AGR.L vs. AV.L

The year-to-date returns for both stocks are quite close, with AGR.L having a 29.89% return and AV.L slightly lower at 29.77%. Over the past 10 years, AGR.L has underperformed AV.L with an annualized return of 3.48%, while AV.L has yielded a comparatively higher 6.13% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Assura plc (AGR.L) and Aviva plc (AV.L). 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.

The current AGR.L Sharpe Ratio is 0.92, which is lower than the AV.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of AGR.L and AV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AGR.L's dividend yield for the trailing twelve months is around 6.89%, more than AV.L's 6.16% yield.

The maximum AGR.L drawdown since its inception was -91.89%, which is greater than AV.L's maximum drawdown of -57.98%. Use the drawdown chart below to compare losses from any high point for AGR.L and AV.L. For additional features, visit the drawdowns tool.

The current volatility for Assura plc (AGR.L) is 8.77%, while Aviva plc (AV.L) has a volatility of 12.32%. This indicates that AGR.L experiences smaller price fluctuations and is considered to be less risky than AV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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