ALIZY vs. MA

Last updated Apr 2, 2026

Compare and contrast key facts about Allianz SE ADR (ALIZY) and Mastercard Inc (MA).

Performance

ALIZY vs. MA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allianz SE ADR (ALIZY) and Mastercard Inc (MA). The values are adjusted to include any dividend payments, if applicable.

ALIZY vs. MA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ALIZY Allianz SE ADR	-7.26%	56.96%	20.60%	31.20%	-4.34%	0.09%	5.98%
MA Mastercard Inc	-13.75%	9.04%	24.17%	23.40%	-2.66%	1.16%	19.13%

Fundamentals

Market Cap ALIZY : $160.66B MA : $441.50B
EPS ALIZY : $2.71 MA : $16.56
PE Ratio ALIZY : 15.72 MA : 29.69
PEG Ratio ALIZY : 1.02 MA : 1.36
PS Ratio ALIZY : 0.91 MA : 13.55
PB Ratio ALIZY : 2.56 MA : 57.00
Total Revenue (TTM) ALIZY : $179.52B MA : $32.79B
Gross Profit (TTM) ALIZY : $179.52B MA : $27.36B
EBITDA (TTM) ALIZY : $0.00 MA : $20.19B

Returns By Period

In the year-to-date period, ALIZY achieves a -7.26% return, which is significantly higher than MA's -13.75% return.

ALIZY

• 1D: 1.47%
• 1M: -1.23%
• YTD: -7.26%
• 6M: 0.00%
• 1Y: 15.49%
• 3Y*: 28.93%
• 5Y*: 16.17%
• 10Y*: —

MA

• 1D: -1.60%
• 1M: -5.63%
• YTD: -13.75%
• 6M: -14.07%
• 1Y: -9.85%
• 3Y*: 11.25%
• 5Y*: 6.85%
• 10Y*: 18.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ALIZY vs. MA — Risk / Return Rank

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

ALIZY

ALIZY Risk / Return Rank: 62
ALIZY Sharpe Ratio Rank: 65
ALIZY Sortino Ratio Rank: 55
ALIZY Omega Ratio Rank: 56
ALIZY Calmar Ratio Rank: 66
ALIZY Martin Ratio Rank: 66

MA

MA Risk / Return Rank: 20
MA Sharpe Ratio Rank: 22
MA Sortino Ratio Rank: 20
MA Omega Ratio Rank: 20
MA Calmar Ratio Rank: 24
MA Martin Ratio Rank: 16

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.

ALIZY vs. MA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allianz SE ADR (ALIZY) and Mastercard Inc (MA). 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.

	ALIZY	MA	Difference
Sharpe ratio Return per unit of total volatility	0.70	-0.41	+1.11
Sortino ratio Return per unit of downside risk	1.04	-0.41	+1.46
Omega ratio Gain probability vs. loss probability	1.14	0.95	+0.20
Calmar ratio Return relative to maximum drawdown	1.20	-0.52	+1.72
Martin ratio Return relative to average drawdown	3.01	-1.26	+4.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALIZY vs. MA - Sharpe Ratio Comparison

The current ALIZY Sharpe Ratio is 0.70, which is higher than the MA Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of ALIZY and MA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ALIZY	MA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	-0.41	+1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.29	+0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.84	-0.31

Correlation

The correlation between ALIZY and MA is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ALIZY vs. MA - Dividend Comparison

ALIZY's dividend yield for the trailing twelve months is around 4.00%, more than MA's 0.64% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALIZY Allianz SE ADR	4.00%	3.71%	4.91%	4.70%	5.43%	4.87%	2.95%	0.00%	0.00%	0.00%	0.00%	0.00%
MA Mastercard Inc	0.64%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%

Drawdowns

ALIZY vs. MA - Drawdown Comparison

The maximum ALIZY drawdown since its inception was -49.10%, smaller than the maximum MA drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for ALIZY and MA.

Drawdown Indicators

	ALIZY	MA	Difference
Max Drawdown Largest peak-to-trough decline	-49.10%	-62.67%	+13.57%
Max Drawdown (1Y) Largest decline over 1 year	-13.55%	-18.92%	+5.37%
Max Drawdown (5Y) Largest decline over 5 years	-38.35%	-28.25%	-10.10%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.00%	—
Current Drawdown Current decline from peak	-7.64%	-17.68%	+10.04%
Average Drawdown Average peak-to-trough decline	-8.86%	-9.76%	+0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.40%	7.79%	-2.39%

Volatility

ALIZY vs. MA - Volatility Comparison

Allianz SE ADR (ALIZY) and Mastercard Inc (MA) have volatilities of 7.22% and 6.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALIZY	MA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.22%	6.92%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	14.08%	16.17%	-2.09%
Volatility (1Y) Calculated over the trailing 1-year period	22.34%	24.22%	-1.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.01%	23.86%	-1.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.82%	26.79%	+1.03%

Financials