ZURN.SW vs. WMT
ZURN.SW (Zurich Insurance Group AG) and WMT (Walmart Inc.) are both stocks. ZURN.SW operates in Insurance - Diversified (Financial Services), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, ZURN.SW returned 16.03%/yr vs 17.51%/yr for WMT. At a 0.15 correlation, their price movements are largely independent.
Performance
ZURN.SW vs. WMT - Performance Comparison
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Different Trading Currencies
ZURN.SW is traded in CHF, while WMT is traded in USD. To make them comparable, the WMT 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 0.40% return, which is significantly lower than WMT's 9.04% return. Over the past 10 years, ZURN.SW has underperformed WMT with an annualized return of 16.03%, while WMT has yielded a comparatively higher 17.51% annualized return.
ZURN.SW
- 1D
- 1.53%
- 1M
- 1.20%
- YTD
- 0.40%
- 6M
- 2.34%
- 1Y
- 7.66%
- 3Y*
- 16.24%
- 5Y*
- 14.58%
- 10Y*
- 16.03%
WMT
- 1D
- -0.44%
- 1M
- -7.15%
- YTD
- 9.04%
- 6M
- 3.64%
- 1Y
- 26.45%
- 3Y*
- 28.87%
- 5Y*
- 19.75%
- 10Y*
- 17.51%
ZURN.SW vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZURN.SW Zurich Insurance Group AG | 0.40% | 17.58% | 29.76% | 4.89% | 16.11% | 12.78% | 0.06% | 43.68% | 4.39% | 12.59% |
WMT Walmart Inc. | 9.04% | 8.77% | 87.70% | 2.78% | 0.90% | 4.97% | 12.92% | 27.95% | -2.49% | 40.34% |
Correlation
The correlation between ZURN.SW and WMT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2007 | 0.15 |
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Return for Risk
ZURN.SW vs. WMT — Risk / Return Rank
ZURN.SW
WMT
ZURN.SW vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) and Walmart Inc. (WMT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZURN.SW | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.20 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.67 | -1.05 |
| Martin ratioReturn relative to average drawdown | 1.48 | 5.56 | -4.08 |
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Drawdowns
ZURN.SW vs. WMT - Drawdown Comparison
The maximum ZURN.SW drawdown since its inception was -65.97%, which is greater than WMT's maximum drawdown of -47.57%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and WMT.
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Drawdown Indicators
| ZURN.SW | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.97% | -47.57% | -18.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -15.94% | +3.39% |
Max Drawdown (3Y)Largest decline over 3 years | -14.34% | -26.78% | +12.44% |
Max Drawdown (5Y)Largest decline over 5 years | -15.31% | -26.78% | +11.47% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -26.78% | -12.55% |
Current DrawdownCurrent decline from peak | -0.23% | -9.35% | +9.12% |
Average DrawdownAverage peak-to-trough decline | -12.50% | -11.86% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.32% | 4.77% | +0.55% |
Volatility
ZURN.SW vs. WMT - Volatility Comparison
The current volatility for Zurich Insurance Group AG (ZURN.SW) is 4.20%, while Walmart Inc. (WMT) has a volatility of 10.48%. This indicates that ZURN.SW experiences smaller price fluctuations and is considered to be less risky than WMT 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 | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 10.48% | -6.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 19.39% | -5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 24.52% | -7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 23.21% | -6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 23.24% | -3.81% |
Dividends
ZURN.SW vs. WMT - Dividend Comparison
ZURN.SW's dividend yield for the trailing twelve months is around 5.24%, more than WMT's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
ZURN.SW Zurich Insurance Group AG | 5.24% | 4.65% | 4.83% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 5.66% | 5.73% | 6.06% | 6.58% |
Financials
ZURN.SW vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Zurich Insurance Group AG and Walmart Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ZURN.SW and WMT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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