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WOSB.DE vs. ROG.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WOSB.DE vs. ROG.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Wolters Kluwers Nv (WOSB.DE) and Roche Holding AG (ROG.SW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WOSB.DE is traded in EUR, while ROG.SW is traded in CHF. To make them comparable, the ROG.SW values have been converted to EUR using the latest available exchange rates.

Returns By Period


WOSB.DE

1D
6.28%
1M
3.39%
YTD
-25.69%
6M
-26.71%
1Y
-57.32%
3Y*
-15.49%
5Y*
10Y*

ROG.SW

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WOSB.DE vs. ROG.SW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WOSB.DE
Wolters Kluwers Nv
-25.69%-43.30%26.10%30.92%2.02%-2.27%
ROG.SW
Roche Holding AG
-0.38%34.23%7.44%-7.00%-17.73%4.75%

Correlation

The correlation between WOSB.DE and ROG.SW is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2021

0.13

The correlation between WOSB.DE and ROG.SW shifts across timeframes, from -0.04 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WOSB.DE vs. ROG.SW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WOSB.DE
WOSB.DE Risk / Return Rank: 33
Overall Rank
WOSB.DE Sharpe Ratio Rank: 00
Sharpe Ratio Rank
WOSB.DE Sortino Ratio Rank: 00
Sortino Ratio Rank
WOSB.DE Omega Ratio Rank: 11
Omega Ratio Rank
WOSB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
WOSB.DE Martin Ratio Rank: 99
Martin Ratio Rank

ROG.SW
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.

WOSB.DE vs. ROG.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwers Nv (WOSB.DE) and Roche Holding AG (ROG.SW). 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.


WOSB.DEROG.SWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.67

Calmar ratioReturn relative to maximum drawdown

-0.92

Martin ratioReturn relative to average drawdown

-1.37

WOSB.DE vs. ROG.SW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WOSB.DEROG.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

Drawdowns

WOSB.DE vs. ROG.SW - Drawdown Comparison


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Drawdown Indicators


WOSB.DEROG.SWDifference

Max Drawdown

Largest peak-to-trough decline

-67.77%

Max Drawdown (1Y)

Largest decline over 1 year

-63.00%

Max Drawdown (3Y)

Largest decline over 3 years

-67.77%

Current Drawdown

Current decline from peak

-62.86%

Average Drawdown

Average peak-to-trough decline

-16.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.41%

Volatility

WOSB.DE vs. ROG.SW - Volatility Comparison


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Volatility by Period


WOSB.DEROG.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.05%

Volatility (6M)

Calculated over the trailing 6-month period

28.84%

Volatility (1Y)

Calculated over the trailing 1-year period

36.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.27%

Dividends

WOSB.DE vs. ROG.SW - Dividend Comparison

WOSB.DE's dividend yield for the trailing twelve months is around 3.92%, more than ROG.SW's 3.14% yield.


PositionTTM20252024202320222021202020192018201720162015
ROG.SW
Roche Holding AG
3.14%2.96%3.76%3.89%3.20%2.40%2.91%2.77%3.41%3.33%3.48%2.89%
WOSB.DE
Wolters Kluwers Nv
3.92%2.74%1.37%1.48%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

WOSB.DE vs. ROG.SW - Financials Comparison

This section allows you to compare key financial metrics between Wolters Kluwers Nv and Roche Holding AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. WOSB.DE values in EUR, ROG.SW values in CHF

Frequently Asked Questions


WOSB.DE and ROG.SW have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for WOSB.DE and ROG.SW

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