SREN.SW vs. ZURN.SW
Compare and contrast key facts about Swiss Re AG (SREN.SW) and Zurich Insurance Group AG (ZURN.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SREN.SW or ZURN.SW.
Key characteristics
| SREN.SW | ZURN.SW | |
|---|---|---|
| YTD Return | 36.05% | 26.77% |
| 1Y Return | 29.76% | 28.85% |
| 3Y Return (Ann) | 18.38% | 15.34% |
| 5Y Return (Ann) | 9.97% | 12.12% |
| 10Y Return (Ann) | 10.53% | 12.29% |
| Sharpe Ratio | 1.36 | 2.08 |
| Sortino Ratio | 1.89 | 2.88 |
| Omega Ratio | 1.27 | 1.37 |
| Calmar Ratio | 2.22 | 3.97 |
| Martin Ratio | 6.13 | 12.62 |
| Ulcer Index | 4.86% | 2.22% |
| Daily Std Dev | 21.92% | 13.49% |
| Max Drawdown | -92.41% | -88.78% |
| Current Drawdown | -1.10% | -0.19% |
Fundamentals
| SREN.SW | ZURN.SW | |
|---|---|---|
| Market Cap | CHF 34.98B | CHF 75.42B |
| EPS | CHF 10.15 | CHF 29.41 |
| PE Ratio | 11.87 | 17.81 |
| PEG Ratio | 2.18 | 1.11 |
| Total Revenue (TTM) | CHF 25.67B | CHF 55.17B |
| Gross Profit (TTM) | CHF 25.31B | CHF 54.40B |
| EBITDA (TTM) | -CHF 260.00M | CHF 25.69B |
Correlation
The correlation between SREN.SW and ZURN.SW is 0.67, 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. ZURN.SW - Performance Comparison
In the year-to-date period, SREN.SW achieves a 36.05% return, which is significantly higher than ZURN.SW's 26.77% return. Over the past 10 years, SREN.SW has underperformed ZURN.SW with an annualized return of 10.53%, while ZURN.SW has yielded a comparatively higher 12.29% 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. ZURN.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Re AG (SREN.SW) and Zurich Insurance Group AG (ZURN.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. ZURN.SW - Dividend Comparison
SREN.SW's dividend yield for the trailing twelve months is around 5.13%, more than ZURN.SW's 4.94% 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% |
ZURN.SW Zurich Insurance Group AG | 4.94% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 3.81% | 6.06% | 6.58% | 5.45% | 6.58% |
Drawdowns
SREN.SW vs. ZURN.SW - Drawdown Comparison
The maximum SREN.SW drawdown since its inception was -92.41%, roughly equal to the maximum ZURN.SW drawdown of -88.78%. Use the drawdown chart below to compare losses from any high point for SREN.SW and ZURN.SW. For additional features, visit the drawdowns tool.
Volatility
SREN.SW vs. ZURN.SW - Volatility Comparison
Swiss Re AG (SREN.SW) has a higher volatility of 9.57% compared to Zurich Insurance Group AG (ZURN.SW) at 3.71%. This indicates that SREN.SW's price experiences larger fluctuations and is considered to be riskier than ZURN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SREN.SW vs. ZURN.SW - Financials Comparison
This section allows you to compare key financial metrics between Swiss Re AG and Zurich Insurance 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