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1ALV.MI vs. ALV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

1ALV.MI vs. ALV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Allianz SE (1ALV.MI) and Allianz SE (ALV.DE). The values are adjusted to include any dividend payments, if applicable.

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1ALV.MI vs. ALV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1ALV.MI
Allianz SE
-6.25%41.28%27.38%24.91%3.79%7.10%-2.95%28.88%-3.66%28.60%
ALV.DE
Allianz SE
-5.84%37.66%28.79%26.98%1.90%8.15%-2.29%30.31%-4.70%27.47%

Returns By Period

In the year-to-date period, 1ALV.MI achieves a -6.25% return, which is significantly lower than ALV.DE's -5.84% return. Both investments have delivered pretty close results over the past 10 years, with 1ALV.MI having a 15.57% annualized return and ALV.DE not far ahead at 15.58%.


1ALV.MI

1D
2.65%
1M
-0.86%
YTD
-6.25%
6M
0.80%
1Y
7.31%
3Y*
26.03%
5Y*
16.65%
10Y*
15.57%

ALV.DE

1D
2.34%
1M
-0.73%
YTD
-5.84%
6M
1.21%
1Y
7.44%
3Y*
26.02%
5Y*
16.64%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

1ALV.MI vs. ALV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

1ALV.MI
1ALV.MI Risk / Return Rank: 5050
Overall Rank
1ALV.MI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
1ALV.MI Sortino Ratio Rank: 4343
Sortino Ratio Rank
1ALV.MI Omega Ratio Rank: 4444
Omega Ratio Rank
1ALV.MI Calmar Ratio Rank: 5555
Calmar Ratio Rank
1ALV.MI Martin Ratio Rank: 5656
Martin Ratio Rank

ALV.DE
ALV.DE Risk / Return Rank: 5050
Overall Rank
ALV.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ALV.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
ALV.DE Omega Ratio Rank: 4444
Omega Ratio Rank
ALV.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
ALV.DE Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

1ALV.MI vs. ALV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allianz SE (1ALV.MI) and Allianz SE (ALV.DE). 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.


1ALV.MIALV.DEDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.35

-0.02

Sortino ratio

Return per unit of downside risk

0.57

0.60

-0.03

Omega ratio

Gain probability vs. loss probability

1.08

1.08

0.00

Calmar ratio

Return relative to maximum drawdown

0.62

0.60

+0.02

Martin ratio

Return relative to average drawdown

1.42

1.39

+0.03

1ALV.MI vs. ALV.DE - Sharpe Ratio Comparison

The current 1ALV.MI Sharpe Ratio is 0.33, which is comparable to the ALV.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of 1ALV.MI and ALV.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


1ALV.MIALV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.35

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.84

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.69

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.22

+0.10

Correlation

The correlation between 1ALV.MI and ALV.DE is 0.91, 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.


Dividends

1ALV.MI vs. ALV.DE - Dividend Comparison

1ALV.MI's dividend yield for the trailing twelve months is around 4.19%, which matches ALV.DE's 4.19% yield.


TTM20252024202320222021202020192018201720162015
1ALV.MI
Allianz SE
4.19%3.93%4.77%4.76%5.35%4.69%4.80%4.11%4.51%3.96%4.68%4.18%
ALV.DE
Allianz SE
4.19%3.94%4.66%4.71%5.38%4.62%4.78%4.12%4.57%3.97%4.65%4.19%

Drawdowns

1ALV.MI vs. ALV.DE - Drawdown Comparison

The maximum 1ALV.MI drawdown since its inception was -73.11%, smaller than the maximum ALV.DE drawdown of -89.53%. Use the drawdown chart below to compare losses from any high point for 1ALV.MI and ALV.DE.


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Drawdown Indicators


1ALV.MIALV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.11%

-89.53%

+16.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-12.35%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-27.52%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-48.02%

-48.71%

+0.69%

Current Drawdown

Current decline from peak

-6.25%

-6.37%

+0.12%

Average Drawdown

Average peak-to-trough decline

-16.96%

-35.26%

+18.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

5.29%

-0.14%

Volatility

1ALV.MI vs. ALV.DE - Volatility Comparison

Allianz SE (1ALV.MI) has a higher volatility of 6.71% compared to Allianz SE (ALV.DE) at 6.23%. This indicates that 1ALV.MI's price experiences larger fluctuations and is considered to be riskier than ALV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1ALV.MIALV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

6.23%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

13.71%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

22.42%

21.18%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

19.50%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.13%

22.56%

+0.57%

Financials

1ALV.MI vs. ALV.DE - Financials Comparison

This section allows you to compare key financial metrics between Allianz SE and Allianz SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items