AV.L vs. AVVIY

Last updated Jun 4, 2026

AV.L (Aviva plc) and AVVIY (Aviva plc) are both stocks. Both operate in the Insurance - Diversified industry within the Financial Services sector. Over the past 10 years, AV.L returned 11.07%/yr vs 9.67%/yr for AVVIY. Their correlation of 0.82 suggests significant overlap in exposure.

Performance

AV.L vs. AVVIY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Aviva plc (AV.L) and Aviva plc (AVVIY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

AV.L is traded in GBp, while AVVIY is traded in USD. To make them comparable, the AVVIY values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, AV.L achieves a -7.73% return, which is significantly higher than AVVIY's -9.43% return. Over the past 10 years, AV.L has outperformed AVVIY with an annualized return of 11.07%, while AVVIY has yielded a comparatively lower 9.67% annualized return.

AV.L

• 1D: -0.98%
• 1M: -3.55%
• YTD: -7.73%
• 6M: -1.08%
• 1Y: 4.50%
• 3Y*: 22.25%
• 5Y*: 16.31%
• 10Y*: 11.07%

AVVIY

• 1D: -1.22%
• 1M: -2.67%
• YTD: -9.43%
• 6M: -2.38%
• 1Y: 3.15%
• 3Y*: 21.83%
• 5Y*: 15.11%
• 10Y*: 9.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AV.L vs. AVVIY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AV.L Aviva plc	-7.73%	56.31%	15.75%	6.36%	16.85%	35.20%	-17.94%	23.37%	-19.90%	10.95%
AVVIY Aviva plc	-9.43%	56.88%	17.69%	5.68%	13.61%	33.73%	-19.25%	20.54%	-23.43%	15.25%

Correlation

The correlation between AV.L and AVVIY is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.82

The correlation between AV.L and AVVIY has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

Fundamentals

Market Cap AV.L : £22.65B AVVIY : $23.45B
EPS AV.L : £0.49 AVVIY : $1.23
PE Ratio AV.L : 12.37 AVVIY : 13.19
PEG Ratio AV.L : 0.44 AVVIY : 0.22
PS Ratio AV.L : 0.24 AVVIY : 0.25
PB Ratio AV.L : 2.34 AVVIY : 2.19
Total Revenue (TTM) AV.L : £80.81B AVVIY : $89.20B
Gross Profit (TTM) AV.L : £84.57B AVVIY : $90.61B
EBITDA (TTM) AV.L : £2.85B AVVIY : $3.64B

Return for Risk

AV.L vs. AVVIY — Risk / Return Rank

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

AV.L

AV.L Risk / Return Rank: 46
AV.L Sharpe Ratio Rank: 49
AV.L Sortino Ratio Rank: 40
AV.L Omega Ratio Rank: 40
AV.L Calmar Ratio Rank: 49
AV.L Martin Ratio Rank: 50

AVVIY

AVVIY Risk / Return Rank: 42
AVVIY Sharpe Ratio Rank: 45
AVVIY Sortino Ratio Rank: 37
AVVIY Omega Ratio Rank: 37
AVVIY Calmar Ratio Rank: 45
AVVIY Martin Ratio Rank: 45

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.

AV.L vs. AVVIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aviva plc (AV.L) and Aviva plc (AVVIY). 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.

	AV.L	AVVIY	Difference
Sharpe ratio: Return per unit of total volatility	0.22	0.15	+0.07
Sortino ratio: Return per unit of downside risk	0.41	0.33	+0.08
Omega ratio: Gain probability vs. loss probability	1.06	1.04	+0.01
Calmar ratio: Return relative to maximum drawdown	0.38	0.24	+0.14
Martin ratio: Return relative to average drawdown	0.88	0.55	+0.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AV.L vs. AVVIY - Sharpe Ratio Comparison

The current AV.L Sharpe Ratio is 0.22, which is higher than the AVVIY Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of AV.L and AVVIY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AV.L	AVVIY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.22	0.15	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.68	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.37	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.31	+0.05

Drawdowns

AV.L vs. AVVIY - Drawdown Comparison

The maximum AV.L drawdown since its inception was -56.61%, roughly equal to the maximum AVVIY drawdown of -58.10%. Use the drawdown chart below to compare losses from any high point for AV.L and AVVIY.

Drawdown Indicators

	AV.L	AVVIY	Difference
Max Drawdown Largest peak-to-trough decline	-56.61%	-58.10%	+1.49%
Max Drawdown (1Y) Largest decline over 1 year	-11.93%	-13.26%	+1.33%
Max Drawdown (3Y) Largest decline over 3 years	-12.20%	-13.26%	+1.06%
Max Drawdown (5Y) Largest decline over 5 years	-18.28%	-18.82%	+0.54%
Max Drawdown (10Y) Largest decline over 10 years	-56.61%	-58.10%	+1.49%
Current Drawdown Current decline from peak	-8.82%	-10.68%	+1.86%
Average Drawdown Average peak-to-trough decline	-11.03%	-11.83%	+0.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.09%	5.72%	-0.63%

Volatility

AV.L vs. AVVIY - Volatility Comparison

Aviva plc (AV.L) and Aviva plc (AVVIY) have volatilities of 6.07% and 6.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AV.L	AVVIY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.07%	6.14%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	16.06%	15.74%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	20.34%	20.98%	-0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.22%	22.54%	-0.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.88%	26.86%	-0.98%

Dividends

AV.L vs. AVVIY - Dividend Comparison

AV.L's dividend yield for the trailing twelve months is around 6.50%, which matches AVVIY's 6.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AV.L Aviva plc	6.50%	5.39%	7.30%	7.32%	6.69%	6.93%	5.32%	9.62%	10.02%	6.38%	5.88%	4.90%
AVVIY Aviva plc	6.50%	5.09%	7.38%	7.07%	5.78%	5.10%	3.66%	6.65%	7.70%	7.47%	4.66%	0.00%

Financials

Frequently Asked Questions

Can I hold both AV.L and AVVIY in my portfolio?

AV.L and AVVIY have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.