ZURN.SW vs. VOOG
Compare and contrast key facts about Zurich Insurance Group AG (ZURN.SW) and Vanguard S&P 500 Growth ETF (VOOG).
VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth 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 VOOG.
Key characteristics
ZURN.SW | VOOG | |
---|---|---|
YTD Return | 26.14% | 35.02% |
1Y Return | 28.66% | 43.89% |
3Y Return (Ann) | 15.23% | 8.08% |
5Y Return (Ann) | 12.26% | 18.07% |
10Y Return (Ann) | 12.27% | 15.23% |
Sharpe Ratio | 2.13 | 2.72 |
Sortino Ratio | 2.95 | 3.46 |
Omega Ratio | 1.38 | 1.50 |
Calmar Ratio | 4.01 | 3.05 |
Martin Ratio | 12.78 | 14.43 |
Ulcer Index | 2.22% | 3.21% |
Daily Std Dev | 13.34% | 16.98% |
Max Drawdown | -88.78% | -32.73% |
Current Drawdown | -0.68% | -0.18% |
Correlation
The correlation between ZURN.SW and VOOG is 0.31, 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. VOOG - Performance Comparison
In the year-to-date period, ZURN.SW achieves a 26.14% return, which is significantly lower than VOOG's 35.02% return. Over the past 10 years, ZURN.SW has underperformed VOOG with an annualized return of 12.27%, while VOOG has yielded a comparatively higher 15.23% 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. VOOG - 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 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
ZURN.SW's dividend yield for the trailing twelve months is around 4.96%, more than VOOG's 0.59% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Zurich Insurance Group AG | 4.96% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 3.81% | 6.06% | 6.58% | 5.45% | 6.58% |
Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
ZURN.SW vs. VOOG - Drawdown Comparison
The maximum ZURN.SW drawdown since its inception was -88.78%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and VOOG. For additional features, visit the drawdowns tool.
Volatility
ZURN.SW vs. VOOG - Volatility Comparison
The current volatility for Zurich Insurance Group AG (ZURN.SW) is 3.14%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.26%. This indicates that ZURN.SW experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.