UBSG.SW vs. ^SSMI
UBSG.SW (UBS Group AG) is a stock, while ^SSMI (Swiss Market Index) is an index. Over the past 10 years, UBSG.SW returned 16.32%/yr vs 5.76%/yr for ^SSMI. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
UBSG.SW vs. ^SSMI - Performance Comparison
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Returns By Period
In the year-to-date period, UBSG.SW achieves a 16.70% return, which is significantly higher than ^SSMI's 8.11% return. Over the past 10 years, UBSG.SW has outperformed ^SSMI with an annualized return of 16.32%, while ^SSMI has yielded a comparatively lower 5.76% annualized return.
UBSG.SW
- 1D
- -1.15%
- 1M
- 2.56%
- 6M
- 15.05%
- YTD
- 16.70%
- 1Y
- 49.10%
- 3Y*
- 35.22%
- 5Y*
- 27.21%
- 10Y*
- 16.32%
- ALL TIME*
- -0.18%
^SSMI
- 1D
- 0.00%
- 1M
- 4.14%
- 6M
- 8.03%
- YTD
- 8.11%
- 1Y
- 19.70%
- 3Y*
- 8.57%
- 5Y*
- 3.60%
- 10Y*
- 5.76%
- ALL TIME*
- 6.78%
UBSG.SW vs. ^SSMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBSG.SW UBS Group AG | 16.70% | 37.60% | 9.01% | 55.84% | 7.62% | 34.78% | 8.50% | 5.35% | -28.99% | 16.49% |
^SSMI Swiss Market Index | 8.11% | 14.37% | 4.16% | 3.81% | -16.67% | 20.29% | 0.82% | 25.95% | -10.15% | 14.14% |
Correlation
The correlation between UBSG.SW and ^SSMI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2006 | 0.66 |
Over the past year, the correlation between UBSG.SW and ^SSMI has dropped to 0.37 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
UBSG.SW vs. ^SSMI — Risk / Return Rank
UBSG.SW
^SSMI
UBSG.SW vs. ^SSMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS Group AG (UBSG.SW) and Swiss Market Index (^SSMI). 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.
| UBSG.SW | ^SSMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.30 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.65 | +0.44 |
| Martin ratioReturn relative to average drawdown | 5.47 | 5.37 | +0.10 |
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Drawdowns
UBSG.SW vs. ^SSMI - Drawdown Comparison
The maximum UBSG.SW drawdown since its inception was -88.09%, which is greater than ^SSMI's maximum drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for UBSG.SW and ^SSMI.
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Drawdown Indicators
| UBSG.SW | ^SSMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.09% | -56.31% | -31.78% |
Max Drawdown (1Y)Largest decline over 1 year | -23.81% | -12.08% | -11.73% |
Max Drawdown (3Y)Largest decline over 3 years | -32.31% | -17.31% | -15.00% |
Max Drawdown (5Y)Largest decline over 5 years | -32.31% | -22.34% | -9.97% |
Max Drawdown (10Y)Largest decline over 10 years | -58.19% | -27.54% | -30.65% |
Current DrawdownCurrent decline from peak | -16.19% | -0.56% | -15.63% |
Average DrawdownAverage peak-to-trough decline | -67.27% | -14.64% | -52.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.05% | 3.69% | +5.36% |
Volatility
UBSG.SW vs. ^SSMI - Volatility Comparison
UBS Group AG (UBSG.SW) has a higher volatility of 6.94% compared to Swiss Market Index (^SSMI) at 3.18%. This indicates that UBSG.SW's price experiences larger fluctuations and is considered to be riskier than ^SSMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UBSG.SW | ^SSMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 3.18% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 18.48% | 9.93% | +8.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.31% | 12.09% | +11.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.93% | 13.42% | +15.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.28% | 14.16% | +14.12% |
Frequently Asked Questions
UBSG.SW and ^SSMI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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