1ALV.MI vs. VOO
Compare and contrast key facts about Allianz SE (1ALV.MI) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
1ALV.MI vs. VOO - Performance Comparison
Loading graphics...
1ALV.MI vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
1ALV.MI Allianz SE | -6.25% | 41.28% | 27.38% | 24.91% | 3.79% | 7.10% | -2.95% | 28.88% | -3.66% | 28.60% |
VOO Vanguard S&P 500 ETF | -2.17% | 3.84% | 33.23% | 22.54% | -13.10% | 38.43% | 8.57% | 34.33% | -0.02% | 6.81% |
Different Trading Currencies
1ALV.MI is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 1ALV.MI achieves a -6.25% return, which is significantly lower than VOO's -2.90% return. Over the past 10 years, 1ALV.MI has outperformed VOO with an annualized return of 15.57%, while VOO has yielded a comparatively lower 13.88% annualized return.
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%
VOO
- 1D
- 0.00%
- 1M
- -4.00%
- YTD
- -2.90%
- 6M
- -0.75%
- 1Y
- 9.44%
- 3Y*
- 15.76%
- 5Y*
- 12.16%
- 10Y*
- 13.88%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
1ALV.MI vs. VOO — Risk / Return Rank
1ALV.MI
VOO
1ALV.MI vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE (1ALV.MI) and Vanguard S&P 500 ETF (VOO). 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.MI | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.46 | -0.14 |
Sortino ratioReturn per unit of downside risk | 0.57 | 0.77 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.12 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 0.70 | -0.08 |
Martin ratioReturn relative to average drawdown | 1.42 | 2.97 | -1.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| 1ALV.MI | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.46 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.73 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.75 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.84 | -0.52 |
Correlation
The correlation between 1ALV.MI and VOO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
1ALV.MI vs. VOO - Dividend Comparison
1ALV.MI's dividend yield for the trailing twelve months is around 4.19%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
1ALV.MI vs. VOO - Drawdown Comparison
The maximum 1ALV.MI drawdown since its inception was -73.11%, which is greater than VOO's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for 1ALV.MI and VOO.
Loading graphics...
Drawdown Indicators
| 1ALV.MI | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.11% | -33.99% | -39.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -11.98% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -24.52% | -3.06% |
Max Drawdown (10Y)Largest decline over 10 years | -48.02% | -33.99% | -14.03% |
Current DrawdownCurrent decline from peak | -6.25% | -5.55% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -16.96% | -3.72% | -13.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 2.55% | +2.60% |
Volatility
1ALV.MI vs. VOO - Volatility Comparison
Allianz SE (1ALV.MI) has a higher volatility of 6.71% compared to Vanguard S&P 500 ETF (VOO) at 4.29%. This indicates that 1ALV.MI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| 1ALV.MI | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 4.29% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 9.82% | +5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 20.47% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 16.71% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.13% | 18.57% | +4.56% |