ALIZY vs. SIEGY
ALIZY (Allianz SE ADR) and SIEGY (Siemens Aktiengesellschaft) are both stocks. ALIZY operates in Insurance - Diversified (Financial Services), while SIEGY operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, ALIZY returned 16.69%/yr vs 15.84%/yr for SIEGY. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
ALIZY vs. SIEGY - Performance Comparison
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Returns By Period
In the year-to-date period, ALIZY achieves a 1.59% return, which is significantly lower than SIEGY's 11.68% return.
ALIZY
- 1D
- 0.01%
- 1M
- 1.48%
- YTD
- 1.59%
- 6M
- 4.55%
- 1Y
- 19.09%
- 3Y*
- 31.68%
- 5Y*
- 16.69%
- 10Y*
- —
SIEGY
- 1D
- -0.16%
- 1M
- -3.17%
- YTD
- 11.68%
- 6M
- 12.22%
- 1Y
- 26.57%
- 3Y*
- 22.88%
- 5Y*
- 15.84%
- 10Y*
- 15.98%
ALIZY vs. SIEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 1.59% | 56.96% | 20.60% | 31.20% | -4.34% | 0.09% | 5.98% |
SIEGY Siemens Aktiengesellschaft | 11.68% | 48.14% | 6.32% | 39.98% | -18.92% | 22.99% | 24.42% |
Correlation
The correlation between ALIZY and SIEGY is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2020 | 0.61 |
The correlation between ALIZY and SIEGY has been stable across timeframes, ranging from 0.51 to 0.61 - a consistent structural relationship.
Fundamentals
ALIZY:
$170.87B
SIEGY:
$240.57B
ALIZY:
€3.16
SIEGY:
€4.91
ALIZY:
12.25
SIEGY:
26.95
ALIZY:
0.85
SIEGY:
1.00
ALIZY:
1.04
SIEGY:
2.61
ALIZY:
2.24
SIEGY:
3.23
ALIZY:
€141.95B
SIEGY:
€80.02B
ALIZY:
€116.91B
SIEGY:
€31.09B
ALIZY:
€1.56B
SIEGY:
€14.55B
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Return for Risk
ALIZY vs. SIEGY — Risk / Return Rank
ALIZY
SIEGY
ALIZY vs. SIEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE ADR (ALIZY) and Siemens Aktiengesellschaft (SIEGY). 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.
| ALIZY | SIEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.04 | +0.27 |
| Martin ratioReturn relative to average drawdown | 3.39 | 3.37 | +0.02 |
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Drawdowns
ALIZY vs. SIEGY - Drawdown Comparison
The maximum ALIZY drawdown since its inception was -49.10%, smaller than the maximum SIEGY drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for ALIZY and SIEGY.
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Drawdown Indicators
| ALIZY | SIEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.10% | -54.15% | +5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -23.23% | +9.68% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -29.91% | +16.36% |
Max Drawdown (5Y)Largest decline over 5 years | -38.14% | -46.02% | +7.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.15% | — |
Current DrawdownCurrent decline from peak | -1.35% | -5.37% | +4.02% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -12.82% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | 7.14% | -1.91% |
Volatility
ALIZY vs. SIEGY - Volatility Comparison
The current volatility for Allianz SE ADR (ALIZY) is 6.09%, while Siemens Aktiengesellschaft (SIEGY) has a volatility of 10.01%. This indicates that ALIZY experiences smaller price fluctuations and is considered to be less risky than SIEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALIZY | SIEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 10.01% | -3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 26.19% | -11.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 32.87% | -12.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.19% | 31.74% | -9.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 29.56% | -1.92% |
Dividends
ALIZY vs. SIEGY - Dividend Comparison
ALIZY's dividend yield for the trailing twelve months is around 4.37%, more than SIEGY's 2.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 4.37% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIEGY Siemens Aktiengesellschaft | 2.07% | 1.94% | 2.64% | 2.43% | 2.42% | 1.81% | 10.83% | 2.44% | 2.86% | 6.82% | 5.76% | 2.87% |
Financials
ALIZY vs. SIEGY - Financials Comparison
This section allows you to compare key financial metrics between Allianz SE ADR and Siemens Aktiengesellschaft. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ALIZY vs. SIEGY - Profitability Comparison
ALIZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a gross profit of 24.81B and revenue of 31.07B. Therefore, the gross margin over that period was 79.9%.
SIEGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported a gross profit of 7.81B and revenue of 20.08B. Therefore, the gross margin over that period was 38.9%.
ALIZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported an operating income of 5.12B and revenue of 31.07B, resulting in an operating margin of 16.5%.
SIEGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported an operating income of 2.51B and revenue of 20.08B, resulting in an operating margin of 12.5%.
ALIZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a net income of 3.69B and revenue of 31.07B, resulting in a net margin of 11.9%.
SIEGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported a net income of 2.06B and revenue of 20.08B, resulting in a net margin of 10.3%.
Frequently Asked Questions
ALIZY and SIEGY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIEGY has higher volatility (10.01%) compared to ALIZY (6.09%). In terms of maximum drawdown, ALIZY dropped -49.10% vs SIEGY's -54.15%.
ALIZY currently has the higher Sharpe Ratio (0.89 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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