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^DVG vs. ZBH
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DVG and ZBH is 0.54, 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.


-0.50.00.51.00.5

Performance

^DVG vs. ZBH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ US Dividend Achievers Select Index (^DVG) and Zimmer Biomet Holdings, Inc. (ZBH). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.20%
-0.40%
^DVG
ZBH

Key characteristics

Sharpe Ratio

^DVG:

1.57

ZBH:

-0.44

Sortino Ratio

^DVG:

2.21

ZBH:

-0.48

Omega Ratio

^DVG:

1.29

ZBH:

0.94

Calmar Ratio

^DVG:

3.09

ZBH:

-0.24

Martin Ratio

^DVG:

8.44

ZBH:

-0.64

Ulcer Index

^DVG:

1.96%

ZBH:

15.01%

Daily Std Dev

^DVG:

10.45%

ZBH:

21.72%

Max Drawdown

^DVG:

-48.54%

ZBH:

-65.03%

Current Drawdown

^DVG:

-2.32%

ZBH:

-34.87%

Returns By Period

In the year-to-date period, ^DVG achieves a 1.68% return, which is significantly lower than ZBH's 3.72% return. Over the past 10 years, ^DVG has outperformed ZBH with an annualized return of 9.68%, while ZBH has yielded a comparatively lower 0.54% annualized return.


^DVG

YTD

1.68%

1M

2.11%

6M

7.20%

1Y

17.22%

5Y*

9.43%

10Y*

9.68%

ZBH

YTD

3.72%

1M

3.73%

6M

-0.41%

1Y

-10.76%

5Y*

-4.71%

10Y*

0.54%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^DVG vs. ZBH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DVG
The Risk-Adjusted Performance Rank of ^DVG is 7474
Overall Rank
The Sharpe Ratio Rank of ^DVG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DVG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ^DVG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ^DVG is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^DVG is 7777
Martin Ratio Rank

ZBH
The Risk-Adjusted Performance Rank of ZBH is 2525
Overall Rank
The Sharpe Ratio Rank of ZBH is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ZBH is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ZBH is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ZBH is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ZBH is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DVG vs. ZBH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) and Zimmer Biomet Holdings, Inc. (ZBH). 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.


Sharpe ratio
The chart of Sharpe ratio for ^DVG, currently valued at 1.57, compared to the broader market-0.500.000.501.001.502.002.501.57-0.43
The chart of Sortino ratio for ^DVG, currently valued at 2.21, compared to the broader market-1.000.001.002.003.002.21-0.46
The chart of Omega ratio for ^DVG, currently valued at 1.29, compared to the broader market1.001.201.401.290.94
The chart of Calmar ratio for ^DVG, currently valued at 3.09, compared to the broader market0.001.002.003.003.09-0.23
The chart of Martin ratio for ^DVG, currently valued at 8.44, compared to the broader market0.005.0010.0015.0020.008.44-0.60
^DVG
ZBH

The current ^DVG Sharpe Ratio is 1.57, which is higher than the ZBH Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of ^DVG and ZBH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.57
-0.43
^DVG
ZBH

Drawdowns

^DVG vs. ZBH - Drawdown Comparison

The maximum ^DVG drawdown since its inception was -48.54%, smaller than the maximum ZBH drawdown of -65.03%. Use the drawdown chart below to compare losses from any high point for ^DVG and ZBH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.32%
-34.87%
^DVG
ZBH

Volatility

^DVG vs. ZBH - Volatility Comparison

The current volatility for NASDAQ US Dividend Achievers Select Index (^DVG) is 4.26%, while Zimmer Biomet Holdings, Inc. (ZBH) has a volatility of 5.73%. This indicates that ^DVG experiences smaller price fluctuations and is considered to be less risky than ZBH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.26%
5.73%
^DVG
ZBH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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