ZURN.SW vs. IVV
Compare and contrast key facts about Zurich Insurance Group AG (ZURN.SW) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZURN.SW or IVV.
Key characteristics
| ZURN.SW | IVV | |
|---|---|---|
| YTD Return | 26.77% | 26.09% |
| 1Y Return | 28.85% | 33.86% |
| 3Y Return (Ann) | 15.34% | 9.97% |
| 5Y Return (Ann) | 12.12% | 15.60% |
| 10Y Return (Ann) | 12.29% | 13.32% |
| Sharpe Ratio | 2.08 | 2.82 |
| Sortino Ratio | 2.88 | 3.77 |
| Omega Ratio | 1.37 | 1.53 |
| Calmar Ratio | 3.97 | 4.06 |
| Martin Ratio | 12.62 | 18.37 |
| Ulcer Index | 2.22% | 1.86% |
| Daily Std Dev | 13.49% | 12.09% |
| Max Drawdown | -88.78% | -55.25% |
| Current Drawdown | -0.19% | -0.89% |
Correlation
The correlation between ZURN.SW and IVV is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ZURN.SW vs. IVV - Performance Comparison
The year-to-date returns for both stocks are quite close, with ZURN.SW having a 26.77% return and IVV slightly lower at 26.09%. Over the past 10 years, ZURN.SW has underperformed IVV with an annualized return of 12.29%, while IVV has yielded a comparatively higher 13.32% 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. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) and iShares Core S&P 500 ETF (IVV). 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.
Dividends
ZURN.SW vs. IVV - Dividend Comparison
ZURN.SW's dividend yield for the trailing twelve months is around 4.94%, more than IVV's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZURN.SW Zurich Insurance Group AG | 4.94% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 3.81% | 6.06% | 6.58% | 5.45% | 6.58% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
ZURN.SW vs. IVV - Drawdown Comparison
The maximum ZURN.SW drawdown since its inception was -88.78%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and IVV. For additional features, visit the drawdowns tool.
Volatility
ZURN.SW vs. IVV - Volatility Comparison
Zurich Insurance Group AG (ZURN.SW) and iShares Core S&P 500 ETF (IVV) have volatilities of 3.71% and 3.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.