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ZBH vs. SNN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ZBH and SNN is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

ZBH vs. SNN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zimmer Biomet Holdings, Inc. (ZBH) and Smith & Nephew plc (SNN). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
0.08%
-0.47%
ZBH
SNN

Key characteristics

Sharpe Ratio

ZBH:

-0.48

SNN:

-0.13

Sortino Ratio

ZBH:

-0.53

SNN:

-0.00

Omega Ratio

ZBH:

0.93

SNN:

1.00

Calmar Ratio

ZBH:

-0.26

SNN:

-0.07

Martin Ratio

ZBH:

-0.73

SNN:

-0.35

Ulcer Index

ZBH:

13.99%

SNN:

10.09%

Daily Std Dev

ZBH:

21.30%

SNN:

26.12%

Max Drawdown

ZBH:

-65.03%

SNN:

-55.20%

Current Drawdown

ZBH:

-37.22%

SNN:

-45.31%

Fundamentals

Market Cap

ZBH:

$21.51B

SNN:

$11.09B

EPS

ZBH:

$5.24

SNN:

$0.70

PE Ratio

ZBH:

20.62

SNN:

36.34

PEG Ratio

ZBH:

1.42

SNN:

0.42

Total Revenue (TTM)

ZBH:

$7.60B

SNN:

$5.62B

Gross Profit (TTM)

ZBH:

$5.03B

SNN:

$3.88B

EBITDA (TTM)

ZBH:

$2.51B

SNN:

$1.07B

Returns By Period

In the year-to-date period, ZBH achieves a -12.46% return, which is significantly lower than SNN's -6.11% return. Over the past 10 years, ZBH has outperformed SNN with an annualized return of 0.28%, while SNN has yielded a comparatively lower -1.10% annualized return.


ZBH

YTD

-12.46%

1M

-6.34%

6M

-0.34%

1Y

-11.02%

5Y*

-5.50%

10Y*

0.28%

SNN

YTD

-6.11%

1M

-2.55%

6M

-0.04%

1Y

-4.40%

5Y*

-10.04%

10Y*

-1.10%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ZBH vs. SNN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zimmer Biomet Holdings, Inc. (ZBH) and Smith & Nephew plc (SNN). 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.


Sharpe ratio
The chart of Sharpe ratio for ZBH, currently valued at -0.48, compared to the broader market-4.00-2.000.002.00-0.48-0.13
The chart of Sortino ratio for ZBH, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.00-0.53-0.00
The chart of Omega ratio for ZBH, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.00
The chart of Calmar ratio for ZBH, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26-0.07
The chart of Martin ratio for ZBH, currently valued at -0.73, compared to the broader market0.0010.0020.00-0.73-0.35
ZBH
SNN

The current ZBH Sharpe Ratio is -0.48, which is lower than the SNN Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of ZBH and SNN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.48
-0.13
ZBH
SNN

Dividends

ZBH vs. SNN - Dividend Comparison

ZBH's dividend yield for the trailing twelve months is around 0.91%, less than SNN's 3.01% yield.


TTM20232022202120202019201820172016201520142013
ZBH
Zimmer Biomet Holdings, Inc.
0.91%0.79%0.75%0.76%0.62%0.64%0.93%0.80%0.93%0.86%0.78%0.86%
SNN
Smith & Nephew plc
3.01%2.75%2.79%2.17%1.78%1.51%1.96%1.76%2.08%1.71%1.52%1.85%

Drawdowns

ZBH vs. SNN - Drawdown Comparison

The maximum ZBH drawdown since its inception was -65.03%, which is greater than SNN's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for ZBH and SNN. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-37.22%
-45.31%
ZBH
SNN

Volatility

ZBH vs. SNN - Volatility Comparison

Zimmer Biomet Holdings, Inc. (ZBH) has a higher volatility of 5.05% compared to Smith & Nephew plc (SNN) at 4.37%. This indicates that ZBH's price experiences larger fluctuations and is considered to be riskier than SNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.05%
4.37%
ZBH
SNN

Financials

ZBH vs. SNN - Financials Comparison

This section allows you to compare key financial metrics between Zimmer Biomet Holdings, Inc. and Smith & Nephew plc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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