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SVHH.F vs. SWDBY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SVHH.F vs. SWDBY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Svenska Handelsbanken AB (SVHH.F) and Swedbank AB (SWDBY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SVHH.F is traded in EUR, while SWDBY is traded in USD. To make them comparable, the SWDBY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SVHH.F achieves a 2.82% return, which is significantly lower than SWDBY's 13.76% return. Over the past 10 years, SVHH.F has underperformed SWDBY with an annualized return of 2.74%, while SWDBY has yielded a comparatively higher 13.71% annualized return.


SVHH.F

1D
-0.95%
1M
3.01%
YTD
2.82%
6M
2.23%
1Y
6.64%
3Y*
18.63%
5Y*
8.01%
10Y*
2.74%

SWDBY

1D
-1.37%
1M
3.46%
YTD
13.76%
6M
20.76%
1Y
41.02%
3Y*
37.19%
5Y*
24.40%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVHH.F vs. SWDBY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVHH.F
Svenska Handelsbanken AB
2.82%24.48%1.88%5.57%0.40%20.53%-8.79%3.34%-17.01%-13.90%
SWDBY
Swedbank AB
13.76%67.68%12.17%21.90%-3.87%33.59%18.22%-24.71%4.33%-0.90%

Correlation

The correlation between SVHH.F and SWDBY is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

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

0.41

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

0.29

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

0.33

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.24

The correlation between SVHH.F and SWDBY shifts across timeframes, from 0.24 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SVHH.F vs. SWDBY — Risk / Return Rank

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

SVHH.F
SVHH.F Risk / Return Rank: 4646
Overall Rank
SVHH.F Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SVHH.F Sortino Ratio Rank: 4141
Sortino Ratio Rank
SVHH.F Omega Ratio Rank: 4343
Omega Ratio Rank
SVHH.F Calmar Ratio Rank: 4848
Calmar Ratio Rank
SVHH.F Martin Ratio Rank: 5050
Martin Ratio Rank

SWDBY
SWDBY Risk / Return Rank: 8585
Overall Rank
SWDBY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWDBY Sortino Ratio Rank: 8585
Sortino Ratio Rank
SWDBY Omega Ratio Rank: 8282
Omega Ratio Rank
SWDBY Calmar Ratio Rank: 8484
Calmar Ratio Rank
SWDBY Martin Ratio Rank: 8989
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.

SVHH.F vs. SWDBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Svenska Handelsbanken AB (SVHH.F) and Swedbank AB (SWDBY). 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.


SVHH.FSWDBYDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.07

1.33

-0.26

Calmar ratioReturn relative to maximum drawdown

0.30

3.55

-3.25

Martin ratioReturn relative to average drawdown

0.82

11.39

-10.57

SVHH.F vs. SWDBY - Sharpe Ratio Comparison

The current SVHH.F Sharpe Ratio is 0.23, which is lower than the SWDBY Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SVHH.F and SWDBY, 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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Sharpe Ratios by Period


SVHH.FSWDBYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

2.03

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.97

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.50

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.58

0.22

-0.80

Drawdowns

SVHH.F vs. SWDBY - Drawdown Comparison

The maximum SVHH.F drawdown since its inception was -100.00%, which is greater than SWDBY's maximum drawdown of -93.37%. Use the drawdown chart below to compare losses from any high point for SVHH.F and SWDBY.


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Drawdown Indicators


SVHH.FSWDBYDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-93.37%

-6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-21.57%

-11.61%

-9.96%

Max Drawdown (3Y)

Largest decline over 3 years

-25.97%

-20.30%

-5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-27.53%

-36.45%

+8.92%

Max Drawdown (10Y)

Largest decline over 10 years

-51.15%

-49.73%

-1.42%

Current Drawdown

Current decline from peak

-100.00%

-3.93%

-96.07%

Average Drawdown

Average peak-to-trough decline

-100.00%

-22.06%

-77.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.64%

3.91%

+3.73%

Volatility

SVHH.F vs. SWDBY - Volatility Comparison

Svenska Handelsbanken AB (SVHH.F) has a higher volatility of 6.08% compared to Swedbank AB (SWDBY) at 5.54%. This indicates that SVHH.F's price experiences larger fluctuations and is considered to be riskier than SWDBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVHH.FSWDBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

5.54%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

23.33%

16.70%

+6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

28.10%

20.36%

+7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.10%

25.31%

+4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.61%

27.71%

+1.90%

Dividends

SVHH.F vs. SWDBY - Dividend Comparison

SVHH.F's dividend yield for the trailing twelve months is around 1.18%, less than SWDBY's 9.29% yield.


PositionTTM20252024202320222021202020192018201720162015
SVHH.F
Svenska Handelsbanken AB
1.18%1.03%1.05%0.66%0.47%0.39%6.34%0.52%0.75%0.44%0.46%0.48%
SWDBY
Swedbank AB
9.29%5.70%7.49%4.63%7.15%8.58%5.23%10.26%7.05%12.07%11.31%5.97%

Financials

SVHH.F vs. SWDBY - Financials Comparison

This section allows you to compare key financial metrics between Svenska Handelsbanken AB and Swedbank AB. 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


Please note, different currencies. SVHH.F values in EUR, SWDBY values in USD

Frequently Asked Questions


SVHH.F and SWDBY have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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