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