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

Performance

SVHH.F vs. ZURVY - Performance Comparison

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

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SVHH.F vs. ZURVY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVHH.F
Svenska Handelsbanken AB
-5.96%24.48%1.88%5.57%0.40%20.53%-8.79%3.34%-17.01%-13.90%
ZURVY
Zurich Insurance Group Ltd
-3.92%18.65%28.10%12.02%20.82%17.77%0.41%49.16%8.94%7.43%
Different Trading Currencies

SVHH.F is traded in EUR, while ZURVY is traded in USD. To make them comparable, the ZURVY 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 -5.96% return, which is significantly lower than ZURVY's -3.92% return. Over the past 10 years, SVHH.F has underperformed ZURVY with an annualized return of 1.99%, while ZURVY has yielded a comparatively higher 19.17% annualized return.


SVHH.F

1D
0.84%
1M
-11.16%
YTD
-5.96%
6M
4.14%
1Y
10.04%
3Y*
13.76%
5Y*
6.33%
10Y*
1.99%

ZURVY

1D
0.90%
1M
4.34%
YTD
-3.92%
6M
1.87%
1Y
0.87%
3Y*
18.51%
5Y*
16.89%
10Y*
19.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SVHH.F vs. ZURVY — 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: 5050
Overall Rank
SVHH.F Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SVHH.F Sortino Ratio Rank: 4444
Sortino Ratio Rank
SVHH.F Omega Ratio Rank: 4848
Omega Ratio Rank
SVHH.F Calmar Ratio Rank: 5050
Calmar Ratio Rank
SVHH.F Martin Ratio Rank: 5555
Martin Ratio Rank

ZURVY
ZURVY Risk / Return Rank: 5050
Overall Rank
ZURVY Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ZURVY Sortino Ratio Rank: 4343
Sortino Ratio Rank
ZURVY Omega Ratio Rank: 4444
Omega Ratio Rank
ZURVY Calmar Ratio Rank: 5454
Calmar Ratio Rank
ZURVY Martin Ratio Rank: 5555
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. ZURVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Svenska Handelsbanken AB (SVHH.F) and Zurich Insurance Group Ltd (ZURVY). 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.FZURVYDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.05

+0.28

Sortino ratio

Return per unit of downside risk

0.63

0.19

+0.44

Omega ratio

Gain probability vs. loss probability

1.10

1.03

+0.08

Calmar ratio

Return relative to maximum drawdown

0.47

0.05

+0.42

Martin ratio

Return relative to average drawdown

1.57

0.11

+1.46

SVHH.F vs. ZURVY - Sharpe Ratio Comparison

The current SVHH.F Sharpe Ratio is 0.32, which is higher than the ZURVY Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of SVHH.F and ZURVY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SVHH.FZURVYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.05

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

1.03

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.94

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.37

-0.37

Correlation

The correlation between SVHH.F and ZURVY is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SVHH.F vs. ZURVY - Dividend Comparison

SVHH.F's dividend yield for the trailing twelve months is around 1.29%, less than ZURVY's 4.74% yield.


TTM20252024202320222021202020192018201720162015
SVHH.F
Svenska Handelsbanken AB
1.29%1.03%1.05%0.66%0.47%0.39%6.34%0.52%0.75%0.44%0.47%0.48%
ZURVY
Zurich Insurance Group Ltd
4.74%4.47%4.79%5.12%4.52%4.90%4.83%4.62%6.33%9.41%6.24%0.00%

Drawdowns

SVHH.F vs. ZURVY - Drawdown Comparison

The maximum SVHH.F drawdown since its inception was -100.00%, which is greater than ZURVY's maximum drawdown of -65.41%. Use the drawdown chart below to compare losses from any high point for SVHH.F and ZURVY.


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Drawdown Indicators


SVHH.FZURVYDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-66.03%

-33.97%

Max Drawdown (1Y)

Largest decline over 1 year

-21.57%

-11.36%

-10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.53%

-20.15%

-7.38%

Max Drawdown (10Y)

Largest decline over 10 years

-51.15%

-39.18%

-11.97%

Current Drawdown

Current decline from peak

-100.00%

-6.05%

-93.95%

Average Drawdown

Average peak-to-trough decline

-99.90%

-10.04%

-89.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

4.70%

+1.71%

Volatility

SVHH.F vs. ZURVY - Volatility Comparison

Svenska Handelsbanken AB (SVHH.F) has a higher volatility of 17.41% compared to Zurich Insurance Group Ltd (ZURVY) at 5.48%. This indicates that SVHH.F's price experiences larger fluctuations and is considered to be riskier than ZURVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SVHH.FZURVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.41%

5.48%

+11.93%

Volatility (6M)

Calculated over the trailing 6-month period

23.77%

13.13%

+10.64%

Volatility (1Y)

Calculated over the trailing 1-year period

34.21%

18.99%

+15.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.03%

16.49%

+13.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.66%

20.43%

+9.23%

Financials

SVHH.F vs. ZURVY - Financials Comparison

This section allows you to compare key financial metrics between Svenska Handelsbanken AB and Zurich Insurance Group Ltd. 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, ZURVY values in USD