SZLMY vs. EMBJ
SZLMY (Swiss Life Holding AG ADR) and EMBJ (Embraer S.A) are both stocks. SZLMY operates in Insurance - Diversified (Financial Services), while EMBJ operates in Aerospace & Defense (Industrials). Over the past 5 years, SZLMY returned 23.80%/yr vs 37.26%/yr for EMBJ. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
SZLMY vs. EMBJ - Performance Comparison
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Returns By Period
In the year-to-date period, SZLMY achieves a 6.45% return, which is significantly lower than EMBJ's 7.20% return.
SZLMY
- 1D
- -0.18%
- 1M
- 6.25%
- 6M
- 12.41%
- YTD
- 6.45%
- 1Y
- 19.74%
- 3Y*
- 28.72%
- 5Y*
- 23.80%
- 10Y*
- —
- ALL TIME*
- 18.76%
EMBJ
- 1D
- 0.32%
- 1M
- 6.58%
- 6M
- -6.07%
- YTD
- 7.20%
- 1Y
- 22.43%
- 3Y*
- 64.46%
- 5Y*
- 37.26%
- 10Y*
- 15.11%
- ALL TIME*
- 6.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EMBJ Embraer S.A | $77.96M | $64.53M | $86.24M |
| $370.71K | $379.57K | $647.97K |
SZLMY vs. EMBJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SZLMY Swiss Life Holding AG ADR | 6.45% | 54.33% | 17.54% | 44.47% | -12.51% | 37.89% | -7.06% | 35.51% | 14.50% | -6.15% |
EMBJ Embraer S.A | 7.20% | 77.16% | 98.81% | 68.80% | -38.42% | 160.65% | -65.06% | -11.93% | -7.30% | 4.88% |
Correlation
The correlation between SZLMY and EMBJ is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2017 | 0.18 |
The correlation between SZLMY and EMBJ shifts across timeframes, from 0.18 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SZLMY:
$33.78B
EMBJ:
$12.54B
SZLMY:
CHF 4.39
EMBJ:
$1.71
SZLMY:
10.88
EMBJ:
39.92
SZLMY:
7.36
EMBJ:
1.80
SZLMY:
0.65
EMBJ:
1.57
SZLMY:
3.77
EMBJ:
3.76
SZLMY:
CHF 40.81B
EMBJ:
$7.95B
SZLMY:
CHF 42.70B
EMBJ:
$1.40B
SZLMY:
CHF 2.13B
EMBJ:
$602.35M
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Return for Risk
SZLMY vs. EMBJ — Risk / Return Rank
SZLMY
EMBJ
SZLMY vs. EMBJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG ADR (SZLMY) and Embraer S.A (EMBJ). 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.
| SZLMY | EMBJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.12 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.65 | +0.70 |
| Martin ratioReturn relative to average drawdown | 3.17 | 1.38 | +1.79 |
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Drawdowns
SZLMY vs. EMBJ - Drawdown Comparison
The maximum SZLMY drawdown since its inception was -50.48%, smaller than the maximum EMBJ drawdown of -90.53%. Use the drawdown chart below to compare losses from any high point for SZLMY and EMBJ.
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Drawdown Indicators
| SZLMY | EMBJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.48% | -90.53% | +40.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -32.21% | +18.85% |
Max Drawdown (3Y)Largest decline over 3 years | -13.36% | -32.21% | +18.85% |
Max Drawdown (5Y)Largest decline over 5 years | -35.97% | -57.20% | +21.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -85.26% | — |
Current DrawdownCurrent decline from peak | -0.18% | -13.63% | +13.45% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -40.16% | +31.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 15.15% | -9.46% |
Volatility
SZLMY vs. EMBJ - Volatility Comparison
The current volatility for Swiss Life Holding AG ADR (SZLMY) is 6.13%, while Embraer S.A (EMBJ) has a volatility of 10.26%. This indicates that SZLMY experiences smaller price fluctuations and is considered to be less risky than EMBJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SZLMY | EMBJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 10.26% | -4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 16.52% | 35.05% | -18.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.98% | 41.62% | -18.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.28% | 46.40% | -14.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.65% | 49.51% | -12.86% |
Dividends
SZLMY vs. EMBJ - Dividend Comparison
SZLMY's dividend yield for the trailing twelve months is around 3.91%, more than EMBJ's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBJ Embraer S.A | 1.66% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 1.65% | 0.45% | 0.56% |
SZLMY Swiss Life Holding AG ADR | 3.91% | 3.54% | 4.63% | 4.56% | 5.29% | 2.22% | 3.04% | 0.00% | 3.49% | 0.00% | 0.00% | 0.00% |
Financials
SZLMY vs. EMBJ - Financials Comparison
This section allows you to compare key financial metrics between Swiss Life Holding AG ADR and Embraer S.A. 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
SZLMY vs. EMBJ - Profitability Comparison
SZLMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Swiss Life Holding AG ADR reported a gross profit of 22.53B and revenue of 22.53B. Therefore, the gross margin over that period was 100.0%.
EMBJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Embraer S.A reported a gross profit of 259.27M and revenue of 1.44B. Therefore, the gross margin over that period was 18.0%.
SZLMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Swiss Life Holding AG ADR reported an operating income of 0.00 and revenue of 22.53B, resulting in an operating margin of 0.0%.
EMBJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Embraer S.A reported an operating income of 73.95M and revenue of 1.44B, resulting in an operating margin of 5.1%.
SZLMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Swiss Life Holding AG ADR reported a net income of 648.60M and revenue of 22.53B, resulting in a net margin of 2.9%.
EMBJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Embraer S.A reported a net income of 33.26M and revenue of 1.44B, resulting in a net margin of 2.3%.
Frequently Asked Questions
SZLMY and EMBJ have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMBJ has higher volatility (10.26%) compared to SZLMY (6.13%). In terms of maximum drawdown, SZLMY dropped -50.48% vs EMBJ's -90.53%.
SZLMY currently has the higher Sharpe Ratio (0.79 vs 0.51), 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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