ZURVY vs. SLHN.SW
Compare and contrast key facts about Zurich Insurance Group Ltd (ZURVY) and Swiss Life Holding AG (SLHN.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZURVY or SLHN.SW.
Key characteristics
| ZURVY | SLHN.SW | |
|---|---|---|
| YTD Return | 19.23% | 29.50% |
| 1Y Return | 28.40% | 33.05% |
| 3Y Return (Ann) | 16.85% | 17.27% |
| 5Y Return (Ann) | 14.51% | 13.23% |
| 10Y Return (Ann) | 13.33% | 17.22% |
| Sharpe Ratio | 2.04 | 2.20 |
| Sortino Ratio | 2.90 | 2.72 |
| Omega Ratio | 1.35 | 1.40 |
| Calmar Ratio | 3.37 | 3.84 |
| Martin Ratio | 9.46 | 11.82 |
| Ulcer Index | 2.89% | 2.82% |
| Daily Std Dev | 13.40% | 15.11% |
| Max Drawdown | -80.60% | -96.04% |
| Current Drawdown | -3.86% | -1.43% |
Fundamentals
| ZURVY | SLHN.SW | |
|---|---|---|
| Market Cap | $86.09B | CHF 19.74B |
| EPS | $1.68 | CHF 37.51 |
| PE Ratio | 17.64 | 18.97 |
| PEG Ratio | 1.12 | 4.37 |
Correlation
The correlation between ZURVY and SLHN.SW is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ZURVY vs. SLHN.SW - Performance Comparison
In the year-to-date period, ZURVY achieves a 19.23% return, which is significantly lower than SLHN.SW's 29.50% return. Over the past 10 years, ZURVY has underperformed SLHN.SW with an annualized return of 13.33%, while SLHN.SW has yielded a comparatively higher 17.22% 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
ZURVY vs. SLHN.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group Ltd (ZURVY) and Swiss Life Holding AG (SLHN.SW). 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
ZURVY vs. SLHN.SW - Dividend Comparison
ZURVY's dividend yield for the trailing twelve months is around 5.00%, more than SLHN.SW's 4.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZURVY Zurich Insurance Group Ltd | 5.00% | 4.98% | 4.98% | 4.90% | 4.83% | 4.61% | 6.36% | 5.59% | 6.21% | 6.97% | 6.23% | 6.11% |
SLHN.SW Swiss Life Holding AG | 4.59% | 5.14% | 5.24% | 3.76% | 4.85% | 0.51% | 3.57% | 3.19% | 2.95% | 2.40% | 2.33% | 2.43% |
Drawdowns
ZURVY vs. SLHN.SW - Drawdown Comparison
The maximum ZURVY drawdown since its inception was -80.60%, smaller than the maximum SLHN.SW drawdown of -96.04%. Use the drawdown chart below to compare losses from any high point for ZURVY and SLHN.SW. For additional features, visit the drawdowns tool.
Volatility
ZURVY vs. SLHN.SW - Volatility Comparison
The current volatility for Zurich Insurance Group Ltd (ZURVY) is 3.37%, while Swiss Life Holding AG (SLHN.SW) has a volatility of 3.82%. This indicates that ZURVY experiences smaller price fluctuations and is considered to be less risky than SLHN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ZURVY vs. SLHN.SW - Financials Comparison
This section allows you to compare key financial metrics between Zurich Insurance Group Ltd and Swiss Life Holding AG. 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