PortfoliosLab logo

Allianz SE

ALV.DE
Equity · Currency in EUR
Sector
Financial Services
Industry
Insurance—Diversified
ISIN
DE0008404005

ALV.DEPrice Chart


Chart placeholderClick Calculate to get results
S&P 500

ALV.DEPerformance

The chart shows the growth of €10,000 invested in Allianz SE on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €37,739 for a total return of roughly 277.39%. All prices are adjusted for splits and dividends.


ALV.DE (Allianz SE)
Benchmark (S&P 500)

ALV.DEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-3.99%
6M-7.74%
YTD-0.64%
1Y9.69%
5Y13.09%
10Y16.90%

ALV.DEMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

ALV.DESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Allianz SE Sharpe ratio is 0.76. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


ALV.DE (Allianz SE)
Benchmark (S&P 500)

ALV.DEDividends

Allianz SE granted a 5.03% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to €9.60 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend€9.60€9.60€9.00€8.00€7.60€7.30€6.85€5.30€4.50€4.50€4.50€4.10

Dividend yield

5.03%4.78%4.12%4.57%3.97%4.65%4.19%3.86%3.45%4.29%6.09%4.61%

ALV.DEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


ALV.DE (Allianz SE)
Benchmark (S&P 500)

ALV.DEWorst Drawdowns

The table below shows the maximum drawdowns of the Allianz SE. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Allianz SE is 48.71%, recorded on Mar 18, 2020. It took 261 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.71%Feb 18, 202022Mar 18, 2020261Mar 30, 2021283
-44.42%Feb 21, 2011144Sep 12, 2011308Nov 23, 2012452
-25.41%Nov 26, 2015154Jul 6, 2016128Jan 4, 2017282
-17.55%Apr 13, 201594Aug 24, 201565Nov 23, 2015159
-15.55%Apr 8, 201022May 7, 201061Aug 2, 201083
-14.84%Sep 22, 201418Oct 16, 201436Dec 5, 201454
-14.44%Jun 18, 202134Aug 4, 2021
-13.38%May 31, 201316Jun 21, 201382Oct 16, 201398
-13.28%Jan 7, 201022Feb 5, 201028Mar 17, 201050
-12.99%Jan 24, 2018106Jun 25, 201868Sep 27, 2018174

ALV.DEVolatility Chart

Current Allianz SE volatility is 9.44%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


ALV.DE (Allianz SE)
Benchmark (S&P 500)

Portfolios with Allianz SE


Loading data...

More Tools for Allianz SE