AXAHY vs. ALIZY

Last updated Apr 1, 2026

Compare and contrast key facts about Axa SA ADR (AXAHY) and Allianz SE ADR (ALIZY).

Performance

AXAHY vs. ALIZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axa SA ADR (AXAHY) and Allianz SE ADR (ALIZY). The values are adjusted to include any dividend payments, if applicable.

AXAHY vs. ALIZY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AXAHY Axa SA ADR	-4.17%	42.15%	15.60%	24.26%	-0.12%	32.10%	-11.25%
ALIZY Allianz SE ADR	-8.61%	56.96%	20.60%	31.20%	-4.34%	0.09%	5.98%

Fundamentals

Market Cap AXAHY : $93.25B ALIZY : $158.33B
EPS AXAHY : $8.43 ALIZY : $2.71
PE Ratio AXAHY : 5.45 ALIZY : 15.49
PEG Ratio AXAHY : 0.37 ALIZY : 1.01
PS Ratio AXAHY : 0.47 ALIZY : 0.89
PB Ratio AXAHY : 1.98 ALIZY : 2.52
Total Revenue (TTM) AXAHY : $206.92B ALIZY : $179.52B
Gross Profit (TTM) AXAHY : $198.36B ALIZY : $179.52B
EBITDA (TTM) AXAHY : $21.17B ALIZY : $0.00

Returns By Period

In the year-to-date period, AXAHY achieves a -4.17% return, which is significantly higher than ALIZY's -8.61% return.

AXAHY

• 1D: 3.83%
• 1M: -5.82%
• YTD: -4.17%
• 6M: -4.07%
• 1Y: 13.43%
• 3Y*: 21.28%
• 5Y*: 17.75%
• 10Y*: 13.13%

ALIZY

• 1D: 3.17%
• 1M: -6.52%
• YTD: -8.61%
• 6M: 0.17%
• 1Y: 14.56%
• 3Y*: 28.31%
• 5Y*: 15.83%
• 10Y*: —

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

Return for Risk

AXAHY vs. ALIZY — Risk / Return Rank

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

AXAHY

AXAHY Risk / Return Rank: 58
AXAHY Sharpe Ratio Rank: 62
AXAHY Sortino Ratio Rank: 53
AXAHY Omega Ratio Rank: 55
AXAHY Calmar Ratio Rank: 60
AXAHY Martin Ratio Rank: 58

ALIZY

ALIZY Risk / Return Rank: 62
ALIZY Sharpe Ratio Rank: 66
ALIZY Sortino Ratio Rank: 56
ALIZY Omega Ratio Rank: 57
ALIZY Calmar Ratio Rank: 65
ALIZY Martin Ratio Rank: 66

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.

AXAHY vs. ALIZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Axa SA ADR (AXAHY) 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.

	AXAHY	ALIZY	Difference
Sharpe ratio Return per unit of total volatility	0.56	0.66	-0.09
Sortino ratio Return per unit of downside risk	0.89	0.99	-0.10
Omega ratio Gain probability vs. loss probability	1.13	1.14	-0.01
Calmar ratio Return relative to maximum drawdown	0.80	1.06	-0.26
Martin ratio Return relative to average drawdown	1.55	2.66	-1.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AXAHY vs. ALIZY - Sharpe Ratio Comparison

The current AXAHY Sharpe Ratio is 0.56, which is comparable to the ALIZY Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of AXAHY and ALIZY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AXAHY	ALIZY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.56	0.66	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.72	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.52	-0.38

Correlation

The correlation between AXAHY and ALIZY is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AXAHY vs. ALIZY - Dividend Comparison

AXAHY's dividend yield for the trailing twelve months is around 5.33%, more than ALIZY's 4.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AXAHY Axa SA ADR	5.33%	5.10%	5.91%	5.50%	6.00%	5.70%	3.45%	5.36%	7.26%	4.26%	4.96%	3.90%
ALIZY Allianz SE ADR	4.06%	3.71%	4.91%	4.70%	5.43%	4.87%	2.95%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AXAHY vs. ALIZY - Drawdown Comparison

The maximum AXAHY drawdown since its inception was -89.17%, which is greater than ALIZY's maximum drawdown of -49.10%. Use the drawdown chart below to compare losses from any high point for AXAHY and ALIZY.

Drawdown Indicators

	AXAHY	ALIZY	Difference
Max Drawdown Largest peak-to-trough decline	-89.17%	-49.10%	-40.07%
Max Drawdown (1Y) Largest decline over 1 year	-15.11%	-13.55%	-1.56%
Max Drawdown (5Y) Largest decline over 5 years	-32.38%	-38.35%	+5.97%
Max Drawdown (10Y) Largest decline over 10 years	-56.26%	—	—
Current Drawdown Current decline from peak	-9.30%	-8.98%	-0.32%
Average Drawdown Average peak-to-trough decline	-43.35%	-8.86%	-34.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.80%	5.38%	+2.42%

Volatility

AXAHY vs. ALIZY - Volatility Comparison

Axa SA ADR (AXAHY) and Allianz SE ADR (ALIZY) have volatilities of 7.85% and 7.90%, 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

	AXAHY	ALIZY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.85%	7.90%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	14.39%	14.02%	+0.37%
Volatility (1Y) Calculated over the trailing 1-year period	23.97%	22.29%	+1.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.92%	22.01%	+1.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.26%	27.83%	+0.43%

Financials