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

Correlation

The correlation between ZBH and SNN is 0.45, 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.


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.

260.00%280.00%300.00%320.00%340.00%December2025FebruaryMarchAprilMay
268.31%
324.34%
ZBH
SNN

Key characteristics

Sharpe Ratio

ZBH:

-0.80

SNN:

0.59

Sortino Ratio

ZBH:

-0.91

SNN:

0.98

Omega Ratio

ZBH:

0.87

SNN:

1.15

Calmar Ratio

ZBH:

-0.44

SNN:

0.37

Martin Ratio

ZBH:

-1.79

SNN:

1.41

Ulcer Index

ZBH:

11.43%

SNN:

12.39%

Daily Std Dev

ZBH:

25.99%

SNN:

27.76%

Max Drawdown

ZBH:

-65.03%

SNN:

-55.20%

Current Drawdown

ZBH:

-43.34%

SNN:

-36.73%

Fundamentals

Market Cap

ZBH:

$20.25B

SNN:

$12.57B

EPS

ZBH:

$4.43

SNN:

$0.94

PE Ratio

ZBH:

23.11

SNN:

30.45

PEG Ratio

ZBH:

1.27

SNN:

0.95

PS Ratio

ZBH:

2.66

SNN:

2.16

PB Ratio

ZBH:

1.63

SNN:

2.38

Total Revenue (TTM)

ZBH:

$7.70B

SNN:

$5.81B

Gross Profit (TTM)

ZBH:

$5.11B

SNN:

$4.05B

EBITDA (TTM)

ZBH:

$1.79B

SNN:

$1.24B

Returns By Period

In the year-to-date period, ZBH achieves a -9.77% return, which is significantly lower than SNN's 17.16% return. Over the past 10 years, ZBH has underperformed SNN with an annualized return of -0.63%, while SNN has yielded a comparatively higher 0.07% annualized return.


ZBH

YTD

-9.77%

1M

-7.47%

6M

-12.11%

1Y

-20.60%

5Y*

-3.52%

10Y*

-0.63%

SNN

YTD

17.16%

1M

13.46%

6M

16.59%

1Y

16.31%

5Y*

-4.55%

10Y*

0.07%

*Annualized

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Risk-Adjusted Performance

ZBH vs. SNN — Risk-Adjusted Performance Rank

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

ZBH
The Risk-Adjusted Performance Rank of ZBH is 1313
Overall Rank
The Sharpe Ratio Rank of ZBH is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of ZBH is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ZBH is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ZBH is 2424
Calmar Ratio Rank
The Martin Ratio Rank of ZBH is 22
Martin Ratio Rank

SNN
The Risk-Adjusted Performance Rank of SNN is 6969
Overall Rank
The Sharpe Ratio Rank of SNN is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SNN is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SNN is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SNN is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SNN is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ZBH Sharpe Ratio is -0.80, which is lower than the SNN Sharpe Ratio of 0.59. 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-1.00-0.500.000.50December2025FebruaryMarchAprilMay
-0.80
0.59
ZBH
SNN

Dividends

ZBH vs. SNN - Dividend Comparison

ZBH's dividend yield for the trailing twelve months is around 1.01%, less than SNN's 2.65% yield.


TTM20242023202220212020201920182017201620152014
ZBH
Zimmer Biomet Holdings, Inc.
1.01%0.91%0.79%0.75%0.76%0.62%0.64%0.93%0.80%0.93%0.86%0.78%
SNN
Smith & Nephew plc
2.65%3.05%2.75%2.79%2.17%1.78%1.51%1.96%1.76%2.08%1.71%1.52%

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%December2025FebruaryMarchAprilMay
-43.34%
-36.73%
ZBH
SNN

Volatility

ZBH vs. SNN - Volatility Comparison

Zimmer Biomet Holdings, Inc. (ZBH) has a higher volatility of 14.50% compared to Smith & Nephew plc (SNN) at 7.82%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
14.50%
7.82%
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


1.00B1.50B2.00B2.50B3.00B20212022202320242025
1.91B
2.98B
(ZBH) Total Revenue
(SNN) Total Revenue
Values in USD except per share items

ZBH vs. SNN - Profitability Comparison

The chart below illustrates the profitability comparison between Zimmer Biomet Holdings, Inc. and Smith & Nephew plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%62.0%64.0%66.0%68.0%70.0%72.0%20212022202320242025
63.3%
69.5%
(ZBH) Gross Margin
(SNN) Gross Margin
ZBH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Zimmer Biomet Holdings, Inc. reported a gross profit of 1.21B and revenue of 1.91B. Therefore, the gross margin over that period was 63.3%.

SNN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Smith & Nephew plc reported a gross profit of 2.07B and revenue of 2.98B. Therefore, the gross margin over that period was 69.5%.

ZBH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Zimmer Biomet Holdings, Inc. reported an operating income of 338.90M and revenue of 1.91B, resulting in an operating margin of 17.8%.

SNN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Smith & Nephew plc reported an operating income of 329.00M and revenue of 2.98B, resulting in an operating margin of 11.0%.

ZBH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Zimmer Biomet Holdings, Inc. reported a net income of 182.00M and revenue of 1.91B, resulting in a net margin of 9.5%.

SNN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Smith & Nephew plc reported a net income of 198.00M and revenue of 2.98B, resulting in a net margin of 6.6%.