ZBH vs. ^DVG

Last updated Jun 24, 2026

ZBH (Zimmer Biomet Holdings, Inc.) is a stock, while ^DVG (NASDAQ US Dividend Achievers Select Index) is an index.

Performance

ZBH vs. ^DVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zimmer Biomet Holdings, Inc. (ZBH) and NASDAQ US Dividend Achievers Select Index (^DVG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ZBH

• 1D: 0.55%
• 1M: 2.42%
• YTD: -2.35%
• 6M: -1.55%
• 1Y: -3.29%
• 3Y*: -14.56%
• 5Y*: -10.56%
• 10Y*: -1.76%

^DVG

• 1D: 0.02%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ZBH vs. ^DVG - Yearly Performance Comparison

	2026 (YTD)
ZBH Zimmer Biomet Holdings, Inc.	0.55%
^DVG NASDAQ US Dividend Achievers Select Index	0.02%

Return for Risk

ZBH vs. ^DVG — Risk / Return Rank

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

ZBH

ZBH Risk / Return Rank: 36
ZBH Sharpe Ratio Rank: 38
ZBH Sortino Ratio Rank: 33
ZBH Omega Ratio Rank: 33
ZBH Calmar Ratio Rank: 38
ZBH Martin Ratio Rank: 38

^DVG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ZBH vs. ^DVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zimmer Biomet Holdings, Inc. (ZBH) and NASDAQ US Dividend Achievers Select Index (^DVG). 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.

	ZBH	^DVG	Difference
Sharpe ratio: Return per unit of total volatility	-0.11	—	—
Sortino ratio: Return per unit of downside risk	0.06	—	—
Omega ratio: Gain probability vs. loss probability	1.01	—	—
Calmar ratio: Return relative to maximum drawdown	-0.13	—	—
Martin ratio: Return relative to average drawdown	-0.25	—	—

Drawdowns

ZBH vs. ^DVG - Drawdown Comparison

The maximum ZBH drawdown since its inception was -65.03%, which is greater than ^DVG's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ZBH and ^DVG.

Drawdown Indicators

	ZBH	^DVG	Difference
Max Drawdown Largest peak-to-trough decline	-65.03%	0.00%	-65.03%
Max Drawdown (1Y) Largest decline over 1 year	-25.54%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-43.94%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-48.53%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.14%	—	—
Current Drawdown Current decline from peak	-47.33%	0.00%	-47.33%
Average Drawdown Average peak-to-trough decline	-20.11%	0.00%	-20.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.32%	—	—

Volatility

Volatility by Period

	ZBH	^DVG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	30.54%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.64%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.45%	—	—