ARZGY vs. SZLMY
ARZGY (Assicurazioni Generali SpA ADR) and SZLMY (Swiss Life Holding AG ADR) are both stocks. Both operate in the Insurance - Diversified industry within the Financial Services sector. Over the past 5 years, ARZGY returned 25.15%/yr vs 22.70%/yr for SZLMY. At a 0.29 correlation, their price movements are largely independent.
Performance
ARZGY vs. SZLMY - Performance Comparison
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Returns By Period
In the year-to-date period, ARZGY achieves a 19.88% return, which is significantly higher than SZLMY's -1.36% return.
ARZGY
- 1D
- -1.56%
- 1M
- 6.65%
- YTD
- 19.88%
- 6M
- 18.74%
- 1Y
- 44.70%
- 3Y*
- 40.48%
- 5Y*
- 25.15%
- 10Y*
- 18.83%
SZLMY
- 1D
- -0.07%
- 1M
- -0.02%
- YTD
- -1.36%
- 6M
- -1.32%
- 1Y
- 13.63%
- 3Y*
- 28.30%
- 5Y*
- 22.70%
- 10Y*
- —
ARZGY vs. SZLMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARZGY Assicurazioni Generali SpA ADR | 19.88% | 54.48% | 40.64% | 24.14% | -10.87% | 28.86% | -14.12% | 28.32% | -4.59% | -0.65% |
SZLMY Swiss Life Holding AG ADR | -1.36% | 54.33% | 17.54% | 44.47% | -12.51% | 37.89% | -7.06% | 35.51% | 14.50% | -6.15% |
Correlation
The correlation between ARZGY and SZLMY is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2017 | 0.29 |
Over the past year, ARZGY and SZLMY have become more correlated (0.50) than their long-term average of 0.29, meaning their price movements have been converging.
Fundamentals
ARZGY:
$74.51B
SZLMY:
$30.59B
ARZGY:
€2.57
SZLMY:
CHF 4.34
ARZGY:
8.23
SZLMY:
10.23
ARZGY:
0.19
SZLMY:
6.93
ARZGY:
0.55
SZLMY:
0.61
ARZGY:
2.04
SZLMY:
3.51
ARZGY:
€117.75B
SZLMY:
CHF 40.81B
ARZGY:
€117.75B
SZLMY:
CHF 42.70B
ARZGY:
€14.58B
SZLMY:
CHF 2.13B
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Return for Risk
ARZGY vs. SZLMY — Risk / Return Rank
ARZGY
SZLMY
ARZGY vs. SZLMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Assicurazioni Generali SpA ADR (ARZGY) and Swiss Life Holding AG ADR (SZLMY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARZGY | SZLMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.11 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 1.02 | +3.17 |
| Martin ratioReturn relative to average drawdown | 11.00 | 2.44 | +8.56 |
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Drawdowns
ARZGY vs. SZLMY - Drawdown Comparison
The maximum ARZGY drawdown since its inception was -51.13%, roughly equal to the maximum SZLMY drawdown of -50.48%. Use the drawdown chart below to compare losses from any high point for ARZGY and SZLMY.
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Drawdown Indicators
| ARZGY | SZLMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.13% | -50.48% | -0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.72% | -13.36% | +2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -10.72% | -13.36% | +2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -39.90% | -35.97% | -3.93% |
Max Drawdown (10Y)Largest decline over 10 years | -51.13% | — | — |
Current DrawdownCurrent decline from peak | -2.63% | -5.89% | +3.26% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -8.36% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 5.60% | -1.53% |
Volatility
ARZGY vs. SZLMY - Volatility Comparison
The current volatility for Assicurazioni Generali SpA ADR (ARZGY) is 5.72%, while Swiss Life Holding AG ADR (SZLMY) has a volatility of 6.08%. This indicates that ARZGY experiences smaller price fluctuations and is considered to be less risky than SZLMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARZGY | SZLMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 6.08% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.95% | 17.82% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.90% | 23.17% | -3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.51% | 32.52% | -9.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.46% | 36.85% | -7.39% |
Dividends
ARZGY vs. SZLMY - Dividend Comparison
ARZGY's dividend yield for the trailing twelve months is around 4.00%, less than SZLMY's 4.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ARZGY Assicurazioni Generali SpA ADR | 4.00% | 3.75% | 4.91% | 4.00% | 6.43% | 6.29% | 2.04% | 3.15% | 4.04% | 7.97% | 11.37% |
SZLMY Swiss Life Holding AG ADR | 4.22% | 3.54% | 4.63% | 4.56% | 5.29% | 2.22% | 3.04% | 0.00% | 3.49% | 0.00% | 0.00% |
Financials
ARZGY vs. SZLMY - Financials Comparison
This section allows you to compare key financial metrics between Assicurazioni Generali SpA ADR and Swiss Life Holding AG ADR. 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
ARZGY vs. SZLMY - Profitability Comparison
ARZGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Assicurazioni Generali SpA ADR reported a gross profit of 34.35B and revenue of 34.35B. Therefore, the gross margin over that period was 100.0%.
SZLMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported a gross profit of 22.53B and revenue of 22.53B. Therefore, the gross margin over that period was 100.0%.
ARZGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Assicurazioni Generali SpA ADR reported an operating income of 2.88B and revenue of 34.35B, resulting in an operating margin of 8.4%.
SZLMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported an operating income of 0.00 and revenue of 22.53B, resulting in an operating margin of 0.0%.
ARZGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Assicurazioni Generali SpA ADR reported a net income of 2.01B and revenue of 34.35B, resulting in a net margin of 5.8%.
SZLMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported a net income of 648.60M and revenue of 22.53B, resulting in a net margin of 2.9%.
Frequently Asked Questions
ARZGY and SZLMY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SZLMY has higher volatility (6.08%) compared to ARZGY (5.72%). In terms of maximum drawdown, ARZGY dropped -51.13% vs SZLMY's -50.48%.
ARZGY currently has the higher Sharpe Ratio (2.26 vs 0.59), 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.
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