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AXA.DE vs. SREN.SW
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

AXA.DE vs. SREN.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA SA (AXA.DE) and Swiss Re AG (SREN.SW). The values are adjusted to include any dividend payments, if applicable.

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AXA.DE vs. SREN.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXA.DE
AXA SA
-2.33%26.57%23.34%19.39%6.51%41.69%-10.97%41.38%-19.59%8.48%
SREN.SW
Swiss Re AG
0.34%6.95%45.38%24.03%7.28%21.36%-17.00%32.42%8.02%-8.41%
Different Trading Currencies

AXA.DE is traded in EUR, while SREN.SW is traded in CHF. To make them comparable, the SREN.SW values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AXA.DE achieves a -2.33% return, which is significantly lower than SREN.SW's 0.34% return. Over the past 10 years, AXA.DE has outperformed SREN.SW with an annualized return of 14.13%, while SREN.SW has yielded a comparatively lower 12.44% annualized return.


AXA.DE

1D
2.42%
1M
-0.74%
YTD
-2.33%
6M
-1.18%
1Y
5.96%
3Y*
19.20%
5Y*
18.73%
10Y*
14.13%

SREN.SW

1D
0.08%
1M
-2.56%
YTD
0.34%
6M
-8.64%
1Y
-6.18%
3Y*
21.38%
5Y*
18.11%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AXA.DE vs. SREN.SW — Risk / Return Rank

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

AXA.DE
AXA.DE Risk / Return Rank: 4646
Overall Rank
AXA.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AXA.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
AXA.DE Omega Ratio Rank: 4242
Omega Ratio Rank
AXA.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
AXA.DE Martin Ratio Rank: 4848
Martin Ratio Rank

SREN.SW
SREN.SW Risk / Return Rank: 2323
Overall Rank
SREN.SW Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SREN.SW Sortino Ratio Rank: 2121
Sortino Ratio Rank
SREN.SW Omega Ratio Rank: 2020
Omega Ratio Rank
SREN.SW Calmar Ratio Rank: 2626
Calmar Ratio Rank
SREN.SW Martin Ratio Rank: 2626
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.

AXA.DE vs. SREN.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA SA (AXA.DE) and Swiss Re AG (SREN.SW). 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.


AXA.DESREN.SWDifference

Sharpe ratio

Return per unit of total volatility

0.27

-0.24

+0.51

Sortino ratio

Return per unit of downside risk

0.47

-0.17

+0.64

Omega ratio

Gain probability vs. loss probability

1.07

0.98

+0.09

Calmar ratio

Return relative to maximum drawdown

0.36

-0.30

+0.66

Martin ratio

Return relative to average drawdown

0.63

-0.59

+1.22

AXA.DE vs. SREN.SW - Sharpe Ratio Comparison

The current AXA.DE Sharpe Ratio is 0.27, which is higher than the SREN.SW Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of AXA.DE and SREN.SW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AXA.DESREN.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

-0.24

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.83

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.54

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.29

-0.33

Correlation

The correlation between AXA.DE and SREN.SW is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AXA.DE vs. SREN.SW - Dividend Comparison

AXA.DE's dividend yield for the trailing twelve months is around 5.35%, more than SREN.SW's 4.56% yield.


TTM20252024202320222021202020192018201720162015
AXA.DE
AXA SA
5.35%5.22%5.78%5.76%5.87%5.44%10.95%5.31%6.66%4.67%4.58%3.74%
SREN.SW
Swiss Re AG
4.56%4.52%4.74%6.05%6.82%6.54%7.08%5.15%5.55%5.32%4.77%4.33%

Drawdowns

AXA.DE vs. SREN.SW - Drawdown Comparison

The maximum AXA.DE drawdown since its inception was -97.07%, which is greater than SREN.SW's maximum drawdown of -87.65%. Use the drawdown chart below to compare losses from any high point for AXA.DE and SREN.SW.


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Drawdown Indicators


AXA.DESREN.SWDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-92.41%

-4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-21.18%

+7.58%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

-26.74%

+2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-50.95%

-53.17%

+2.22%

Current Drawdown

Current decline from peak

-47.98%

-14.78%

-33.20%

Average Drawdown

Average peak-to-trough decline

-81.96%

-30.24%

-51.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.86%

10.93%

-3.07%

Volatility

AXA.DE vs. SREN.SW - Volatility Comparison

AXA SA (AXA.DE) and Swiss Re AG (SREN.SW) have volatilities of 5.82% and 6.10%, 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.


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Volatility by Period


AXA.DESREN.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

6.10%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

16.45%

-3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

22.27%

25.62%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

21.86%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.33%

22.95%

+3.38%

Financials

AXA.DE vs. SREN.SW - Financials Comparison

This section allows you to compare key financial metrics between AXA SA and Swiss Re AG. 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


Please note, different currencies. AXA.DE values in EUR, SREN.SW values in CHF