ZBH vs. ^DVG
Compare and contrast key facts about Zimmer Biomet Holdings, Inc. (ZBH) and NASDAQ US Dividend Achievers Select Index (^DVG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZBH or ^DVG.
Performance
ZBH vs. ^DVG - Performance Comparison
Returns By Period
In the year-to-date period, ZBH achieves a -6.54% return, which is significantly lower than ^DVG's 18.23% return. Over the past 10 years, ZBH has underperformed ^DVG with an annualized return of 1.34%, while ^DVG has yielded a comparatively higher 9.53% annualized return.
ZBH
-6.54%
6.31%
-4.64%
2.05%
-3.23%
1.34%
^DVG
18.23%
-0.85%
9.52%
24.44%
10.71%
9.53%
Key characteristics
| ZBH | ^DVG | |
|---|---|---|
| Sharpe Ratio | 0.10 | 2.35 |
| Sortino Ratio | 0.28 | 3.33 |
| Omega Ratio | 1.04 | 1.44 |
| Calmar Ratio | 0.05 | 4.41 |
| Martin Ratio | 0.17 | 14.40 |
| Ulcer Index | 13.06% | 1.63% |
| Daily Std Dev | 21.03% | 9.90% |
| Max Drawdown | -65.03% | -48.54% |
| Current Drawdown | -32.97% | -1.74% |
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Correlation
The correlation between ZBH and ^DVG is 0.54, 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.
Risk-Adjusted Performance
ZBH vs. ^DVG - Risk-Adjusted Performance 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.
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 -48.54%. Use the drawdown chart below to compare losses from any high point for ZBH and ^DVG. For additional features, visit the drawdowns tool.
Volatility
ZBH vs. ^DVG - Volatility Comparison
Zimmer Biomet Holdings, Inc. (ZBH) has a higher volatility of 8.04% compared to NASDAQ US Dividend Achievers Select Index (^DVG) at 3.68%. This indicates that ZBH's price experiences larger fluctuations and is considered to be riskier than ^DVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.