ALV vs. LEA

In the year-to-date period, ALV achieves a 5.12% return, which is significantly higher than LEA's 2.53% return. Over the past 10 years, ALV has outperformed LEA with an annualized return of 4.37%, while LEA has yielded a comparatively lower 0.46% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Autoliv, Inc. (ALV) and Lear Corporation (LEA). 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 current ALV Sharpe Ratio is -0.37, which is higher than the LEA Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of ALV and LEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ALV's dividend yield for the trailing twelve months is around 2.78%, less than LEA's 3.17% yield.

The maximum ALV drawdown since its inception was -79.72%, which is greater than LEA's maximum drawdown of -64.51%. Use the drawdown chart below to compare losses from any high point for ALV and LEA. For additional features, visit the drawdowns tool.

Autoliv, Inc. (ALV) has a higher volatility of 9.24% compared to Lear Corporation (LEA) at 7.92%. This indicates that ALV's price experiences larger fluctuations and is considered to be riskier than LEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Autoliv, Inc. and Lear 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.