SVHH.F vs. ZURVY

Last updated Jun 4, 2026

SVHH.F (Svenska Handelsbanken AB) and ZURVY (Zurich Insurance Group Ltd) are both stocks. Both are in the Financial Services sector — SVHH.F in Banks - Diversified, ZURVY in Insurance - Diversified. Over the past 10 years, SVHH.F returned 2.74%/yr vs 17.69%/yr for ZURVY. At a 0.16 correlation, their price movements are largely independent.

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.

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 2.82% return, which is significantly higher than ZURVY's -2.90% return. Over the past 10 years, SVHH.F has underperformed ZURVY with an annualized return of 2.74%, while ZURVY has yielded a comparatively higher 17.69% 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%

ZURVY

• 1D: -1.59%
• 1M: 1.51%
• YTD: -2.90%
• 6M: 2.75%
• 1Y: 1.72%
• 3Y*: 16.32%
• 5Y*: 17.42%
• 10Y*: 17.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SVHH.F vs. ZURVY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
ZURVY Zurich Insurance Group Ltd	-2.90%	18.65%	28.10%	12.02%	20.82%	17.77%	0.41%	49.16%	8.94%	7.43%

Correlation

The correlation between SVHH.F and ZURVY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007	0.16

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: 46
SVHH.F Sharpe Ratio Rank: 49
SVHH.F Sortino Ratio Rank: 41
SVHH.F Omega Ratio Rank: 43
SVHH.F Calmar Ratio Rank: 48
SVHH.F Martin Ratio Rank: 50

ZURVY

ZURVY Risk / Return Rank: 45
ZURVY Sharpe Ratio Rank: 48
ZURVY Sortino Ratio Rank: 39
ZURVY Omega Ratio Rank: 39
ZURVY Calmar Ratio Rank: 48
ZURVY Martin Ratio Rank: 50

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.F	ZURVY	Difference
Sharpe ratio Return per unit of total volatility	0.23	0.10	+0.13
Sortino ratio Return per unit of downside risk	0.46	0.26	+0.20
Omega ratio Gain probability vs. loss probability	1.07	1.03	+0.04
Calmar ratio Return relative to maximum drawdown	0.30	0.17	+0.13
Martin ratio Return relative to average drawdown	0.82	0.37	+0.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SVHH.F vs. ZURVY - Sharpe Ratio Comparison

The current SVHH.F Sharpe Ratio is 0.23, which is higher than the ZURVY Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of SVHH.F and ZURVY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SVHH.F	ZURVY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	0.10	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	1.05	-0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	0.88	-0.78
Sharpe Ratio (All Time) Calculated using the full available price history	-0.58	0.39	-0.97

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.

Drawdown Indicators

	SVHH.F	ZURVY	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-65.41%	-34.59%
Max Drawdown (1Y) Largest decline over 1 year	-21.57%	-10.16%	-11.41%
Max Drawdown (3Y) Largest decline over 3 years	-25.97%	-12.10%	-13.87%
Max Drawdown (5Y) Largest decline over 5 years	-27.53%	-12.54%	-14.99%
Max Drawdown (10Y) Largest decline over 10 years	-51.15%	-40.48%	-10.67%
Current Drawdown Current decline from peak	-100.00%	-5.77%	-94.23%
Average Drawdown Average peak-to-trough decline	-100.00%	-11.10%	-88.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.64%	4.68%	+2.96%

Volatility

SVHH.F vs. ZURVY - Volatility Comparison

Svenska Handelsbanken AB (SVHH.F) and Zurich Insurance Group Ltd (ZURVY) have volatilities of 6.08% and 6.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SVHH.F	ZURVY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.08%	6.01%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	23.33%	13.73%	+9.60%
Volatility (1Y) Calculated over the trailing 1-year period	28.10%	17.09%	+11.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.10%	16.64%	+13.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.61%	20.28%	+9.33%

Dividends

SVHH.F vs. ZURVY - Dividend Comparison

SVHH.F's dividend yield for the trailing twelve months is around 1.18%, less than ZURVY's 5.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
ZURVY Zurich Insurance Group Ltd	5.50%	4.47%	4.79%	5.12%	4.52%	4.90%	4.83%	4.62%	6.33%	9.41%	6.24%	0.00%

Financials

Frequently Asked Questions

Can I hold both SVHH.F and ZURVY in my portfolio?

SVHH.F and ZURVY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.