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SSREY vs. HVRRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SSREY vs. HVRRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swiss Re Ltd (SSREY) and Hannover Re (HVRRY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSREY achieves a -3.34% return, which is significantly higher than HVRRY's -9.93% return. Both investments have delivered pretty close results over the past 10 years, with SSREY having a 13.56% annualized return and HVRRY not far behind at 13.04%.


SSREY

1D
0.47%
1M
1.10%
YTD
-3.34%
6M
-3.78%
1Y
-3.87%
3Y*
22.01%
5Y*
17.06%
10Y*
13.56%

HVRRY

1D
-0.56%
1M
-4.23%
YTD
-9.93%
6M
-10.67%
1Y
-9.22%
3Y*
13.03%
5Y*
13.70%
10Y*
13.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSREY vs. HVRRY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSREY
Swiss Re Ltd
-3.34%20.95%36.13%27.42%1.53%10.65%-8.91%29.93%3.47%10.43%
HVRRY
Hannover Re
-9.93%29.30%7.59%24.53%11.05%20.35%-16.15%48.63%10.97%21.66%

Correlation

The correlation between SSREY and HVRRY is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since May 27, 2011

0.57

The correlation between SSREY and HVRRY shifts across timeframes, from 0.57 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SSREY:

$46.90B

HVRRY:

$32.29B

EPS

SSREY:

$6.68

HVRRY:

€4.06

PE Ratio

SSREY:

5.77

HVRRY:

9.66

PEG Ratio

SSREY:

0.04

HVRRY:

0.29

PS Ratio

SSREY:

0.48

HVRRY:

1.09

PB Ratio

SSREY:

1.90

HVRRY:

2.04

Total Revenue (TTM)

SSREY:

$95.72B

HVRRY:

€25.44B

Gross Profit (TTM)

SSREY:

$67.80B

HVRRY:

€23.95B

EBITDA (TTM)

SSREY:

$14.59B

HVRRY:

€9.81B

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Swiss Re Ltd

Hannover Re

Return for Risk

SSREY vs. HVRRY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSREY
SSREY Risk / Return Rank: 3434
Overall Rank
SSREY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SSREY Sortino Ratio Rank: 3030
Sortino Ratio Rank
SSREY Omega Ratio Rank: 3030
Omega Ratio Rank
SSREY Calmar Ratio Rank: 3737
Calmar Ratio Rank
SSREY Martin Ratio Rank: 3737
Martin Ratio Rank

HVRRY
HVRRY Risk / Return Rank: 2222
Overall Rank
HVRRY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HVRRY Sortino Ratio Rank: 2121
Sortino Ratio Rank
HVRRY Omega Ratio Rank: 2222
Omega Ratio Rank
HVRRY Calmar Ratio Rank: 2424
Calmar Ratio Rank
HVRRY Martin Ratio Rank: 2020
Martin Ratio Rank
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.

SSREY vs. HVRRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swiss Re Ltd (SSREY) and Hannover Re (HVRRY). 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.


SSREYHVRRYDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

0.99

0.95

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.18

-0.53

+0.35

Martin ratioReturn relative to average drawdown

-0.33

-1.07

+0.74

SSREY vs. HVRRY - Sharpe Ratio Comparison

The current SSREY Sharpe Ratio is -0.17, which is higher than the HVRRY Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of SSREY and HVRRY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SSREY vs. HVRRY - Drawdown Comparison

The maximum SSREY drawdown since its inception was -52.86%, smaller than the maximum HVRRY drawdown of -62.80%. Use the drawdown chart below to compare losses from any high point for SSREY and HVRRY.


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Drawdown Indicators


SSREYHVRRYDifference

Max Drawdown

Largest peak-to-trough decline

-52.86%

-62.80%

+9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-21.75%

-17.62%

-4.13%

Max Drawdown (3Y)

Largest decline over 3 years

-21.75%

-17.62%

-4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-33.09%

-31.66%

-1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-52.86%

-44.24%

-8.62%

Current Drawdown

Current decline from peak

-16.25%

-14.84%

-1.41%

Average Drawdown

Average peak-to-trough decline

-7.63%

-8.48%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.75%

8.66%

+3.09%

Volatility

SSREY vs. HVRRY - Volatility Comparison

Swiss Re Ltd (SSREY) has a higher volatility of 5.55% compared to Hannover Re (HVRRY) at 4.94%. This indicates that SSREY's price experiences larger fluctuations and is considered to be riskier than HVRRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSREYHVRRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

4.94%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

16.58%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

21.71%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

25.11%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.23%

26.10%

-1.87%

Dividends

SSREY vs. HVRRY - Dividend Comparison

SSREY's dividend yield for the trailing twelve months is around 5.22%, less than HVRRY's 5.46% yield.


PositionTTM20252024202320222021202020192018201720162015
HVRRY
Hannover Re
5.46%3.19%3.10%2.75%3.15%2.92%2.75%2.19%3.27%4.55%8.64%1.19%
SSREY
Swiss Re Ltd
5.22%4.39%4.71%5.69%6.68%5.56%6.37%4.99%5.77%10.83%8.65%7.74%

Financials

SSREY vs. HVRRY - Financials Comparison

This section allows you to compare key financial metrics between Swiss Re Ltd and Hannover Re. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-20.00B-10.00B0.0010.00B20.00B30.00B202120222023202420252026
24.66B
7.31B
(SSREY) Total Revenue
(HVRRY) Total Revenue
Please note, different currencies. SSREY values in USD, HVRRY values in EUR

SSREY vs. HVRRY - Profitability Comparison

The chart below illustrates the profitability comparison between Swiss Re Ltd and Hannover Re over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%202120222023202420252026
100.0%
100.0%
Portfolio components
SSREY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Swiss Re Ltd reported a gross profit of 24.66B and revenue of 24.66B. Therefore, the gross margin over that period was 100.0%.

HVRRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hannover Re reported a gross profit of 7.31B and revenue of 7.31B. Therefore, the gross margin over that period was 100.0%.

SSREY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Swiss Re Ltd reported an operating income of 2.84B and revenue of 24.66B, resulting in an operating margin of 11.5%.

HVRRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hannover Re reported an operating income of 965.32M and revenue of 7.31B, resulting in an operating margin of 13.2%.

SSREY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Swiss Re Ltd reported a net income of 2.17B and revenue of 24.66B, resulting in a net margin of 8.8%.

HVRRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hannover Re reported a net income of 722.29M and revenue of 7.31B, resulting in a net margin of 9.9%.


Frequently Asked Questions


SSREY and HVRRY have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSREY has higher volatility (5.55%) compared to HVRRY (4.94%). In terms of maximum drawdown, SSREY dropped -52.86% vs HVRRY's -62.80%.

SSREY currently has the higher Sharpe Ratio (-0.17 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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