CMWAY vs. ALIZY
Compare and contrast key facts about Commonwealth Bank of Australia PK (CMWAY) and Allianz SE ADR (ALIZY).
Performance
CMWAY vs. ALIZY - Performance Comparison
Loading graphics...
CMWAY vs. ALIZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CMWAY Commonwealth Bank of Australia PK | 12.25% | 14.67% | 30.16% | 14.01% | -1.83% | 21.14% | 18.06% |
ALIZY Allianz SE ADR | -8.61% | 56.96% | 20.60% | 31.20% | -4.34% | 0.09% | 5.98% |
Fundamentals
CMWAY:
$197.68B
ALIZY:
$158.33B
CMWAY:
$11.73
ALIZY:
$2.71
CMWAY:
10.06
ALIZY:
15.49
CMWAY:
1.97
ALIZY:
1.01
CMWAY:
1.69
ALIZY:
0.89
CMWAY:
2.56
ALIZY:
2.52
CMWAY:
$116.83B
ALIZY:
$179.52B
CMWAY:
$77.16B
ALIZY:
$179.52B
CMWAY:
$15.17B
ALIZY:
$0.00
Returns By Period
In the year-to-date period, CMWAY achieves a 12.25% return, which is significantly higher than ALIZY's -8.61% return.
CMWAY
- 1D
- 1.72%
- 1M
- -5.06%
- YTD
- 12.25%
- 6M
- 8.69%
- 1Y
- 28.11%
- 3Y*
- 25.71%
- 5Y*
- 16.50%
- 10Y*
- 13.12%
ALIZY
- 1D
- 3.17%
- 1M
- -6.52%
- YTD
- -8.61%
- 6M
- 0.17%
- 1Y
- 14.56%
- 3Y*
- 28.31%
- 5Y*
- 15.83%
- 10Y*
- —
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
CMWAY vs. ALIZY — Risk / Return Rank
CMWAY
ALIZY
CMWAY vs. ALIZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Commonwealth Bank of Australia PK (CMWAY) 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.
| CMWAY | ALIZY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.66 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.48 | 0.99 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.06 | +0.32 |
Martin ratioReturn relative to average drawdown | 2.91 | 2.66 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CMWAY | ALIZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.66 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.72 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.52 | -0.08 |
Correlation
The correlation between CMWAY and ALIZY is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CMWAY vs. ALIZY - Dividend Comparison
CMWAY's dividend yield for the trailing twelve months is around 2.85%, less than ALIZY's 4.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMWAY Commonwealth Bank of Australia PK | 2.85% | 2.92% | 3.19% | 3.96% | 3.89% | 3.52% | 3.20% | 5.24% | 6.36% | 7.63% | 10.91% | 5.13% |
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
CMWAY vs. ALIZY - Drawdown Comparison
The maximum CMWAY drawdown since its inception was -47.71%, roughly equal to the maximum ALIZY drawdown of -49.10%. Use the drawdown chart below to compare losses from any high point for CMWAY and ALIZY.
Loading graphics...
Drawdown Indicators
| CMWAY | ALIZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.71% | -49.10% | +1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -13.55% | -8.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -38.35% | +11.96% |
Max Drawdown (10Y)Largest decline over 10 years | -47.71% | — | — |
Current DrawdownCurrent decline from peak | -7.70% | -8.98% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -9.65% | -8.86% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.28% | 5.38% | +4.90% |
Volatility
CMWAY vs. ALIZY - Volatility Comparison
Commonwealth Bank of Australia PK (CMWAY) has a higher volatility of 9.99% compared to Allianz SE ADR (ALIZY) at 7.90%. This indicates that CMWAY'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.
Loading graphics...
Volatility by Period
| CMWAY | ALIZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.99% | 7.90% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 19.58% | 14.02% | +5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.51% | 22.29% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.44% | 22.01% | +3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.95% | 27.83% | -0.88% |
Financials
CMWAY vs. ALIZY - Financials Comparison
This section allows you to compare key financial metrics between Commonwealth Bank of Australia PK 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