AV.L vs. AVVIY

In the year-to-date period, AV.L achieves a 37.65% return, which is significantly lower than AVVIY's 49.62% return. Over the past 10 years, AV.L has outperformed AVVIY with an annualized return of 7.18%, while AVVIY has yielded a comparatively lower 6.60% annualized return.

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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.

The current AV.L Sharpe Ratio is 1.79, which is comparable to the AVVIY Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of AV.L and AVVIY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AV.L's dividend yield for the trailing twelve months is around 5.81%, more than AVVIY's 5.40% yield.

The maximum AV.L drawdown since its inception was -57.98%, smaller than the maximum AVVIY drawdown of -64.66%. Use the drawdown chart below to compare losses from any high point for AV.L and AVVIY.

The current volatility for Aviva plc (AV.L) is 4.81%, while Aviva plc (AVVIY) has a volatility of 6.24%. This indicates that AV.L experiences smaller price fluctuations and is considered to be less risky than AVVIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Aviva plc and Aviva plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.