ZURN.SW vs. ^SSMI
Compare and contrast key facts about Zurich Insurance Group AG (ZURN.SW) and Swiss Market Index (^SSMI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZURN.SW or ^SSMI.
Key characteristics
| ZURN.SW | ^SSMI | |
|---|---|---|
| YTD Return | 24.02% | 5.16% |
| 1Y Return | 25.51% | 10.59% |
| 3Y Return (Ann) | 14.56% | -2.19% |
| 5Y Return (Ann) | 11.87% | 2.74% |
| 10Y Return (Ann) | 12.07% | 2.78% |
| Sharpe Ratio | 1.97 | 0.97 |
| Sortino Ratio | 2.74 | 1.36 |
| Omega Ratio | 1.35 | 1.18 |
| Calmar Ratio | 3.74 | 0.60 |
| Martin Ratio | 11.92 | 4.89 |
| Ulcer Index | 2.22% | 2.24% |
| Daily Std Dev | 13.43% | 11.25% |
| Max Drawdown | -88.78% | -56.31% |
| Current Drawdown | -2.35% | -9.70% |
Correlation
The correlation between ZURN.SW and ^SSMI is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ZURN.SW vs. ^SSMI - Performance Comparison
In the year-to-date period, ZURN.SW achieves a 24.02% return, which is significantly higher than ^SSMI's 5.16% return. Over the past 10 years, ZURN.SW has outperformed ^SSMI with an annualized return of 12.07%, while ^SSMI has yielded a comparatively lower 2.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ZURN.SW vs. ^SSMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) and Swiss Market Index (^SSMI). 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
ZURN.SW vs. ^SSMI - Drawdown Comparison
The maximum ZURN.SW drawdown since its inception was -88.78%, which is greater than ^SSMI's maximum drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and ^SSMI. For additional features, visit the drawdowns tool.
Volatility
ZURN.SW vs. ^SSMI - Volatility Comparison
The current volatility for Zurich Insurance Group AG (ZURN.SW) is 3.58%, while Swiss Market Index (^SSMI) has a volatility of 3.86%. This indicates that ZURN.SW experiences smaller price fluctuations and is considered to be less risky than ^SSMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.