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ABEC.DE vs. AJG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABEC.DE and AJG is 0.19, 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.


-0.50.00.51.00.2

Performance

ABEC.DE vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc (ABEC.DE) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.63%
11.23%
ABEC.DE
AJG

Key characteristics

Sharpe Ratio

ABEC.DE:

1.66

AJG:

0.99

Sortino Ratio

ABEC.DE:

2.27

AJG:

1.34

Omega Ratio

ABEC.DE:

1.32

AJG:

1.19

Calmar Ratio

ABEC.DE:

1.98

AJG:

1.47

Martin Ratio

ABEC.DE:

4.91

AJG:

4.26

Ulcer Index

ABEC.DE:

9.36%

AJG:

4.41%

Daily Std Dev

ABEC.DE:

27.74%

AJG:

18.97%

Max Drawdown

ABEC.DE:

-38.74%

AJG:

-57.96%

Current Drawdown

ABEC.DE:

-1.21%

AJG:

-9.79%

Fundamentals

Market Cap

ABEC.DE:

€2.02T

AJG:

$67.43B

EPS

ABEC.DE:

€7.18

AJG:

$5.19

PE Ratio

ABEC.DE:

23.19

AJG:

58.49

PEG Ratio

ABEC.DE:

1.09

AJG:

1.09

Total Revenue (TTM)

ABEC.DE:

€339.86B

AJG:

$11.20B

Gross Profit (TTM)

ABEC.DE:

€196.59B

AJG:

$8.86B

EBITDA (TTM)

ABEC.DE:

€124.94B

AJG:

$2.96B

Returns By Period

In the year-to-date period, ABEC.DE achieves a 37.31% return, which is significantly higher than AJG's 27.29% return. Over the past 10 years, ABEC.DE has outperformed AJG with an annualized return of 23.55%, while AJG has yielded a comparatively lower 22.12% annualized return.


ABEC.DE

YTD

37.31%

1M

3.95%

6M

6.73%

1Y

40.95%

5Y (annualized)

23.42%

10Y (annualized)

23.55%

AJG

YTD

27.29%

1M

-3.55%

6M

11.23%

1Y

16.84%

5Y (annualized)

26.19%

10Y (annualized)

22.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ABEC.DE vs. AJG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (ABEC.DE) and Arthur J. Gallagher & Co. (AJG). 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.


Sharpe ratio
The chart of Sharpe ratio for ABEC.DE, currently valued at 1.25, compared to the broader market-4.00-2.000.002.001.251.62
The chart of Sortino ratio for ABEC.DE, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.802.17
The chart of Omega ratio for ABEC.DE, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.28
The chart of Calmar ratio for ABEC.DE, currently valued at 1.55, compared to the broader market0.002.004.006.001.552.15
The chart of Martin ratio for ABEC.DE, currently valued at 3.80, compared to the broader market-10.000.0010.0020.0030.003.808.25
ABEC.DE
AJG

The current ABEC.DE Sharpe Ratio is 1.66, which is higher than the AJG Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ABEC.DE and AJG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.25
1.62
ABEC.DE
AJG

Dividends

ABEC.DE vs. AJG - Dividend Comparison

ABEC.DE's dividend yield for the trailing twelve months is around 0.32%, less than AJG's 0.85% yield.


TTM20232022202120202019201820172016201520142013
ABEC.DE
Alphabet Inc
0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AJG
Arthur J. Gallagher & Co.
0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%2.98%

Drawdowns

ABEC.DE vs. AJG - Drawdown Comparison

The maximum ABEC.DE drawdown since its inception was -38.74%, smaller than the maximum AJG drawdown of -57.96%. Use the drawdown chart below to compare losses from any high point for ABEC.DE and AJG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.93%
-9.79%
ABEC.DE
AJG

Volatility

ABEC.DE vs. AJG - Volatility Comparison

Alphabet Inc (ABEC.DE) has a higher volatility of 8.78% compared to Arthur J. Gallagher & Co. (AJG) at 6.10%. This indicates that ABEC.DE's price experiences larger fluctuations and is considered to be riskier than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.78%
6.10%
ABEC.DE
AJG

Financials

ABEC.DE vs. AJG - Financials Comparison

This section allows you to compare key financial metrics between Alphabet Inc and Arthur J. Gallagher & Co.. 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


Please note, different currencies. ABEC.DE values in EUR, AJG values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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