ZURN.SW vs. ^SSMI
Compare and contrast key facts about Zurich Insurance Group AG (ZURN.SW) and Swiss Market Index (^SSMI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZURN.SW or ^SSMI.
Key characteristics
| ZURN.SW | ^SSMI | |
|---|---|---|
| YTD Return | 26.77% | 5.80% |
| 1Y Return | 28.85% | 10.04% |
| 3Y Return (Ann) | 15.34% | -1.99% |
| 5Y Return (Ann) | 12.12% | 2.71% |
| 10Y Return (Ann) | 12.29% | 2.82% |
| Sharpe Ratio | 2.08 | 0.89 |
| Sortino Ratio | 2.88 | 1.25 |
| Omega Ratio | 1.37 | 1.16 |
| Calmar Ratio | 3.97 | 0.56 |
| Martin Ratio | 12.62 | 4.34 |
| Ulcer Index | 2.22% | 2.30% |
| Daily Std Dev | 13.49% | 11.20% |
| Max Drawdown | -88.78% | -56.31% |
| Current Drawdown | -0.19% | -9.15% |
Correlation
The correlation between ZURN.SW and ^SSMI is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ZURN.SW vs. ^SSMI - Performance Comparison
In the year-to-date period, ZURN.SW achieves a 26.77% return, which is significantly higher than ^SSMI's 5.80% return. Over the past 10 years, ZURN.SW has outperformed ^SSMI with an annualized return of 12.29%, while ^SSMI has yielded a comparatively lower 2.82% 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. ^SSMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) and Swiss Market Index (^SSMI). 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.
Drawdowns
ZURN.SW vs. ^SSMI - Drawdown Comparison
The maximum ZURN.SW drawdown since its inception was -88.78%, which is greater than ^SSMI's maximum drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and ^SSMI. For additional features, visit the drawdowns tool.
Volatility
ZURN.SW vs. ^SSMI - Volatility Comparison
Zurich Insurance Group AG (ZURN.SW) and Swiss Market Index (^SSMI) have volatilities of 3.71% and 3.89%, 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.