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AZM.MI vs. FBK.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AZM.MI vs. FBK.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Azimut Holding S.p.A (AZM.MI) and FinecoBank Banca Fineco SpA (FBK.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AZM.MI achieves a 4.50% return, which is significantly lower than FBK.MI's 7.59% return. Both investments have delivered pretty close results over the past 10 years, with AZM.MI having a 18.54% annualized return and FBK.MI not far ahead at 18.84%.


AZM.MI

1D
-1.73%
1M
-6.10%
6M
1.22%
YTD
4.50%
1Y
24.54%
3Y*
28.23%
5Y*
18.46%
10Y*
18.54%
ALL TIME*
13.03%

FBK.MI

1D
0.44%
1M
0.04%
6M
5.78%
YTD
7.59%
1Y
28.55%
3Y*
23.57%
5Y*
15.25%
10Y*
18.84%
ALL TIME*
19.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AZM.MI vs. FBK.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AZM.MI
Azimut Holding S.p.A
4.50%59.18%8.64%20.72%-9.31%45.97%-10.38%149.25%-28.68%6.83%
FBK.MI
FinecoBank Banca Fineco SpA
7.59%37.50%29.23%-8.88%3.73%18.93%25.35%24.87%5.85%67.60%

Correlation

The correlation between AZM.MI and FBK.MI is 0.60, 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

0.60

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

0.62

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

0.63

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2014

0.57

The correlation between AZM.MI and FBK.MI has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.

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Return for Risk

AZM.MI vs. FBK.MI — Risk / Return Rank

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

AZM.MI
AZM.MI Risk / Return Rank: 7373
Overall Rank
AZM.MI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AZM.MI Sortino Ratio Rank: 6969
Sortino Ratio Rank
AZM.MI Omega Ratio Rank: 7070
Omega Ratio Rank
AZM.MI Calmar Ratio Rank: 7575
Calmar Ratio Rank
AZM.MI Martin Ratio Rank: 7979
Martin Ratio Rank

FBK.MI
FBK.MI Risk / Return Rank: 7575
Overall Rank
FBK.MI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FBK.MI Sortino Ratio Rank: 7373
Sortino Ratio Rank
FBK.MI Omega Ratio Rank: 7373
Omega Ratio Rank
FBK.MI Calmar Ratio Rank: 7373
Calmar Ratio Rank
FBK.MI Martin Ratio Rank: 7676
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.

AZM.MI vs. FBK.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Azimut Holding S.p.A (AZM.MI) and FinecoBank Banca Fineco SpA (FBK.MI). 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.


AZM.MIFBK.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.19

1.21

-0.03

Calmar ratioReturn relative to maximum drawdown

1.64

1.42

+0.23

Martin ratioReturn relative to average drawdown

4.84

4.00

+0.84

AZM.MI vs. FBK.MI - Sharpe Ratio Comparison

The current AZM.MI Sharpe Ratio is 0.94, which is comparable to the FBK.MI Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of AZM.MI and FBK.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AZM.MI vs. FBK.MI - Drawdown Comparison

The maximum AZM.MI drawdown since its inception was -77.74%, which is greater than FBK.MI's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for AZM.MI and FBK.MI.


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Drawdown Indicators


AZM.MIFBK.MIDifference

Max Drawdown

Largest peak-to-trough decline

-77.74%

-42.81%

-34.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-20.14%

+5.21%

Max Drawdown (3Y)

Largest decline over 3 years

-24.14%

-24.56%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-44.58%

-36.37%

-8.21%

Max Drawdown (10Y)

Largest decline over 10 years

-55.89%

-42.81%

-13.08%

Current Drawdown

Current decline from peak

-7.94%

-1.58%

-6.36%

Average Drawdown

Average peak-to-trough decline

-25.07%

-10.96%

-14.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.07%

7.13%

-2.06%

Volatility

AZM.MI vs. FBK.MI - Volatility Comparison

Azimut Holding S.p.A (AZM.MI) has a higher volatility of 6.70% compared to FinecoBank Banca Fineco SpA (FBK.MI) at 5.98%. This indicates that AZM.MI's price experiences larger fluctuations and is considered to be riskier than FBK.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AZM.MIFBK.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

5.98%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

20.62%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

26.19%

25.13%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.19%

30.45%

-3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.34%

31.04%

-0.70%

Dividends

AZM.MI vs. FBK.MI - Dividend Comparison

AZM.MI's dividend yield for the trailing twelve months is around 5.68%, more than FBK.MI's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
AZM.MI
Azimut Holding S.p.A
5.68%4.90%4.17%5.58%6.30%4.11%5.71%5.70%10.99%6.92%10.45%0.47%
FBK.MI
FinecoBank Banca Fineco SpA
3.43%3.33%4.11%3.61%2.51%3.43%0.00%2.83%3.25%3.28%4.78%2.62%

Financials

AZM.MI vs. FBK.MI - Financials Comparison

This section allows you to compare key financial metrics between Azimut Holding S.p.A and FinecoBank Banca Fineco SpA. 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


Values in EUR except per share items

Frequently Asked Questions


AZM.MI and FBK.MI have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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