ZURN.SW vs. ETH-USD
ZURN.SW (Zurich Insurance Group AG) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, ZURN.SW returned 15.17%/yr vs 58.31%/yr for ETH-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
ZURN.SW vs. ETH-USD - Performance Comparison
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Different Trading Currencies
ZURN.SW is traded in CHF, while ETH-USD is traded in USD. To make them comparable, the ETH-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 ETH-USD's -43.65% return. Over the past 10 years, ZURN.SW has underperformed ETH-USD with an annualized return of 15.17%, while ETH-USD has yielded a comparatively higher 58.31% 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%
ETH-USD
- 1D
- -1.53%
- 1M
- -25.90%
- YTD
- -43.65%
- 6M
- -47.40%
- 1Y
- -35.69%
- 3Y*
- -7.25%
- 5Y*
- -10.73%
- 10Y*
- 58.31%
ZURN.SW vs. ETH-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% |
ETH-USD Ethereum | -43.65% | -22.16% | 56.25% | 74.59% | -66.93% | 412.98% | 425.49% | -3.20% | -82.40% | 8,634.44% |
Correlation
The correlation between ZURN.SW and ETH-USD is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.04 |
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Return for Risk
ZURN.SW vs. ETH-USD — Risk / Return Rank
ZURN.SW
ETH-USD
ZURN.SW vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) and Ethereum (ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.95 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | -0.53 | +0.49 |
| Martin ratioReturn relative to average drawdown | -0.09 | -0.91 | +0.82 |
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 | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | -0.52 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | -0.15 | +0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.61 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.71 | -0.46 |
Drawdowns
ZURN.SW vs. ETH-USD - Drawdown Comparison
The maximum ZURN.SW drawdown since its inception was -88.78%, smaller than the maximum ETH-USD drawdown of -93.46%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and ETH-USD.
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Drawdown Indicators
| ZURN.SW | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.78% | -93.46% | +4.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -67.46% | +54.91% |
Max Drawdown (3Y)Largest decline over 3 years | -14.34% | -67.46% | +53.12% |
Max Drawdown (5Y)Largest decline over 5 years | -15.31% | -77.04% | +61.73% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -93.46% | +54.13% |
Current DrawdownCurrent decline from peak | -4.42% | -69.80% | +65.38% |
Average DrawdownAverage peak-to-trough decline | -36.77% | -51.24% | +14.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 44.94% | -39.50% |
Volatility
ZURN.SW vs. ETH-USD - Volatility Comparison
The current volatility for Zurich Insurance Group AG (ZURN.SW) is 6.15%, while Ethereum (ETH-USD) has a volatility of 16.34%. This indicates that ZURN.SW experiences smaller price fluctuations and is considered to be less risky than ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 16.34% | -10.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 47.85% | -33.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 56.63% | -39.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 60.35% | -43.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.46% | 78.98% | -59.52% |
Frequently Asked Questions
ZURN.SW and ETH-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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