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Aegon N.V. (AEG) Sharpe Ratio: 0.64

AEG's Sharpe Ratio of 0.64 indicates that for each unit of volatility, it generates 0.64 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AEG Sharpe Ratio Rank

AEG Sharpe Ratio Rank: 62.963
Above Average

AEG ranks above 62.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

AEG Sharpe Ratio Market Positioning

The chart shows AEG's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.34 or lower
  • Yellow zone (middle 50%): -0.34 to 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 4.83+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares Aegon N.V.'s Sharpe Ratio with other stocks in the Insurance - Diversified industry across multiple time periods, showing how AEG's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
NNGRYNN Group NV ADR2.48
VNRFYVienna Insurance Group AG Wiener Versicherung Gruppe ADR1.73
FGFPPFG Financial Group, Inc.1.53
MPFRYMapfre SA ADR1.46
AGESYageas SA/NV1.38
AVVIYAviva plc1.01
ARZGYAssicurazioni Generali SpA ADR0.95
SZLMYSwiss Life Holding AG ADR0.91
SAXPYSampo OYJ0.85
FIHLFidelis Insurance Holdings Limited0.74
AEGAegon N.V.0.64

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AEG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AEG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore AEG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

AEG Sortino Ratio