0QMG.L vs. ALIZY
0QMG.L (Swiss Life Holding AG) and ALIZY (Allianz SE ADR) are both stocks. Both are in the Financial Services sector — 0QMG.L in Insurance - Property & Casualty, ALIZY in Insurance - Diversified. Over the past 5 years, 0QMG.L returned 17.81%/yr vs 12.81%/yr for ALIZY. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
0QMG.L vs. ALIZY - Performance Comparison
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Different Trading Currencies
0QMG.L is traded in CHF, while ALIZY is traded in USD. To make them comparable, the ALIZY values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, 0QMG.L achieves a -5.31% return, which is significantly lower than ALIZY's -1.90% return.
0QMG.L
- 1D
- -0.11%
- 1M
- -5.10%
- YTD
- -5.31%
- 6M
- -0.98%
- 1Y
- 5.10%
- 3Y*
- 21.39%
- 5Y*
- 17.81%
- 10Y*
- 17.25%
ALIZY
- 1D
- 0.60%
- 1M
- -0.73%
- YTD
- -1.90%
- 6M
- 4.29%
- 1Y
- 8.15%
- 3Y*
- 24.34%
- 5Y*
- 12.81%
- 10Y*
- —
0QMG.L vs. ALIZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
0QMG.L Swiss Life Holding AG | -5.31% | 36.82% | 25.96% | 28.52% | -11.09% | 42.32% | -9.85% |
ALIZY Allianz SE ADR | -1.90% | 37.14% | 30.11% | 19.46% | -3.03% | 3.04% | -3.02% |
Correlation
The correlation between 0QMG.L and ALIZY is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2020 | 0.50 |
The correlation between 0QMG.L and ALIZY has been stable across timeframes, ranging from 0.44 to 0.50 - a consistent structural relationship.
Fundamentals
0QMG.L:
CHF 23.19B
ALIZY:
$164.53B
0QMG.L:
CHF 77.02
ALIZY:
$3.16
0QMG.L:
10.80
ALIZY:
13.64
0QMG.L:
2.86
ALIZY:
0.94
0QMG.L:
0.64
ALIZY:
1.16
0QMG.L:
3.28
ALIZY:
2.50
0QMG.L:
CHF 36.51B
ALIZY:
$141.95B
0QMG.L:
CHF 36.51B
ALIZY:
$116.91B
0QMG.L:
CHF 3.11B
ALIZY:
$1.56B
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Return for Risk
0QMG.L vs. ALIZY — Risk / Return Rank
0QMG.L
ALIZY
0QMG.L vs. ALIZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG (0QMG.L) and Allianz SE ADR (ALIZY). 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.
| 0QMG.L | ALIZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.09 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 0.59 | -0.20 |
| Martin ratioReturn relative to average drawdown | 0.94 | 1.41 | -0.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 0QMG.L | ALIZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.43 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.60 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.43 | +0.45 |
Drawdowns
0QMG.L vs. ALIZY - Drawdown Comparison
The maximum 0QMG.L drawdown since its inception was -49.94%, roughly equal to the maximum ALIZY drawdown of -49.84%. Use the drawdown chart below to compare losses from any high point for 0QMG.L and ALIZY.
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Drawdown Indicators
| 0QMG.L | ALIZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.94% | -49.84% | -0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -13.91% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -13.84% | -14.24% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -28.67% | -34.28% | +5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -49.94% | — | — |
Current DrawdownCurrent decline from peak | -8.11% | -4.00% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -8.96% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 5.78% | -0.09% |
Volatility
0QMG.L vs. ALIZY - Volatility Comparison
Swiss Life Holding AG (0QMG.L) and Allianz SE ADR (ALIZY) have volatilities of 5.59% and 5.78%, 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.
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Volatility by Period
| 0QMG.L | ALIZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 5.78% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.74% | 14.15% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 19.26% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 21.34% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.19% | 27.31% | -4.12% |
Dividends
0QMG.L vs. ALIZY - Dividend Comparison
0QMG.L's dividend yield for the trailing twelve months is around 4.39%, less than ALIZY's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0QMG.L Swiss Life Holding AG | 4.39% | 3.82% | 4.72% | 5.14% | 5.22% | 3.73% | 4.83% | 0.51% | 3.57% | 3.19% | 2.95% | 2.70% |
ALIZY Allianz SE ADR | 4.54% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
0QMG.L vs. ALIZY - Financials Comparison
This section allows you to compare key financial metrics between Swiss Life Holding AG and Allianz SE ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
0QMG.L vs. ALIZY - Profitability Comparison
0QMG.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG reported a gross profit of 22.72B and revenue of 22.72B. Therefore, the gross margin over that period was 100.0%.
ALIZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a gross profit of 24.81B and revenue of 31.07B. Therefore, the gross margin over that period was 79.9%.
0QMG.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG reported an operating income of 0.00 and revenue of 22.72B, resulting in an operating margin of 0.0%.
ALIZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported an operating income of 5.12B and revenue of 31.07B, resulting in an operating margin of 16.5%.
0QMG.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG reported a net income of 654.00M and revenue of 22.72B, resulting in a net margin of 2.9%.
ALIZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a net income of 3.69B and revenue of 31.07B, resulting in a net margin of 11.9%.
Frequently Asked Questions
0QMG.L and ALIZY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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