SREN.SW vs. UBSG.SW
Compare and contrast key facts about Swiss Re AG (SREN.SW) and UBS Group AG (UBSG.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SREN.SW or UBSG.SW.
Key characteristics
| SREN.SW | UBSG.SW | |
|---|---|---|
| YTD Return | 19.03% | 4.31% |
| 1Y Return | 25.82% | 58.80% |
| 3Y Return (Ann) | 14.23% | 27.00% |
| 5Y Return (Ann) | 10.47% | 19.50% |
| 10Y Return (Ann) | 9.39% | 7.21% |
| Sharpe Ratio | 1.32 | 2.31 |
| Daily Std Dev | 17.70% | 24.25% |
| Max Drawdown | -92.41% | -87.95% |
| Current Drawdown | -3.59% | -47.25% |
Fundamentals
| SREN.SW | UBSG.SW | |
|---|---|---|
| Market Cap | CHF 28.92B | CHF 78.91B |
| EPS | CHF 9.62 | CHF 7.75 |
| PE Ratio | 10.35 | 3.17 |
| PEG Ratio | 0.08 | 0.60 |
| Revenue (TTM) | CHF 49.82B | CHF 39.61B |
| Gross Profit (TTM) | CHF 4.60B | CHF 34.42B |
Correlation
The correlation between SREN.SW and UBSG.SW is 0.59, 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. UBSG.SW - Performance Comparison
In the year-to-date period, SREN.SW achieves a 19.03% return, which is significantly higher than UBSG.SW's 4.31% return. Over the past 10 years, SREN.SW has outperformed UBSG.SW with an annualized return of 9.39%, while UBSG.SW has yielded a comparatively lower 7.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SREN.SW vs. UBSG.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Re AG (SREN.SW) and UBS Group AG (UBSG.SW). 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. UBSG.SW - Dividend Comparison
SREN.SW's dividend yield for the trailing twelve months is around 5.85%, more than UBSG.SW's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SREN.SW Swiss Re AG | 5.85% | 6.05% | 6.82% | 6.54% | 7.08% | 5.15% | 5.55% | 5.32% | 4.77% | 3.06% | 4.60% | 4.27% |
UBSG.SW UBS Group AG | 1.19% | 0.95% | 1.35% | 1.04% | 4.16% | 5.73% | 5.31% | 3.34% | 3.76% | 3.84% | 1.46% | 0.89% |
Drawdowns
SREN.SW vs. UBSG.SW - Drawdown Comparison
The maximum SREN.SW drawdown since its inception was -92.41%, which is greater than UBSG.SW's maximum drawdown of -87.95%. Use the drawdown chart below to compare losses from any high point for SREN.SW and UBSG.SW. For additional features, visit the drawdowns tool.
Volatility
SREN.SW vs. UBSG.SW - Volatility Comparison
The current volatility for Swiss Re AG (SREN.SW) is 6.60%, while UBS Group AG (UBSG.SW) has a volatility of 11.10%. This indicates that SREN.SW experiences smaller price fluctuations and is considered to be less risky than UBSG.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SREN.SW vs. UBSG.SW - Financials Comparison
This section allows you to compare key financial metrics between Swiss Re AG and UBS Group AG. 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