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

Performance

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

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

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Returns By Period

In the year-to-date period, AIR.DE achieves a -5.53% return, which is significantly lower than 1ALV.MI's -1.29% return. Both investments have delivered pretty close results over the past 10 years, with AIR.DE having a 15.30% annualized return and 1ALV.MI not far ahead at 15.35%.


AIR.DE

1D
2.51%
1M
9.62%
YTD
-5.53%
6M
-4.26%
1Y
15.84%
3Y*
14.03%
5Y*
11.93%
10Y*
15.30%

1ALV.MI

1D
0.16%
1M
-1.18%
YTD
-1.29%
6M
1.72%
1Y
13.34%
3Y*
26.48%
5Y*
16.64%
10Y*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AIR.DE
Airbus SE
-5.53%31.15%12.18%27.57%1.13%22.34%-30.89%60.46%1.47%35.99%
1ALV.MI
Allianz SE
-1.29%41.28%27.38%24.91%3.79%7.10%-2.95%28.82%-3.70%28.60%

Correlation

The correlation between AIR.DE and 1ALV.MI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.40

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

0.49

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

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2006

0.46

The correlation between AIR.DE and 1ALV.MI shifts across timeframes, from 0.36 (1 year) to 0.49 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

AIR.DE
AIR.DE Risk / Return Rank: 5656
Overall Rank
AIR.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AIR.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AIR.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AIR.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
AIR.DE Martin Ratio Rank: 5555
Martin Ratio Rank

1ALV.MI
1ALV.MI Risk / Return Rank: 5555
Overall Rank
1ALV.MI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
1ALV.MI Sortino Ratio Rank: 4949
Sortino Ratio Rank
1ALV.MI Omega Ratio Rank: 4949
Omega Ratio Rank
1ALV.MI Calmar Ratio Rank: 5959
Calmar Ratio Rank
1ALV.MI Martin Ratio Rank: 6161
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.

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

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIR.DE1ALV.MIDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.12

1.10

+0.02

Calmar ratioReturn relative to maximum drawdown

0.56

0.83

-0.26

Martin ratioReturn relative to average drawdown

1.24

2.07

-0.83

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

The current AIR.DE Sharpe Ratio is 0.54, which is comparable to the 1ALV.MI Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of AIR.DE and 1ALV.MI, 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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Drawdowns

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

The maximum AIR.DE drawdown since its inception was -81.31%, which is greater than 1ALV.MI's maximum drawdown of -72.36%. Use the drawdown chart below to compare losses from any high point for AIR.DE and 1ALV.MI.


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Drawdown Indicators


AIR.DE1ALV.MIDifference

Max Drawdown

Largest peak-to-trough decline

-81.31%

-72.36%

-8.95%

Max Drawdown (1Y)

Largest decline over 1 year

-27.96%

-11.81%

-16.15%

Max Drawdown (3Y)

Largest decline over 3 years

-27.96%

-12.25%

-15.71%

Max Drawdown (5Y)

Largest decline over 5 years

-27.96%

-27.58%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-64.47%

-48.02%

-16.45%

Current Drawdown

Current decline from peak

-15.31%

-5.35%

-9.96%

Average Drawdown

Average peak-to-trough decline

-25.30%

-16.89%

-8.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.76%

4.73%

+8.03%

Volatility

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

Airbus SE (AIR.DE) has a higher volatility of 10.12% compared to Allianz SE (1ALV.MI) at 5.86%. This indicates that AIR.DE's price experiences larger fluctuations and is considered to be riskier than 1ALV.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIR.DE1ALV.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.12%

5.86%

+4.26%

Volatility (6M)

Calculated over the trailing 6-month period

23.75%

14.53%

+9.22%

Volatility (1Y)

Calculated over the trailing 1-year period

29.01%

20.20%

+8.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.98%

21.12%

+7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.87%

23.23%

+11.64%

Dividends

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

AIR.DE's dividend yield for the trailing twelve months is around 1.74%, less than 1ALV.MI's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
1ALV.MI
Allianz SE
4.62%3.93%4.77%4.76%5.35%4.69%4.80%4.11%4.51%3.96%4.68%4.18%
AIR.DE
Airbus SE
1.74%1.51%1.81%1.28%1.35%0.00%0.00%1.25%1.80%1.61%0.00%1.91%

Financials

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

This section allows you to compare key financial metrics between Airbus 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

Frequently Asked Questions


AIR.DE and 1ALV.MI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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