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ALV vs. OGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALV and OGN 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.


Performance

ALV vs. OGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Autoliv, Inc. (ALV) and Organon & Co. (OGN). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-2.13%
-69.85%
ALV
OGN

Key characteristics

Sharpe Ratio

ALV:

-0.63

OGN:

-1.04

Sortino Ratio

ALV:

-0.74

OGN:

-1.46

Omega Ratio

ALV:

0.91

OGN:

0.79

Calmar Ratio

ALV:

-0.53

OGN:

-0.71

Martin Ratio

ALV:

-0.88

OGN:

-1.95

Ulcer Index

ALV:

23.59%

OGN:

26.80%

Daily Std Dev

ALV:

32.83%

OGN:

50.29%

Max Drawdown

ALV:

-79.72%

OGN:

-73.78%

Current Drawdown

ALV:

-25.88%

OGN:

-73.66%

Fundamentals

Market Cap

ALV:

$7.31B

OGN:

$2.47B

EPS

ALV:

$8.66

OGN:

$2.88

PE Ratio

ALV:

10.92

OGN:

3.33

PS Ratio

ALV:

0.70

OGN:

0.36

PB Ratio

ALV:

3.06

OGN:

4.18

Total Revenue (TTM)

ALV:

$10.35B

OGN:

$6.29B

Gross Profit (TTM)

ALV:

$1.96B

OGN:

$3.60B

EBITDA (TTM)

ALV:

$1.43B

OGN:

$1.50B

Returns By Period

In the year-to-date period, ALV achieves a 0.63% return, which is significantly higher than OGN's -40.21% return.


ALV

YTD

0.63%

1M

17.54%

6M

0.09%

1Y

-22.38%

5Y*

11.70%

10Y*

3.18%

OGN

YTD

-40.21%

1M

-30.03%

6M

-42.53%

1Y

-54.24%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ALV vs. OGN — Risk-Adjusted Performance Rank

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

ALV
The Risk-Adjusted Performance Rank of ALV is 2121
Overall Rank
The Sharpe Ratio Rank of ALV is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ALV is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ALV is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ALV is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ALV is 3232
Martin Ratio Rank

OGN
The Risk-Adjusted Performance Rank of OGN is 55
Overall Rank
The Sharpe Ratio Rank of OGN is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of OGN is 77
Sortino Ratio Rank
The Omega Ratio Rank of OGN is 66
Omega Ratio Rank
The Calmar Ratio Rank of OGN is 99
Calmar Ratio Rank
The Martin Ratio Rank of OGN is 11
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 vs. OGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Autoliv, Inc. (ALV) and Organon & Co. (OGN). 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 -0.63, which is higher than the OGN Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of ALV and OGN, 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 Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.69
-1.08
ALV
OGN

Dividends

ALV vs. OGN - Dividend Comparison

ALV's dividend yield for the trailing twelve months is around 2.95%, less than OGN's 12.79% yield.


TTM20242023202220212020201920182017201620152014
ALV
Autoliv, Inc.
2.95%2.92%2.41%3.37%1.82%1.35%2.94%3.02%1.87%2.03%1.78%2.00%
OGN
Organon & Co.
12.79%7.51%7.77%4.01%1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ALV vs. OGN - Drawdown Comparison

The maximum ALV drawdown since its inception was -79.72%, which is greater than OGN's maximum drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for ALV and OGN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-25.88%
-73.66%
ALV
OGN

Volatility

ALV vs. OGN - Volatility Comparison

The current volatility for Autoliv, Inc. (ALV) is 12.97%, while Organon & Co. (OGN) has a volatility of 38.52%. This indicates that ALV experiences smaller price fluctuations and is considered to be less risky than OGN 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%30.00%35.00%40.00%December2025FebruaryMarchAprilMay
12.97%
38.52%
ALV
OGN

Financials

ALV vs. OGN - Financials Comparison

This section allows you to compare key financial metrics between Autoliv, Inc. and Organon & Co.. 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


1.00B1.50B2.00B2.50B3.00B20212022202320242025
2.58B
1.51B
(ALV) Total Revenue
(OGN) Total Revenue
Values in USD except per share items

ALV vs. OGN - Profitability Comparison

The chart below illustrates the profitability comparison between Autoliv, Inc. and Organon & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
18.5%
55.6%
(ALV) Gross Margin
(OGN) Gross Margin
ALV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Autoliv, Inc. reported a gross profit of 478.00M and revenue of 2.58B. Therefore, the gross margin over that period was 18.5%.

OGN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Organon & Co. reported a gross profit of 841.00M and revenue of 1.51B. Therefore, the gross margin over that period was 55.6%.

ALV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Autoliv, Inc. reported an operating income of 254.00M and revenue of 2.58B, resulting in an operating margin of 9.9%.

OGN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Organon & Co. reported an operating income of 325.00M and revenue of 1.51B, resulting in an operating margin of 21.5%.

ALV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Autoliv, Inc. reported a net income of 167.00M and revenue of 2.58B, resulting in a net margin of 6.5%.

OGN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Organon & Co. reported a net income of 87.00M and revenue of 1.51B, resulting in a net margin of 5.8%.