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 12.83%/yr vs 5.03%/yr for ^SSMI. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
UBSG.SW vs. ^SSMI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UBSG.SW achieves a 2.97% return, which is significantly higher than ^SSMI's 0.56% return. Over the past 10 years, UBSG.SW has outperformed ^SSMI with an annualized return of 12.83%, while ^SSMI has yielded a comparatively lower 5.03% annualized return.
UBSG.SW
- 1D
- 0.35%
- 1M
- 6.61%
- YTD
- 2.97%
- 6M
- 16.85%
- 1Y
- 41.69%
- 3Y*
- 29.27%
- 5Y*
- 22.20%
- 10Y*
- 12.83%
^SSMI
- 1D
- 0.93%
- 1M
- 0.44%
- YTD
- 0.56%
- 6M
- 3.13%
- 1Y
- 8.31%
- 3Y*
- 5.34%
- 5Y*
- 2.89%
- 10Y*
- 5.03%
UBSG.SW vs. ^SSMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBSG.SW UBS Group AG | 2.97% | 35.41% | 7.61% | 53.72% | 6.20% | 33.21% | 6.69% | 5.35% | -29.02% | 16.49% |
^SSMI Swiss Market Index | 0.56% | 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 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 1995 | 0.70 |
Over the past year, the correlation between UBSG.SW and ^SSMI has dropped to 0.43 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| UBSG.SW | ^SSMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.14 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 0.71 | +1.05 |
| Martin ratioReturn relative to average drawdown | 4.48 | 2.19 | +2.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UBSG.SW | ^SSMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.72 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.22 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.35 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.36 | -0.25 |
Drawdowns
UBSG.SW vs. ^SSMI - Drawdown Comparison
The maximum UBSG.SW drawdown since its inception was -87.95%, 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.
Loading charts...
Drawdown Indicators
| UBSG.SW | ^SSMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.95% | -56.31% | -31.64% |
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 | -58.22% | -27.54% | -30.68% |
Current DrawdownCurrent decline from peak | -25.88% | -4.80% | -21.08% |
Average DrawdownAverage peak-to-trough decline | -49.72% | -14.56% | -35.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 3.90% | +5.39% |
Volatility
UBSG.SW vs. ^SSMI - Volatility Comparison
UBS Group AG (UBSG.SW) has a higher volatility of 5.70% compared to Swiss Market Index (^SSMI) at 3.54%. 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.
Loading charts...
Volatility by Period
| UBSG.SW | ^SSMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 3.54% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 9.46% | +8.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 12.01% | +11.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.93% | 13.39% | +15.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.71% | 14.28% | +14.43% |
Frequently Asked Questions
UBSG.SW and ^SSMI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for UBSG.SW and ^SSMI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer