ZURN.SW vs. VOO
Compare and contrast key facts about Zurich Insurance Group AG (ZURN.SW) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZURN.SW or VOO.
Key characteristics
| ZURN.SW | VOO | |
|---|---|---|
| YTD Return | 24.46% | 27.15% |
| 1Y Return | 26.65% | 39.90% |
| 3Y Return (Ann) | 14.05% | 10.28% |
| 5Y Return (Ann) | 11.71% | 16.00% |
| 10Y Return (Ann) | 12.23% | 13.43% |
| Sharpe Ratio | 1.97 | 3.15 |
| Sortino Ratio | 2.75 | 4.19 |
| Omega Ratio | 1.35 | 1.59 |
| Calmar Ratio | 3.70 | 4.60 |
| Martin Ratio | 11.80 | 21.00 |
| Ulcer Index | 2.22% | 1.85% |
| Daily Std Dev | 13.27% | 12.34% |
| Max Drawdown | -88.78% | -33.99% |
| Current Drawdown | -2.01% | 0.00% |
Correlation
The correlation between ZURN.SW and VOO is 0.36, 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. VOO - Performance Comparison
In the year-to-date period, ZURN.SW achieves a 24.46% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, ZURN.SW has underperformed VOO with an annualized return of 12.23%, while VOO has yielded a comparatively higher 13.43% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ZURN.SW's dividend yield for the trailing twelve months is around 5.03%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZURN.SW Zurich Insurance Group AG | 5.03% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 3.81% | 6.06% | 6.58% | 5.45% | 6.58% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ZURN.SW vs. VOO - Drawdown Comparison
The maximum ZURN.SW drawdown since its inception was -88.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and VOO. For additional features, visit the drawdowns tool.
Volatility
ZURN.SW vs. VOO - Volatility Comparison
The current volatility for Zurich Insurance Group AG (ZURN.SW) is 3.28%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that ZURN.SW experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.