PortfoliosLab logoPortfoliosLab logo
ALV vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALV vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Autoliv, Inc. (ALV) and Global X Defense Tech ETF (SHLD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ALV achieves a 11.50% return, which is significantly higher than SHLD's -0.74% return.


ALV

1D
-0.06%
1M
11.83%
YTD
11.50%
6M
11.89%
1Y
29.86%
3Y*
18.45%
5Y*
6.78%
10Y*
6.37%

SHLD

1D
1.58%
1M
-4.77%
YTD
-0.74%
6M
2.22%
1Y
11.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALV vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
ALV
Autoliv, Inc.
11.50%30.24%-12.72%13.92%
SHLD
Global X Defense Tech ETF
-0.74%74.16%35.03%12.89%

Correlation

The correlation between ALV and SHLD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.31

Compare stocks, funds, or ETFs

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


Return for Risk

ALV vs. SHLD — Risk / Return Rank

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

ALV
ALV Risk / Return Rank: 7070
Overall Rank
ALV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ALV Sortino Ratio Rank: 7070
Sortino Ratio Rank
ALV Omega Ratio Rank: 6767
Omega Ratio Rank
ALV Calmar Ratio Rank: 6868
Calmar Ratio Rank
ALV Martin Ratio Rank: 7070
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 1717
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1717
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALV vs. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Autoliv, Inc. (ALV) and Global X Defense Tech ETF (SHLD). 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.


ALVSHLDDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.21

1.10

+0.11

Calmar ratioReturn relative to maximum drawdown

1.37

0.58

+0.79

Martin ratioReturn relative to average drawdown

3.81

1.52

+2.29

ALV vs. SHLD - Sharpe Ratio Comparison

The current ALV Sharpe Ratio is 1.13, which is higher than the SHLD Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ALV and SHLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ALVSHLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.48

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

2.03

-1.79

Drawdowns

ALV vs. SHLD - Drawdown Comparison

The maximum ALV drawdown since its inception was -79.72%, which is greater than SHLD's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for ALV and SHLD.


Loading charts...

Drawdown Indicators


ALVSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-79.72%

-20.10%

-59.62%

Max Drawdown (1Y)

Largest decline over 1 year

-21.96%

-20.10%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-39.27%

Max Drawdown (5Y)

Largest decline over 5 years

-39.27%

Max Drawdown (10Y)

Largest decline over 10 years

-63.09%

Current Drawdown

Current decline from peak

-1.03%

-17.57%

+16.54%

Average Drawdown

Average peak-to-trough decline

-20.90%

-3.21%

-17.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.85%

7.60%

+0.25%

Volatility

ALV vs. SHLD - Volatility Comparison

Autoliv, Inc. (ALV) has a higher volatility of 9.09% compared to Global X Defense Tech ETF (SHLD) at 8.02%. This indicates that ALV's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ALVSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

8.02%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

20.56%

19.39%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

26.65%

24.08%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.99%

21.14%

+10.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.88%

21.14%

+12.74%

Dividends

ALV vs. SHLD - Dividend Comparison

ALV's dividend yield for the trailing twelve months is around 2.65%, more than SHLD's 0.55% yield.


PositionTTM20252024202320222021202020192018201720162015
ALV
Autoliv, Inc.
2.65%2.63%2.92%2.41%3.37%1.82%0.67%2.94%3.02%1.87%2.03%1.78%
SHLD
Global X Defense Tech ETF
0.55%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ALV and SHLD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALV has higher volatility (9.09%) compared to SHLD (8.02%). In terms of maximum drawdown, ALV dropped -79.72% vs SHLD's -20.10%.

ALV currently has the higher Sharpe Ratio (1.13 vs 0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ALV and SHLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer