- -4.17%
- 6M
- -1.41%
- 1Y
- -7.37%
- 3Y*
- 20.23%
- 5Y*
- 15.30%
- 10Y*
- 15.45%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| SREN.SW | MURGY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.32 | -0.31 | -0.02 |
Sortino ratioReturn per unit of downside risk | -0.28 | -0.26 | -0.02 |
Omega ratioGain probability vs. loss probability | 0.96 | 0.97 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.45 | -0.42 | -0.03 |
Martin ratioReturn relative to average drawdown | -0.88 | -0.73 | -0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SREN.SW | MURGY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | -0.31 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.65 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.60 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.46 | -0.21 |
Correlation
The correlation between SREN.SW and MURGY is 0.56, 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.
Dividends
SREN.SW vs. MURGY - Dividend Comparison
SREN.SW's dividend yield for the trailing twelve months is around 4.54%, more than MURGY's 3.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SREN.SW Swiss Re AG | 4.54% | 4.52% | 4.74% | 6.05% | 6.82% | 6.54% | 7.08% | 5.15% | 5.55% | 5.32% | 4.77% | 4.33% |
MURGY Muenchener Rueckver Ges | 3.47% | 3.31% | 3.21% | 2.98% | 3.73% | 2.68% | 2.50% | 2.44% | 3.39% | 10.17% | 9.45% | 4.25% |
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.
Loading graphics...
Drawdown Indicators
| SREN.SW | MURGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.41% | -48.01% | -44.40% |
Max Drawdown (1Y)Largest decline over 1 year | -21.18% | -15.76% | -5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -29.54% | +2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -53.17% | -48.01% | -5.16% |
Current DrawdownCurrent decline from peak | -14.52% | -11.17% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -30.24% | -8.64% | -21.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.89% | 9.29% | +1.60% |
Volatility
SREN.SW vs. MURGY - Volatility Comparison
The current volatility for Swiss Re AG (SREN.SW) is 7.27%, while Muenchener Rueckver Ges (MURGY) has a volatility of 8.07%. 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.
Loading graphics...
Volatility by Period
| SREN.SW | MURGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.27% | 8.07% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 16.10% | 13.56% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.87% | 24.09% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 23.61% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.20% | 25.83% | -2.63% |
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