ALIZY vs. ^GSPC
Compare and contrast key facts about Allianz SE ADR (ALIZY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALIZY or ^GSPC.
Correlation
The correlation between ALIZY and ^GSPC is 0.61, 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.
Performance
ALIZY vs. ^GSPC - Performance Comparison
Key characteristics
ALIZY:
2.58
^GSPC:
0.49
ALIZY:
3.20
^GSPC:
0.81
ALIZY:
1.46
^GSPC:
1.12
ALIZY:
4.54
^GSPC:
0.50
ALIZY:
12.47
^GSPC:
2.00
ALIZY:
4.29%
^GSPC:
4.76%
ALIZY:
20.76%
^GSPC:
19.36%
ALIZY:
-86.70%
^GSPC:
-56.78%
ALIZY:
-0.10%
^GSPC:
-8.79%
Returns By Period
In the year-to-date period, ALIZY achieves a 35.27% return, which is significantly higher than ^GSPC's -4.72% return. Over the past 10 years, ALIZY has outperformed ^GSPC with an annualized return of 14.54%, while ^GSPC has yielded a comparatively lower 10.26% annualized return.
ALIZY
35.27%
7.33%
31.56%
53.64%
24.72%
14.54%
^GSPC
-4.72%
-0.51%
-1.78%
11.67%
14.69%
10.26%
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Risk-Adjusted Performance
ALIZY vs. ^GSPC — Risk-Adjusted Performance Rank
ALIZY
^GSPC
ALIZY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE ADR (ALIZY) and S&P 500 (^GSPC). 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.
Drawdowns
ALIZY vs. ^GSPC - Drawdown Comparison
The maximum ALIZY drawdown since its inception was -86.70%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ALIZY and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
ALIZY vs. ^GSPC - Volatility Comparison
The current volatility for Allianz SE ADR (ALIZY) is 12.49%, while S&P 500 (^GSPC) has a volatility of 14.11%. This indicates that ALIZY experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.