ZURN.SW vs. BTC-USD
ZURN.SW (Zurich Insurance Group AG) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, ZURN.SW returned 15.17%/yr vs 56.69%/yr for BTC-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
ZURN.SW vs. BTC-USD - Performance Comparison
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Different Trading Currencies
ZURN.SW is traded in CHF, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZURN.SW achieves a -3.81% return, which is significantly higher than BTC-USD's -28.11% return. Over the past 10 years, ZURN.SW has underperformed BTC-USD with an annualized return of 15.17%, while BTC-USD has yielded a comparatively higher 56.69% annualized return.
ZURN.SW
- 1D
- 0.48%
- 1M
- 1.48%
- YTD
- -3.81%
- 6M
- 0.60%
- 1Y
- -0.40%
- 3Y*
- 14.33%
- 5Y*
- 13.64%
- 10Y*
- 15.17%
BTC-USD
- 1D
- -1.11%
- 1M
- -19.79%
- YTD
- -28.11%
- 6M
- -31.78%
- 1Y
- -42.58%
- 3Y*
- 27.77%
- 5Y*
- 8.29%
- 10Y*
- 56.69%
ZURN.SW vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZURN.SW Zurich Insurance Group AG | -3.81% | 17.58% | 29.76% | 4.89% | 16.11% | 12.78% | 0.06% | 43.68% | 4.89% | 12.59% |
BTC-USD Bitcoin | -28.11% | -18.10% | 139.43% | 130.71% | -63.59% | 64.10% | 270.45% | 90.80% | -74.41% | 1,351.56% |
Correlation
The correlation between ZURN.SW and BTC-USD is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2012 | 0.06 |
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Return for Risk
ZURN.SW vs. BTC-USD — Risk / Return Rank
ZURN.SW
BTC-USD
ZURN.SW vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) and Bitcoin (BTC-USD). 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.
| ZURN.SW | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.85 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | -0.83 | +0.79 |
| Martin ratioReturn relative to average drawdown | -0.09 | -1.45 | +1.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZURN.SW | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | -0.99 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.15 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.84 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 1.08 | -0.84 |
Drawdowns
ZURN.SW vs. BTC-USD - Drawdown Comparison
The maximum ZURN.SW drawdown since its inception was -88.78%, which is greater than BTC-USD's maximum drawdown of -84.27%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and BTC-USD.
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Drawdown Indicators
| ZURN.SW | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.78% | -84.27% | -4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -51.11% | +38.56% |
Max Drawdown (3Y)Largest decline over 3 years | -14.34% | -51.11% | +36.77% |
Max Drawdown (5Y)Largest decline over 5 years | -15.31% | -75.48% | +60.17% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -83.01% | +43.68% |
Current DrawdownCurrent decline from peak | -4.42% | -49.76% | +45.34% |
Average DrawdownAverage peak-to-trough decline | -36.77% | -41.83% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 34.92% | -29.48% |
Volatility
ZURN.SW vs. BTC-USD - Volatility Comparison
The current volatility for Zurich Insurance Group AG (ZURN.SW) is 6.15%, while Bitcoin (BTC-USD) has a volatility of 11.39%. This indicates that ZURN.SW experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZURN.SW | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 11.39% | -5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 35.05% | -20.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 35.89% | -18.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 45.71% | -28.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.46% | 56.32% | -36.86% |
Frequently Asked Questions
ZURN.SW and BTC-USD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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