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ASR vs. ALIZY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ASR vs. ALIZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) and Allianz SE ADR (ALIZY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASR achieves a -9.55% return, which is significantly lower than ALIZY's 1.59% return.


ASR

1D
1.07%
1M
-4.15%
YTD
-9.55%
6M
-8.65%
1Y
-3.36%
3Y*
6.19%
5Y*
14.67%
10Y*
10.32%

ALIZY

1D
0.01%
1M
2.36%
YTD
1.59%
6M
4.55%
1Y
17.68%
3Y*
31.68%
5Y*
16.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASR vs. ALIZY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ASR
Grupo Aeroportuario del Sureste, S. A. B. de C. V.
-9.55%42.19%-9.20%32.09%16.98%27.81%-13.69%
ALIZY
Allianz SE ADR
1.59%56.96%20.60%31.20%-4.34%0.09%5.98%

Correlation

The correlation between ASR and ALIZY is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2020

0.38

Fundamentals

Market Cap

ASR:

$8.61B

ALIZY:

$170.87B

EPS

ASR:

MX$327.81

ALIZY:

€3.16

PE Ratio

ASR:

15.10

ALIZY:

12.25

PEG Ratio

ASR:

0.76

ALIZY:

0.85

PS Ratio

ASR:

3.96

ALIZY:

1.04

PB Ratio

ASR:

3.54

ALIZY:

2.24

Total Revenue (TTM)

ASR:

MX$37.47B

ALIZY:

€141.95B

Gross Profit (TTM)

ASR:

MX$21.16B

ALIZY:

€116.91B

EBITDA (TTM)

ASR:

MX$18.53B

ALIZY:

€1.56B

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Return for Risk

ASR vs. ALIZY — Risk / Return Rank

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

ASR
ASR Risk / Return Rank: 3636
Overall Rank
ASR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ASR Sortino Ratio Rank: 3232
Sortino Ratio Rank
ASR Omega Ratio Rank: 3232
Omega Ratio Rank
ASR Calmar Ratio Rank: 3939
Calmar Ratio Rank
ASR Martin Ratio Rank: 3838
Martin Ratio Rank

ALIZY
ALIZY Risk / Return Rank: 6767
Overall Rank
ALIZY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ALIZY Sortino Ratio Rank: 6464
Sortino Ratio Rank
ALIZY Omega Ratio Rank: 6262
Omega Ratio Rank
ALIZY Calmar Ratio Rank: 6868
Calmar Ratio Rank
ALIZY Martin Ratio Rank: 7171
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.

ASR vs. ALIZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) and Allianz SE ADR (ALIZY). 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.


ASRALIZYDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.00

1.16

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.13

1.31

-1.44

Martin ratioReturn relative to average drawdown

-0.33

3.39

-3.72

ASR vs. ALIZY - Sharpe Ratio Comparison

The current ASR Sharpe Ratio is -0.13, which is lower than the ALIZY Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ASR and ALIZY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASR vs. ALIZY - Drawdown Comparison

The maximum ASR drawdown since its inception was -61.33%, which is greater than ALIZY's maximum drawdown of -49.10%. Use the drawdown chart below to compare losses from any high point for ASR and ALIZY.


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Drawdown Indicators


ASRALIZYDifference

Max Drawdown

Largest peak-to-trough decline

-61.33%

-49.10%

-12.23%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

-13.55%

-12.58%

Max Drawdown (3Y)

Largest decline over 3 years

-33.81%

-13.55%

-20.26%

Max Drawdown (5Y)

Largest decline over 5 years

-35.28%

-38.14%

+2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-61.33%

Current Drawdown

Current decline from peak

-23.25%

-1.35%

-21.90%

Average Drawdown

Average peak-to-trough decline

-14.45%

-8.65%

-5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.30%

5.23%

+5.07%

Volatility

ASR vs. ALIZY - Volatility Comparison

Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) has a higher volatility of 8.54% compared to Allianz SE ADR (ALIZY) at 6.09%. This indicates that ASR's price experiences larger fluctuations and is considered to be riskier than ALIZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRALIZYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

6.09%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

21.56%

15.16%

+6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

26.10%

20.07%

+6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.53%

22.19%

+10.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.82%

27.64%

+7.18%

Dividends

ASR vs. ALIZY - Dividend Comparison

ASR's dividend yield for the trailing twelve months is around 7.64%, more than ALIZY's 4.37% yield.


PositionTTM20252024202320222021202020192018201720162015
ALIZY
Allianz SE ADR
4.37%3.71%4.91%4.70%5.43%4.87%2.95%0.00%0.00%0.00%0.00%0.00%
ASR
Grupo Aeroportuario del Sureste, S. A. B. de C. V.
7.64%12.61%4.68%3.86%3.18%2.00%0.00%2.80%2.29%0.05%0.05%0.52%

Financials

ASR vs. ALIZY - Financials Comparison

This section allows you to compare key financial metrics between Grupo Aeroportuario del Sureste, S. A. B. de C. V. and Allianz SE 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B20222023202420252026
9.02B
31.07B
(ASR) Total Revenue
(ALIZY) Total Revenue
Please note, different currencies. ASR values in MXN, ALIZY values in EUR

ASR vs. ALIZY - Profitability Comparison

The chart below illustrates the profitability comparison between Grupo Aeroportuario del Sureste, S. A. B. de C. V. and Allianz SE ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
53.9%
79.9%
Portfolio components
ASR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Sureste, S. A. B. de C. V. reported a gross profit of 4.86B and revenue of 9.02B. Therefore, the gross margin over that period was 53.9%.

ALIZY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a gross profit of 24.81B and revenue of 31.07B. Therefore, the gross margin over that period was 79.9%.

ASR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Sureste, S. A. B. de C. V. reported an operating income of 4.77B and revenue of 9.02B, resulting in an operating margin of 52.9%.

ALIZY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported an operating income of 5.12B and revenue of 31.07B, resulting in an operating margin of 16.5%.

ASR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Sureste, S. A. B. de C. V. reported a net income of 2.86B and revenue of 9.02B, resulting in a net margin of 31.8%.

ALIZY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a net income of 3.69B and revenue of 31.07B, resulting in a net margin of 11.9%.


Frequently Asked Questions


ASR and ALIZY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASR has higher volatility (8.54%) compared to ALIZY (6.09%). In terms of maximum drawdown, ASR dropped -61.33% vs ALIZY's -49.10%.

ALIZY currently has the higher Sharpe Ratio (0.89 vs -0.13), 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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