ZBH vs. ^DVG

Last updated Aug 4, 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: 3.25%
• 1M: 10.87%
• 6M: 13.08%
• YTD: 8.43%
• 1Y: 8.14%
• 3Y*: -7.58%
• 5Y*: -6.79%
• 10Y*: -1.90%
• ALL TIME*: 5.52%

^DVG

• 1D: 0.07%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
^DVG NASDAQ US Dividend Achievers Select Index	$0.00	$0.00	$0.00
ZBH Zimmer Biomet Holdings, Inc.	$207.83M	$207.98M	$201.59M

ZBH vs. ^DVG - Yearly Performance Comparison

	2026 (YTD)
ZBH Zimmer Biomet Holdings, Inc.	3.25%
^DVG NASDAQ US Dividend Achievers Select Index	0.07%

Return for Risk

ZBH vs. ^DVG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ZBH

ZBH Risk / Return Rank: 51
ZBH Sharpe Ratio Rank: 54
ZBH Sortino Ratio Rank: 46
ZBH Omega Ratio Rank: 48
ZBH Calmar Ratio Rank: 53
ZBH Martin Ratio Rank: 51

^DVG

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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	0.25	—	—
Sortino ratio: Return per unit of downside risk	0.53	—	—
Omega ratio: Gain probability vs. loss probability	1.08	—	—
Calmar ratio: Return relative to maximum drawdown	0.32	—	—
Martin ratio: Return relative to average drawdown	0.58	—	—

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	-38.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-43.94%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.14%	—	—
Current Drawdown Current decline from peak	-41.51%	0.00%	-41.51%
Average Drawdown Average peak-to-trough decline	-20.22%	0.00%	-20.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.18%	—	—

Volatility

Volatility by Period

	ZBH	^DVG	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	23.40%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	32.62%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.03%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.69%	—	—