ALV.DE vs. ZURN.SW
Compare and contrast key facts about Allianz SE (ALV.DE) and Zurich Insurance Group AG (ZURN.SW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALV.DE or ZURN.SW.
Key characteristics
| ALV.DE | ZURN.SW | |
|---|---|---|
| YTD Return | 31.10% | 26.19% |
| 1Y Return | 41.26% | 28.68% |
| 3Y Return (Ann) | 20.66% | 16.16% |
| 5Y Return (Ann) | 12.28% | 12.22% |
| 10Y Return (Ann) | 14.96% | 13.05% |
| Sharpe Ratio | 3.23 | 2.21 |
| Sortino Ratio | 4.00 | 3.05 |
| Omega Ratio | 1.55 | 1.40 |
| Calmar Ratio | 4.74 | 4.19 |
| Martin Ratio | 17.15 | 13.37 |
| Ulcer Index | 2.68% | 2.22% |
| Daily Std Dev | 14.29% | 13.42% |
| Max Drawdown | -89.53% | -88.78% |
| Current Drawdown | 0.00% | 0.00% |
Fundamentals
| ALV.DE | ZURN.SW | |
|---|---|---|
| Market Cap | €117.91B | CHF 75.45B |
| EPS | €23.00 | CHF 28.84 |
| PE Ratio | 13.10 | 18.17 |
| PEG Ratio | 1.31 | 1.15 |
| Total Revenue (TTM) | €101.21B | CHF 55.17B |
| Gross Profit (TTM) | €101.21B | CHF 54.40B |
| EBITDA (TTM) | €3.56B | CHF 25.69B |
Correlation
The correlation between ALV.DE and ZURN.SW is 0.59, 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
ALV.DE vs. ZURN.SW - Performance Comparison
In the year-to-date period, ALV.DE achieves a 31.10% return, which is significantly higher than ZURN.SW's 26.19% return. Over the past 10 years, ALV.DE has outperformed ZURN.SW with an annualized return of 14.96%, while ZURN.SW has yielded a comparatively lower 13.05% annualized return. 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. ZURN.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE (ALV.DE) and Zurich Insurance Group AG (ZURN.SW). 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. ZURN.SW - Dividend Comparison
ALV.DE's dividend yield for the trailing twelve months is around 4.58%, less than ZURN.SW's 4.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALV.DE Allianz SE | 4.58% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% | 3.86% | 3.45% |
ZURN.SW Zurich Insurance Group AG | 4.96% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 3.81% | 6.06% | 6.58% | 5.45% | 6.58% |
Drawdowns
ALV.DE vs. ZURN.SW - Drawdown Comparison
The maximum ALV.DE drawdown since its inception was -89.53%, roughly equal to the maximum ZURN.SW drawdown of -88.78%. Use the drawdown chart below to compare losses from any high point for ALV.DE and ZURN.SW. For additional features, visit the drawdowns tool.
Volatility
ALV.DE vs. ZURN.SW - Volatility Comparison
Allianz SE (ALV.DE) has a higher volatility of 3.30% compared to Zurich Insurance Group AG (ZURN.SW) at 3.12%. This indicates that ALV.DE's price experiences larger fluctuations and is considered to be riskier than ZURN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALV.DE vs. ZURN.SW - Financials Comparison
This section allows you to compare key financial metrics between Allianz SE and Zurich Insurance Group AG. 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