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ADM.L vs. AXA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ADM.L vs. AXA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Admiral Group plc (ADM.L) and AXA SA (AXA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ADM.L is traded in GBp, while AXA.DE is traded in EUR. To make them comparable, the AXA.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ADM.L achieves a 3.80% return, which is significantly higher than AXA.DE's -0.27% return. Over the past 10 years, ADM.L has underperformed AXA.DE with an annualized return of 11.63%, while AXA.DE has yielded a comparatively higher 14.21% annualized return.


ADM.L

1D
-0.74%
1M
-3.86%
YTD
3.80%
6M
5.53%
1Y
2.22%
3Y*
16.70%
5Y*
7.87%
10Y*
11.63%

AXA.DE

1D
-1.83%
1M
3.37%
YTD
-0.27%
6M
7.32%
1Y
0.97%
3Y*
19.41%
5Y*
18.31%
10Y*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADM.L vs. AXA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADM.L
Admiral Group plc
3.80%28.85%2.88%31.31%-25.25%16.92%33.28%20.01%8.39%15.78%
AXA.DE
AXA SA
-0.27%33.16%17.96%17.00%12.35%31.70%-5.95%34.03%-18.46%13.11%

Correlation

The correlation between ADM.L and AXA.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.37

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Return for Risk

ADM.L vs. AXA.DE — Risk / Return Rank

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

ADM.L
ADM.L Risk / Return Rank: 4040
Overall Rank
ADM.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ADM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
ADM.L Omega Ratio Rank: 3737
Omega Ratio Rank
ADM.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
ADM.L Martin Ratio Rank: 4242
Martin Ratio Rank

AXA.DE
AXA.DE Risk / Return Rank: 3434
Overall Rank
AXA.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AXA.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
AXA.DE Omega Ratio Rank: 3030
Omega Ratio Rank
AXA.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
AXA.DE Martin Ratio Rank: 3737
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.

ADM.L vs. AXA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Admiral Group plc (ADM.L) and AXA SA (AXA.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.


ADM.LAXA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.04

1.03

+0.01

Calmar ratioReturn relative to maximum drawdown

0.09

0.07

+0.01

Martin ratioReturn relative to average drawdown

0.21

0.13

+0.08

ADM.L vs. AXA.DE - Sharpe Ratio Comparison

The current ADM.L Sharpe Ratio is 0.10, which is higher than the AXA.DE Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of ADM.L and AXA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ADM.LAXA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.05

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.82

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.55

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.23

+0.43

Drawdowns

ADM.L vs. AXA.DE - Drawdown Comparison

The maximum ADM.L drawdown since its inception was -53.67%, smaller than the maximum AXA.DE drawdown of -74.64%. Use the drawdown chart below to compare losses from any high point for ADM.L and AXA.DE.


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Drawdown Indicators


ADM.LAXA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.67%

-74.64%

+20.97%

Max Drawdown (1Y)

Largest decline over 1 year

-25.69%

-13.37%

-12.32%

Max Drawdown (3Y)

Largest decline over 3 years

-25.69%

-14.44%

-11.25%

Max Drawdown (5Y)

Largest decline over 5 years

-48.53%

-24.34%

-24.19%

Max Drawdown (10Y)

Largest decline over 10 years

-48.53%

-46.68%

-1.85%

Current Drawdown

Current decline from peak

-8.40%

-4.44%

-3.96%

Average Drawdown

Average peak-to-trough decline

-11.34%

-16.54%

+5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.59%

7.31%

+3.28%

Volatility

ADM.L vs. AXA.DE - Volatility Comparison

Admiral Group plc (ADM.L) has a higher volatility of 7.85% compared to AXA SA (AXA.DE) at 6.33%. This indicates that ADM.L's price experiences larger fluctuations and is considered to be riskier than AXA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADM.LAXA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

6.33%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

18.76%

14.34%

+4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

20.02%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.25%

22.07%

+4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

25.76%

-1.69%

Dividends

ADM.L vs. AXA.DE - Dividend Comparison

ADM.L's dividend yield for the trailing twelve months is around 6.39%, more than AXA.DE's 5.94% yield.


PositionTTM20252024202320222021202020192018201720162015
ADM.L
Admiral Group plc
6.39%7.43%4.65%3.84%10.44%7.82%5.08%5.59%5.76%5.37%6.26%6.03%
AXA.DE
AXA SA
5.94%5.22%5.78%5.76%5.87%5.44%10.95%5.31%6.66%4.67%4.58%3.74%

Financials

ADM.L vs. AXA.DE - Financials Comparison

This section allows you to compare key financial metrics between Admiral Group plc and AXA SA. 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. ADM.L values in GBp, AXA.DE values in EUR

Frequently Asked Questions


ADM.L and AXA.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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