PortfoliosLab logo
ALV.DE vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALV.DE and NVDA is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ALV.DE vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allianz SE (ALV.DE) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%100,000.00%200,000.00%300,000.00%400,000.00%NovemberDecember2025FebruaryMarchApril
211.56%
282,958.51%
ALV.DE
NVDA

Key characteristics

Sharpe Ratio

ALV.DE:

2.34

NVDA:

0.56

Sortino Ratio

ALV.DE:

2.92

NVDA:

1.14

Omega Ratio

ALV.DE:

1.43

NVDA:

1.14

Calmar Ratio

ALV.DE:

3.57

NVDA:

0.92

Martin Ratio

ALV.DE:

13.20

NVDA:

2.42

Ulcer Index

ALV.DE:

3.25%

NVDA:

13.98%

Daily Std Dev

ALV.DE:

18.39%

NVDA:

60.06%

Max Drawdown

ALV.DE:

-89.53%

NVDA:

-89.73%

Current Drawdown

ALV.DE:

-0.50%

NVDA:

-28.77%

Fundamentals

Market Cap

ALV.DE:

€137.58B

NVDA:

$2.51T

EPS

ALV.DE:

€25.18

NVDA:

$2.94

PE Ratio

ALV.DE:

14.16

NVDA:

34.94

PEG Ratio

ALV.DE:

1.32

NVDA:

1.45

PS Ratio

ALV.DE:

1.28

NVDA:

19.20

PB Ratio

ALV.DE:

2.29

NVDA:

31.59

Total Revenue (TTM)

ALV.DE:

€93.99B

NVDA:

$130.50B

Gross Profit (TTM)

ALV.DE:

€93.99B

NVDA:

$97.86B

EBITDA (TTM)

ALV.DE:

€10.95B

NVDA:

$86.14B

Returns By Period

In the year-to-date period, ALV.DE achieves a 20.48% return, which is significantly higher than NVDA's -20.74% return. Over the past 10 years, ALV.DE has underperformed NVDA with an annualized return of 13.79%, while NVDA has yielded a comparatively higher 69.99% annualized return.


ALV.DE

YTD

20.48%

1M

0.08%

6M

20.89%

1Y

40.77%

5Y*

24.07%

10Y*

13.79%

NVDA

YTD

-20.74%

1M

-11.82%

6M

-24.19%

1Y

33.61%

5Y*

71.60%

10Y*

69.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ALV.DE vs. NVDA — Risk-Adjusted Performance Rank

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

ALV.DE
The Risk-Adjusted Performance Rank of ALV.DE is 9696
Overall Rank
The Sharpe Ratio Rank of ALV.DE is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ALV.DE is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ALV.DE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ALV.DE is 9898
Calmar Ratio Rank
The Martin Ratio Rank of ALV.DE is 9797
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7474
Overall Rank
The Sharpe Ratio Rank of NVDA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ALV.DE vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allianz SE (ALV.DE) and NVIDIA Corporation (NVDA). 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.


The chart of Sharpe ratio for ALV.DE, currently valued at 2.30, compared to the broader market-2.00-1.000.001.002.003.00
ALV.DE: 2.30
NVDA: 0.41
The chart of Sortino ratio for ALV.DE, currently valued at 2.92, compared to the broader market-6.00-4.00-2.000.002.004.00
ALV.DE: 2.92
NVDA: 0.95
The chart of Omega ratio for ALV.DE, currently valued at 1.42, compared to the broader market0.501.001.502.00
ALV.DE: 1.42
NVDA: 1.12
The chart of Calmar ratio for ALV.DE, currently valued at 4.03, compared to the broader market0.001.002.003.004.005.00
ALV.DE: 4.03
NVDA: 0.65
The chart of Martin ratio for ALV.DE, currently valued at 11.13, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ALV.DE: 11.13
NVDA: 1.71

The current ALV.DE Sharpe Ratio is 2.34, which is higher than the NVDA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ALV.DE and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.30
0.41
ALV.DE
NVDA

Dividends

ALV.DE vs. NVDA - Dividend Comparison

ALV.DE's dividend yield for the trailing twelve months is around 3.87%, more than NVDA's 0.03% yield.


TTM20242023202220212020201920182017201620152014
ALV.DE
Allianz SE
3.87%4.66%4.71%5.38%4.62%4.78%4.12%4.57%3.97%4.65%4.19%3.86%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

ALV.DE vs. NVDA - Drawdown Comparison

The maximum ALV.DE drawdown since its inception was -89.53%, roughly equal to the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for ALV.DE and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril0
-28.77%
ALV.DE
NVDA

Volatility

ALV.DE vs. NVDA - Volatility Comparison

The current volatility for Allianz SE (ALV.DE) is 13.21%, while NVIDIA Corporation (NVDA) has a volatility of 25.75%. This indicates that ALV.DE experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
13.21%
25.75%
ALV.DE
NVDA

Financials

ALV.DE vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Allianz SE and NVIDIA Corporation. 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


Please note, different currencies. ALV.DE values in EUR, NVDA values in USD