SZLMY vs. FRFHF
SZLMY (Swiss Life Holding AG ADR) and FRFHF (Fairfax Financial Holdings Ltd) are both stocks. Both are in the Financial Services sector — SZLMY in Insurance - Diversified, FRFHF in Insurance - Property & Casualty. Over the past 5 years, SZLMY returned 22.70%/yr vs 30.71%/yr for FRFHF. At a 0.18 correlation, their price movements are largely independent.
Performance
SZLMY vs. FRFHF - Performance Comparison
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Returns By Period
In the year-to-date period, SZLMY achieves a -1.36% return, which is significantly higher than FRFHF's -15.92% return.
SZLMY
- 1D
- -0.07%
- 1M
- -0.02%
- YTD
- -1.36%
- 6M
- -1.32%
- 1Y
- 13.63%
- 3Y*
- 28.30%
- 5Y*
- 22.70%
- 10Y*
- —
FRFHF
- 1D
- 0.90%
- 1M
- -1.66%
- YTD
- -15.92%
- 6M
- -14.26%
- 1Y
- -11.24%
- 3Y*
- 31.13%
- 5Y*
- 30.71%
- 10Y*
- 14.03%
SZLMY vs. FRFHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SZLMY Swiss Life Holding AG ADR | -1.36% | 54.33% | 17.54% | 44.47% | -12.51% | 37.89% | -7.06% | 35.51% | 14.50% | -6.15% |
FRFHF Fairfax Financial Holdings Ltd | -15.92% | 38.79% | 53.39% | 57.56% | 23.17% | 48.23% | -25.75% | 8.88% | -15.44% | 2.48% |
Correlation
The correlation between SZLMY and FRFHF is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2017 | 0.18 |
Fundamentals
SZLMY:
$30.59B
FRFHF:
$35.58B
SZLMY:
CHF 4.34
FRFHF:
$218.52
SZLMY:
10.23
FRFHF:
7.28
SZLMY:
6.93
FRFHF:
0.18
SZLMY:
0.61
FRFHF:
1.11
SZLMY:
3.51
FRFHF:
1.38
SZLMY:
CHF 40.81B
FRFHF:
$29.68B
SZLMY:
CHF 42.70B
FRFHF:
$6.18B
SZLMY:
CHF 2.13B
FRFHF:
$7.97B
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Return for Risk
SZLMY vs. FRFHF — Risk / Return Rank
SZLMY
FRFHF
SZLMY vs. FRFHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG ADR (SZLMY) and Fairfax Financial Holdings Ltd (FRFHF). 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 | FRFHF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.93 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | -0.58 | +1.60 |
| Martin ratioReturn relative to average drawdown | 2.44 | -1.23 | +3.66 |
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Drawdowns
SZLMY vs. FRFHF - Drawdown Comparison
The maximum SZLMY drawdown since its inception was -50.48%, smaller than the maximum FRFHF drawdown of -58.92%. Use the drawdown chart below to compare losses from any high point for SZLMY and FRFHF.
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Drawdown Indicators
| SZLMY | FRFHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.48% | -58.92% | +8.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -19.55% | +6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -13.36% | -19.55% | +6.19% |
Max Drawdown (5Y)Largest decline over 5 years | -35.97% | -20.88% | -15.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.92% | — |
Current DrawdownCurrent decline from peak | -5.89% | -16.30% | +10.41% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -12.48% | +4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 9.19% | -3.59% |
Volatility
SZLMY vs. FRFHF - Volatility Comparison
Swiss Life Holding AG ADR (SZLMY) has a higher volatility of 6.08% compared to Fairfax Financial Holdings Ltd (FRFHF) at 5.30%. This indicates that SZLMY's price experiences larger fluctuations and is considered to be riskier than FRFHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SZLMY | FRFHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 5.30% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 17.82% | 16.74% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.17% | 21.73% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.52% | 25.64% | +6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.85% | 27.18% | +9.67% |
Dividends
SZLMY vs. FRFHF - Dividend Comparison
SZLMY's dividend yield for the trailing twelve months is around 4.22%, more than FRFHF's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRFHF Fairfax Financial Holdings Ltd | 0.94% | 0.79% | 1.08% | 1.09% | 1.68% | 2.03% | 2.93% | 2.13% | 2.27% | 1.89% | 2.09% | 2.12% |
SZLMY Swiss Life Holding AG ADR | 4.22% | 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. FRFHF - Financials Comparison
This section allows you to compare key financial metrics between Swiss Life Holding AG ADR and Fairfax Financial Holdings 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.
Total Revenue: Total amount of money received from sales and other business activities
SZLMY vs. FRFHF - Profitability Comparison
SZLMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
FRFHF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Ltd reported a gross profit of 986.70M and revenue of 6.41B. Therefore, the gross margin over that period was 15.4%.
SZLMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.
FRFHF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Ltd reported an operating income of 1.04B and revenue of 6.41B, resulting in an operating margin of 16.2%.
SZLMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.
FRFHF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fairfax Financial Holdings Ltd reported a net income of 695.70M and revenue of 6.41B, resulting in a net margin of 10.9%.
Frequently Asked Questions
SZLMY and FRFHF have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SZLMY has higher volatility (6.08%) compared to FRFHF (5.30%). In terms of maximum drawdown, SZLMY dropped -50.48% vs FRFHF's -58.92%.
SZLMY currently has the higher Sharpe Ratio (0.59 vs -0.52), 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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