AXAHY vs. ALIZY
AXAHY (Axa SA ADR) and ALIZY (Allianz SE ADR) are both stocks. Both operate in the Insurance - Diversified industry within the Financial Services sector. Over the past 5 years, AXAHY returned 16.68%/yr vs 15.42%/yr for ALIZY. Their correlation of 0.80 suggests significant overlap in exposure.
Performance
AXAHY vs. ALIZY - Performance Comparison
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Returns By Period
In the year-to-date period, AXAHY achieves a -0.47% return, which is significantly higher than ALIZY's -2.98% return.
AXAHY
- 1D
- -2.15%
- 1M
- 1.58%
- YTD
- -0.47%
- 6M
- 7.12%
- 1Y
- -0.86%
- 3Y*
- 22.24%
- 5Y*
- 16.68%
- 10Y*
- 12.27%
ALIZY
- 1D
- -2.19%
- 1M
- 1.55%
- YTD
- -2.98%
- 6M
- 4.62%
- 1Y
- 11.83%
- 3Y*
- 29.66%
- 5Y*
- 15.42%
- 10Y*
- —
AXAHY vs. ALIZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AXAHY Axa SA ADR | -0.47% | 42.15% | 15.60% | 24.26% | -0.12% | 32.10% | -11.25% |
ALIZY Allianz SE ADR | -2.98% | 56.96% | 20.60% | 31.20% | -4.34% | 0.09% | 5.98% |
Correlation
The correlation between AXAHY and ALIZY is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2020 | 0.80 |
The correlation between AXAHY and ALIZY has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
Fundamentals
AXAHY:
$91.45B
ALIZY:
$163.19B
AXAHY:
$8.43
ALIZY:
$3.16
AXAHY:
5.35
ALIZY:
13.53
AXAHY:
0.36
ALIZY:
0.94
AXAHY:
0.46
ALIZY:
1.15
AXAHY:
1.94
ALIZY:
2.48
AXAHY:
$206.92B
ALIZY:
$141.95B
AXAHY:
$198.36B
ALIZY:
$116.91B
AXAHY:
$21.17B
ALIZY:
$1.56B
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Return for Risk
AXAHY vs. ALIZY — Risk / Return Rank
AXAHY
ALIZY
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 ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.12 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 0.88 | -0.93 |
| Martin ratioReturn relative to average drawdown | -0.11 | 2.27 | -2.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AXAHY | ALIZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.59 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.70 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.54 | -0.40 |
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.
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Drawdown Indicators
| AXAHY | ALIZY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -16.44% | -13.55% | -2.89% |
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 DrawdownCurrent decline from peak | -5.79% | -5.78% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -43.12% | -8.68% | -34.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 5.22% | +2.71% |
Volatility
AXAHY vs. ALIZY - Volatility Comparison
Axa SA ADR (AXAHY) has a higher volatility of 7.86% compared to Allianz SE ADR (ALIZY) at 7.28%. This indicates that AXAHY'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
| AXAHY | ALIZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 7.28% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 15.48% | 15.26% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.28% | 20.02% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 22.18% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.22% | 27.70% | +0.52% |
Dividends
AXAHY vs. ALIZY - Dividend Comparison
AXAHY's dividend yield for the trailing twelve months is around 6.02%, more than ALIZY's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 4.58% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AXAHY Axa SA ADR | 6.02% | 5.10% | 5.91% | 5.50% | 6.00% | 5.70% | 3.45% | 5.36% | 7.26% | 4.26% | 4.96% | 3.90% |
Financials
AXAHY vs. ALIZY - Financials Comparison
This section allows you to compare key financial metrics between Axa SA ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
AXAHY vs. ALIZY - Profitability Comparison
AXAHY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Axa SA ADR reported a gross profit of 70.40B and revenue of 70.40B. Therefore, the gross margin over that period was 100.0%.
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%.
AXAHY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Axa SA ADR reported an operating income of 0.00 and revenue of 70.40B, resulting in an operating margin of 0.0%.
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%.
AXAHY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Axa SA ADR reported a net income of 5.86B and revenue of 70.40B, resulting in a net margin of 8.3%.
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
AXAHY and ALIZY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AXAHY has higher volatility (7.86%) compared to ALIZY (7.28%). In terms of maximum drawdown, AXAHY dropped -89.17% vs ALIZY's -49.10%.
ALIZY currently has the higher Sharpe Ratio (0.59 vs -0.04), 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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