^SSMI vs. UBSG.SW
Compare and contrast key facts about Swiss Market Index (^SSMI) and UBS Group AG (UBSG.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SSMI or UBSG.SW.
Key characteristics
| ^SSMI | UBSG.SW | |
|---|---|---|
| YTD Return | 5.80% | 9.75% |
| 1Y Return | 10.04% | 26.80% |
| 3Y Return (Ann) | -1.99% | 20.75% |
| 5Y Return (Ann) | 2.71% | 20.81% |
| 10Y Return (Ann) | 2.82% | 8.60% |
| Sharpe Ratio | 0.89 | 1.14 |
| Sortino Ratio | 1.25 | 1.62 |
| Omega Ratio | 1.16 | 1.23 |
| Calmar Ratio | 0.56 | 0.53 |
| Martin Ratio | 4.34 | 4.64 |
| Ulcer Index | 2.30% | 6.39% |
| Daily Std Dev | 11.20% | 26.05% |
| Max Drawdown | -56.31% | -87.95% |
| Current Drawdown | -9.15% | -44.50% |
Correlation
The correlation between ^SSMI and UBSG.SW is 0.71, 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
^SSMI vs. UBSG.SW - Performance Comparison
In the year-to-date period, ^SSMI achieves a 5.80% return, which is significantly lower than UBSG.SW's 9.75% return. Over the past 10 years, ^SSMI has underperformed UBSG.SW with an annualized return of 2.82%, while UBSG.SW has yielded a comparatively higher 8.60% 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
^SSMI vs. UBSG.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Market Index (^SSMI) and UBS Group AG (UBSG.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.
Drawdowns
^SSMI vs. UBSG.SW - Drawdown Comparison
The maximum ^SSMI drawdown since its inception was -56.31%, smaller than the maximum UBSG.SW drawdown of -87.95%. Use the drawdown chart below to compare losses from any high point for ^SSMI and UBSG.SW. For additional features, visit the drawdowns tool.
Volatility
^SSMI vs. UBSG.SW - Volatility Comparison
The current volatility for Swiss Market Index (^SSMI) is 3.89%, while UBS Group AG (UBSG.SW) has a volatility of 8.17%. This indicates that ^SSMI experiences smaller price fluctuations and is considered to be less risky than UBSG.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.