PortfoliosLab logoPortfoliosLab logo
AXAHY vs. ARZGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AXAHY vs. ARZGY - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, AXAHY achieves a 7.75% return, which is significantly lower than ARZGY's 21.77% return. Over the past 10 years, AXAHY has underperformed ARZGY with an annualized return of 15.55%, while ARZGY has yielded a comparatively higher 19.02% annualized return.


AXAHY

1D
0.81%
1M
5.06%
YTD
7.75%
6M
6.92%
1Y
5.46%
3Y*
26.26%
5Y*
20.58%
10Y*
15.55%

ARZGY

1D
0.37%
1M
8.34%
YTD
21.77%
6M
20.39%
1Y
47.84%
3Y*
41.22%
5Y*
25.79%
10Y*
19.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXAHY vs. ARZGY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXAHY
Axa SA ADR
7.75%42.15%15.60%24.26%-0.12%32.10%-11.41%39.57%-23.77%23.28%
ARZGY
Assicurazioni Generali SpA ADR
21.77%54.48%40.64%24.14%-10.87%28.86%-14.12%28.32%-4.59%36.49%

Correlation

The correlation between AXAHY and ARZGY is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since May 12, 2009

0.31

Over the past year, AXAHY and ARZGY have become more correlated (0.64) than their long-term average of 0.31, meaning their price movements have been converging.

Fundamentals

Market Cap

AXAHY:

$99.00B

ARZGY:

$75.69B

EPS

AXAHY:

€8.43

ARZGY:

€2.57

PE Ratio

AXAHY:

5.05

ARZGY:

8.32

PEG Ratio

AXAHY:

0.34

ARZGY:

0.19

PS Ratio

AXAHY:

0.43

ARZGY:

0.56

PB Ratio

AXAHY:

1.83

ARZGY:

2.07

Total Revenue (TTM)

AXAHY:

€206.92B

ARZGY:

€117.75B

Gross Profit (TTM)

AXAHY:

€198.36B

ARZGY:

€117.75B

EBITDA (TTM)

AXAHY:

€21.17B

ARZGY:

€14.58B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AXAHY vs. ARZGY — Risk / Return Rank

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

AXAHY
AXAHY Risk / Return Rank: 4848
Overall Rank
AXAHY Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AXAHY Sortino Ratio Rank: 4343
Sortino Ratio Rank
AXAHY Omega Ratio Rank: 4343
Omega Ratio Rank
AXAHY Calmar Ratio Rank: 5151
Calmar Ratio Rank
AXAHY Martin Ratio Rank: 5050
Martin Ratio Rank

ARZGY
ARZGY Risk / Return Rank: 9191
Overall Rank
ARZGY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ARZGY Sortino Ratio Rank: 9191
Sortino Ratio Rank
ARZGY Omega Ratio Rank: 8989
Omega Ratio Rank
ARZGY Calmar Ratio Rank: 9090
Calmar Ratio Rank
ARZGY Martin Ratio Rank: 9090
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.

AXAHY vs. ARZGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Axa SA ADR (AXAHY) and Assicurazioni Generali SpA ADR (ARZGY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AXAHYARZGYDifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

1.06

1.40

-0.34

Calmar ratioReturn relative to maximum drawdown

0.36

4.48

-4.12

Martin ratioReturn relative to average drawdown

0.69

11.79

-11.10

AXAHY vs. ARZGY - Sharpe Ratio Comparison

The current AXAHY Sharpe Ratio is 0.26, which is lower than the ARZGY Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of AXAHY and ARZGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AXAHY vs. ARZGY - Drawdown Comparison

The maximum AXAHY drawdown since its inception was -89.17%, which is greater than ARZGY's maximum drawdown of -51.13%. Use the drawdown chart below to compare losses from any high point for AXAHY and ARZGY.


Loading charts...

Drawdown Indicators


AXAHYARZGYDifference

Max Drawdown

Largest peak-to-trough decline

-89.17%

-51.13%

-38.04%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-10.72%

-4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.44%

-10.72%

-5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-32.38%

-39.90%

+7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-56.26%

-51.13%

-5.13%

Current Drawdown

Current decline from peak

-0.83%

-1.09%

+0.26%

Average Drawdown

Average peak-to-trough decline

-43.05%

-13.92%

-29.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

4.07%

+3.88%

Volatility

AXAHY vs. ARZGY - Volatility Comparison

The current volatility for Axa SA ADR (AXAHY) is 5.62%, while Assicurazioni Generali SpA ADR (ARZGY) has a volatility of 5.96%. This indicates that AXAHY experiences smaller price fluctuations and is considered to be less risky than ARZGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AXAHYARZGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

5.96%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.71%

14.85%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

19.87%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.09%

23.50%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.12%

29.46%

-1.34%

Dividends

AXAHY vs. ARZGY - Dividend Comparison

AXAHY's dividend yield for the trailing twelve months is around 5.56%, more than ARZGY's 3.94% yield.


PositionTTM20252024202320222021202020192018201720162015
ARZGY
Assicurazioni Generali SpA ADR
3.94%3.75%4.91%4.00%6.43%6.29%2.04%3.15%4.04%7.97%11.37%0.00%
AXAHY
Axa SA ADR
5.56%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. ARZGY - Financials Comparison

This section allows you to compare key financial metrics between Axa SA ADR and Assicurazioni Generali SpA 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
70.40B
34.35B
(AXAHY) Total Revenue
(ARZGY) Total Revenue
Values in EUR except per share items

AXAHY vs. ARZGY - Profitability Comparison

The chart below illustrates the profitability comparison between Axa SA ADR and Assicurazioni Generali SpA ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
100.0%
Portfolio components
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%.

ARZGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Assicurazioni Generali SpA ADR reported a gross profit of 34.35B and revenue of 34.35B. Therefore, the gross margin over that period was 100.0%.

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%.

ARZGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Assicurazioni Generali SpA ADR reported an operating income of 2.88B and revenue of 34.35B, resulting in an operating margin of 8.4%.

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%.

ARZGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Assicurazioni Generali SpA ADR reported a net income of 2.01B and revenue of 34.35B, resulting in a net margin of 5.8%.


Frequently Asked Questions


AXAHY and ARZGY have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARZGY has higher volatility (5.96%) compared to AXAHY (5.62%). In terms of maximum drawdown, AXAHY dropped -89.17% vs ARZGY's -51.13%.

ARZGY currently has the higher Sharpe Ratio (2.42 vs 0.26), 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.

Portfolio Optimizer

Find the right allocation for AXAHY and ARZGY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer