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ZBH vs. SNN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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ZBH vs. SNN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZBH
Zimmer Biomet Holdings, Inc.
0.83%-14.03%-12.46%-3.81%4.24%-17.02%3.77%45.37%-13.30%17.86%
SNN
Smith & Nephew plc
-1.67%36.82%-7.34%4.44%-20.20%-16.21%-10.40%30.84%8.90%18.57%

Fundamentals

EPS

ZBH:

$4.27

SNN:

$2.37

PE Ratio

ZBH:

21.16

SNN:

13.41

PEG Ratio

ZBH:

0.37

SNN:

0.47

PS Ratio

ZBH:

5.33

SNN:

1.16

Total Revenue (TTM)

ZBH:

$2.24B

SNN:

$11.99B

Gross Profit (TTM)

ZBH:

$1.27B

SNN:

$8.25B

EBITDA (TTM)

ZBH:

$1.76B

SNN:

$2.82B

Returns By Period

In the year-to-date period, ZBH achieves a 0.83% return, which is significantly higher than SNN's -1.67% return. Over the past 10 years, ZBH has underperformed SNN with an annualized return of -0.60%, while SNN has yielded a comparatively higher 1.85% annualized return.


ZBH

1D
2.31%
1M
-7.90%
YTD
0.83%
6M
-7.71%
1Y
-19.27%
3Y*
-10.42%
5Y*
-9.50%
10Y*
-0.60%

SNN

1D
0.60%
1M
-12.57%
YTD
-1.67%
6M
-10.36%
1Y
14.66%
3Y*
7.24%
5Y*
-0.79%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ZBH vs. SNN — Risk / Return Rank

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

ZBH
ZBH Risk / Return Rank: 1616
Overall Rank
ZBH Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ZBH Sortino Ratio Rank: 1717
Sortino Ratio Rank
ZBH Omega Ratio Rank: 1515
Omega Ratio Rank
ZBH Calmar Ratio Rank: 1414
Calmar Ratio Rank
ZBH Martin Ratio Rank: 2020
Martin Ratio Rank

SNN
SNN Risk / Return Rank: 5858
Overall Rank
SNN Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SNN Sortino Ratio Rank: 5454
Sortino Ratio Rank
SNN Omega Ratio Rank: 5555
Omega Ratio Rank
SNN Calmar Ratio Rank: 6363
Calmar Ratio Rank
SNN Martin Ratio Rank: 5959
Martin Ratio Rank
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. SNN - Risk-Adjusted Trends 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.


ZBHSNNDifference

Sharpe ratio

Return per unit of total volatility

-0.62

0.50

-1.12

Sortino ratio

Return per unit of downside risk

-0.66

0.91

-1.57

Omega ratio

Gain probability vs. loss probability

0.90

1.13

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.78

0.95

-1.72

Martin ratio

Return relative to average drawdown

-1.16

1.82

-2.98

ZBH vs. SNN - Sharpe Ratio Comparison

The current ZBH Sharpe Ratio is -0.62, which is lower than the SNN Sharpe Ratio of 0.50. 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.


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Sharpe Ratios by Period


ZBHSNNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

0.50

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

-0.03

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.07

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.29

-0.10

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.


Dividends

ZBH vs. SNN - Dividend Comparison

ZBH's dividend yield for the trailing twelve months is around 1.06%, less than SNN's 2.46% yield.


TTM20252024202320222021202020192018201720162015
ZBH
Zimmer Biomet Holdings, Inc.
1.06%1.07%0.91%0.79%0.75%0.76%0.62%0.64%0.93%0.80%0.93%0.86%
SNN
Smith & Nephew plc
2.46%2.32%3.05%2.75%2.79%2.17%1.78%1.51%1.96%1.76%2.08%1.68%

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.


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Drawdown Indicators


ZBHSNNDifference

Max Drawdown

Largest peak-to-trough decline

-65.03%

-55.20%

-9.83%

Max Drawdown (1Y)

Largest decline over 1 year

-23.33%

-16.89%

-6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-48.59%

-49.18%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

-55.06%

+5.33%

Current Drawdown

Current decline from peak

-45.62%

-27.40%

-18.22%

Average Drawdown

Average peak-to-trough decline

-19.86%

-17.57%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.94%

8.78%

+7.16%

Volatility

ZBH vs. SNN - Volatility Comparison

Zimmer Biomet Holdings, Inc. (ZBH) has a higher volatility of 7.59% compared to Smith & Nephew plc (SNN) at 6.86%. 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.


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Volatility by Period


ZBHSNNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

6.86%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

23.32%

19.81%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

31.06%

29.61%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.04%

26.88%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.11%

26.74%

+1.37%

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


-4.00B-2.00B0.002.00B4.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-3.74B
3.19B
(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

65.0%70.0%75.0%80.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
80.5%
65.6%
Portfolio components
ZBH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Zimmer Biomet Holdings, Inc. reported a gross profit of -3.01B and revenue of -3.74B. Therefore, the gross margin over that period was 80.5%.

SNN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Smith & Nephew plc reported a gross profit of 2.09B and revenue of 3.19B. Therefore, the gross margin over that period was 65.6%.

ZBH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Zimmer Biomet Holdings, Inc. reported an operating income of 0.00 and revenue of -3.74B, resulting in an operating margin of 0.0%.

SNN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Smith & Nephew plc reported an operating income of 570.45M and revenue of 3.19B, resulting in an operating margin of 17.9%.

ZBH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Zimmer Biomet Holdings, Inc. reported a net income of 0.00 and revenue of -3.74B, resulting in a net margin of 0.0%.

SNN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Smith & Nephew plc reported a net income of 330.82M and revenue of 3.19B, resulting in a net margin of 10.4%.