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Zurich Insurance Group AG (MEX:ZURN N) 1-Year Sharpe Ratio : 1.16 (As of Jul. 01, 2025)


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What is Zurich Insurance Group AG 1-Year Sharpe Ratio?

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2025-07-01), Zurich Insurance Group AG's 1-Year Sharpe Ratio is 1.16.


Competitive Comparison of Zurich Insurance Group AG's 1-Year Sharpe Ratio

For the Insurance - Diversified subindustry, Zurich Insurance Group AG's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Zurich Insurance Group AG's 1-Year Sharpe Ratio Distribution in the Insurance Industry

For the Insurance industry and Financial Services sector, Zurich Insurance Group AG's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Zurich Insurance Group AG's 1-Year Sharpe Ratio falls into.


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Zurich Insurance Group AG 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.


Zurich Insurance Group AG  (MEX:ZURN N) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.


Zurich Insurance Group AG 1-Year Sharpe Ratio Related Terms

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Zurich Insurance Group AG Business Description

Address
Mythenquai 2, Corporate Center, Zurich, CHE, 8002
Zurich is a multiline insurer that writes business across both life and nonlife insurance and also owns Farmers Management Services. Zurich was founded in 1872 as a marine reinsurer to provide reinsurance to its parent company. The company subsequently expanded into transport and accident insurance and rode the wave of transport technology innovation that drove rising demand for insurance. One of Zurich's early principles was that setting prices too low would result in unfair claims handling, which would be damaging to both customers and Zurich. Over the years, Zurich has sought to combine customer goodwill through claims and a sufficient premium. Zurich is one of the most successful European multilines.

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