AXAHY vs. SZLMY
AXAHY (AXA SA ADR) and SZLMY (Swiss Life Holding AG ADR) are both stocks. Both operate in the Insurance - Diversified industry within the Financial Services sector. Over the past 5 years, AXAHY returned 21.73%/yr vs 23.80%/yr for SZLMY. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
AXAHY vs. SZLMY - Performance Comparison
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Returns By Period
In the year-to-date period, AXAHY achieves a 14.32% return, which is significantly higher than SZLMY's 6.45% return.
AXAHY
- 1D
- -0.59%
- 1M
- 3.31%
- 6M
- 19.94%
- YTD
- 14.32%
- 1Y
- 20.18%
- 3Y*
- 26.16%
- 5Y*
- 21.73%
- 10Y*
- 16.68%
- ALL TIME*
- 6.15%
SZLMY
- 1D
- -0.18%
- 1M
- 6.25%
- 6M
- 12.41%
- YTD
- 6.45%
- 1Y
- 19.74%
- 3Y*
- 28.72%
- 5Y*
- 23.80%
- 10Y*
- —
- ALL TIME*
- 18.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AXAHY AXA SA ADR | $3.24M | $4.04M | $7.75M |
| $370.71K | $379.57K | $647.97K |
AXAHY vs. SZLMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AXAHY AXA SA ADR | 14.32% | 42.15% | 15.60% | 24.26% | -0.12% | 32.10% | -11.41% | 39.57% | -23.77% | -1.43% |
SZLMY Swiss Life Holding AG ADR | 6.45% | 54.33% | 17.54% | 44.47% | -12.51% | 37.89% | -7.06% | 35.51% | 14.50% | -6.15% |
Correlation
The correlation between AXAHY and SZLMY is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2017 | 0.37 |
Over the past year, AXAHY and SZLMY have become more correlated (0.59) than their long-term average of 0.37, meaning their price movements have been converging.
Fundamentals
AXAHY:
$106.61B
SZLMY:
$33.78B
AXAHY:
€8.71
SZLMY:
CHF 4.39
AXAHY:
5.16
SZLMY:
10.88
AXAHY:
0.35
SZLMY:
7.36
AXAHY:
0.44
SZLMY:
0.65
AXAHY:
1.93
SZLMY:
3.77
AXAHY:
€206.92B
SZLMY:
CHF 40.81B
AXAHY:
€198.36B
SZLMY:
CHF 42.70B
AXAHY:
€21.17B
SZLMY:
CHF 2.13B
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Return for Risk
AXAHY vs. SZLMY — Risk / Return Rank
AXAHY
SZLMY
AXAHY vs. SZLMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA SA ADR (AXAHY) and Swiss Life Holding AG ADR (SZLMY). 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.
| AXAHY | SZLMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.35 | -0.51 |
| Martin ratioReturn relative to average drawdown | 1.61 | 3.17 | -1.56 |
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Drawdowns
AXAHY vs. SZLMY - Drawdown Comparison
The maximum AXAHY drawdown since its inception was -89.17%, which is greater than SZLMY's maximum drawdown of -50.48%. Use the drawdown chart below to compare losses from any high point for AXAHY and SZLMY.
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Drawdown Indicators
| AXAHY | SZLMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.17% | -50.48% | -38.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -13.36% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.44% | -13.36% | -3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -32.38% | -35.97% | +3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -56.26% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | -0.18% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -42.89% | -8.27% | -34.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 5.69% | +2.22% |
Volatility
AXAHY vs. SZLMY - Volatility Comparison
The current volatility for AXA SA ADR (AXAHY) is 2.79%, while Swiss Life Holding AG ADR (SZLMY) has a volatility of 6.13%. This indicates that AXAHY experiences smaller price fluctuations and is considered to be less risky than SZLMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AXAHY | SZLMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 6.13% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 16.52% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.08% | 22.98% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 32.28% | -8.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 36.65% | -9.59% |
Dividends
AXAHY vs. SZLMY - Dividend Comparison
AXAHY's dividend yield for the trailing twelve months is around 5.24%, more than SZLMY's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXAHY AXA SA ADR | 5.24% | 5.10% | 5.91% | 5.50% | 6.00% | 5.70% | 3.45% | 5.36% | 7.26% | 4.26% | 4.96% | 3.90% |
SZLMY Swiss Life Holding AG ADR | 3.91% | 3.54% | 4.63% | 4.56% | 5.29% | 2.22% | 3.04% | 0.00% | 3.49% | 0.00% | 0.00% | 0.00% |
Financials
AXAHY vs. SZLMY - Financials Comparison
This section allows you to compare key financial metrics between AXA SA ADR and Swiss Life Holding AG 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. SZLMY - Profitability Comparison
AXAHY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
SZLMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Swiss Life Holding AG ADR reported a gross profit of 22.53B and revenue of 22.53B. 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 Aug 2026, AXA SA ADR reported an operating income of 0.00 and revenue of 70.40B, resulting in an operating margin of 0.0%.
SZLMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Swiss Life Holding AG ADR reported an operating income of 0.00 and revenue of 22.53B, resulting in an operating margin of 0.0%.
AXAHY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, AXA SA ADR reported a net income of 5.86B and revenue of 70.40B, resulting in a net margin of 8.3%.
SZLMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Swiss Life Holding AG ADR reported a net income of 648.60M and revenue of 22.53B, resulting in a net margin of 2.9%.
Frequently Asked Questions
AXAHY and SZLMY have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SZLMY has higher volatility (6.13%) compared to AXAHY (2.79%). In terms of maximum drawdown, AXAHY dropped -89.17% vs SZLMY's -50.48%.
SZLMY currently has the higher Sharpe Ratio (0.79 vs 0.60), 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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