ZBH vs. ^DVG

Last updated Jul 14, 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: 3.00%
• 1M: 6.50%
• 6M: 3.43%
• YTD: 5.19%
• 1Y: 1.36%
• 3Y*: -12.08%
• 5Y*: -8.24%
• 10Y*: -1.74%

^DVG

• 1D: -0.20%
• 1M: —
• 6M: —
• YTD: —
• 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.	3.00%
^DVG NASDAQ US Dividend Achievers Select Index	-0.20%

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: 45
ZBH Sharpe Ratio Rank: 48
ZBH Sortino Ratio Rank: 40
ZBH Omega Ratio Rank: 42
ZBH Calmar Ratio Rank: 47
ZBH Martin Ratio Rank: 46

^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	0.04	—	—
Sortino ratio: Return per unit of downside risk	0.27	—	—
Omega ratio: Gain probability vs. loss probability	1.04	—	—
Calmar ratio: Return relative to maximum drawdown	0.05	—	—
Martin ratio: Return relative to average drawdown	0.10	—	—

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 -0.20%. 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%	-0.20%	-64.83%
Max Drawdown (1Y) Largest decline over 1 year	-25.54%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-42.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-47.76%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.14%	—	—
Current Drawdown Current decline from peak	-43.26%	-0.20%	-43.06%
Average Drawdown Average peak-to-trough decline	-20.16%	-0.20%	-19.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.82%	—	—

Volatility

Volatility by Period

	ZBH	^DVG	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.31%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.94%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.98%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.61%	—	—