ALV.DE vs. BLK
Compare and contrast key facts about Allianz SE (ALV.DE) and BlackRock, Inc. (BLK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALV.DE or BLK.
Key characteristics
ALV.DE | BLK | |
---|---|---|
YTD Return | 8.58% | -6.09% |
1Y Return | 24.10% | 19.68% |
3Y Return (Ann) | 11.75% | -0.03% |
5Y Return (Ann) | 9.55% | 12.51% |
10Y Return (Ann) | 13.17% | 12.61% |
Sharpe Ratio | 1.55 | 0.88 |
Daily Std Dev | 15.97% | 20.56% |
Max Drawdown | -89.53% | -60.36% |
Current Drawdown | -5.44% | -16.59% |
Fundamentals
ALV.DE | BLK | |
---|---|---|
Market Cap | €103.03B | $111.57B |
EPS | €21.19 | $39.37 |
PE Ratio | 12.42 | 19.05 |
PEG Ratio | 1.87 | 2.46 |
Revenue (TTM) | €107.63B | $18.34B |
Gross Profit (TTM) | €9.03B | $8.79B |
EBITDA (TTM) | €13.12B | $7.03B |
Correlation
The correlation between ALV.DE and BLK is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ALV.DE vs. BLK - Performance Comparison
In the year-to-date period, ALV.DE achieves a 8.58% return, which is significantly higher than BLK's -6.09% return. Both investments have delivered pretty close results over the past 10 years, with ALV.DE having a 13.17% annualized return and BLK not far behind at 12.61%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ALV.DE vs. BLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE (ALV.DE) and BlackRock, Inc. (BLK). 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.
Dividends
ALV.DE vs. BLK - Dividend Comparison
ALV.DE's dividend yield for the trailing twelve months is around 4.34%, more than BLK's 2.65% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Allianz SE | 4.34% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% | 3.86% | 3.45% |
BlackRock, Inc. | 2.65% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
Drawdowns
ALV.DE vs. BLK - Drawdown Comparison
The maximum ALV.DE drawdown since its inception was -89.53%, which is greater than BLK's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for ALV.DE and BLK. For additional features, visit the drawdowns tool.
Volatility
ALV.DE vs. BLK - Volatility Comparison
The current volatility for Allianz SE (ALV.DE) is 5.10%, while BlackRock, Inc. (BLK) has a volatility of 5.99%. This indicates that ALV.DE experiences smaller price fluctuations and is considered to be less risky than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALV.DE vs. BLK - Financials Comparison
This section allows you to compare key financial metrics between Allianz SE and BlackRock, Inc.. 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