EMBJ vs. ALIZY
EMBJ (Embraer S.A) and ALIZY (Allianz SE ADR) are both stocks. EMBJ operates in Aerospace & Defense (Industrials), while ALIZY operates in Insurance - Diversified (Financial Services). Over the past 5 years, EMBJ returned 37.26%/yr vs 20.62%/yr for ALIZY. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
EMBJ vs. ALIZY - Performance Comparison
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Returns By Period
In the year-to-date period, EMBJ achieves a 7.20% return, which is significantly lower than ALIZY's 13.07% return.
EMBJ
- 1D
- 0.32%
- 1M
- 6.58%
- 6M
- -6.07%
- YTD
- 7.20%
- 1Y
- 22.43%
- 3Y*
- 64.46%
- 5Y*
- 37.26%
- 10Y*
- 15.11%
- ALL TIME*
- 6.43%
ALIZY
- 1D
- -0.18%
- 1M
- 3.93%
- 6M
- 18.04%
- YTD
- 13.07%
- 1Y
- 34.43%
- 3Y*
- 34.15%
- 5Y*
- 20.62%
- 10Y*
- —
- ALL TIME*
- 17.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ALIZY Allianz SE ADR | $10.66M | $10.78M | $11.47M |
EMBJ Embraer S.A | $77.96M | $64.53M | $86.24M |
EMBJ vs. ALIZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMBJ Embraer S.A | 7.20% | 77.16% | 98.81% | 68.80% | -38.42% | 160.65% | -66.03% |
ALIZY Allianz SE ADR | 13.07% | 56.96% | 20.60% | 31.20% | -4.34% | 0.09% | 5.98% |
Correlation
The correlation between EMBJ and ALIZY is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2020 | 0.38 |
The correlation between EMBJ and ALIZY shifts across timeframes, from 0.27 (3 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
EMBJ:
$12.54B
ALIZY:
$189.21B
EMBJ:
$1.71
ALIZY:
€3.17
EMBJ:
39.92
ALIZY:
13.64
EMBJ:
1.80
ALIZY:
0.94
EMBJ:
1.57
ALIZY:
1.16
EMBJ:
3.76
ALIZY:
2.51
EMBJ:
$7.95B
ALIZY:
€141.95B
EMBJ:
$1.40B
ALIZY:
€116.91B
EMBJ:
$602.35M
ALIZY:
€1.56B
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Return for Risk
EMBJ vs. ALIZY — Risk / Return Rank
EMBJ
ALIZY
EMBJ vs. ALIZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Embraer S.A (EMBJ) 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.
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.
| EMBJ | ALIZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 2.34 | -1.69 |
| Martin ratioReturn relative to average drawdown | 1.38 | 6.25 | -4.87 |
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Drawdowns
EMBJ vs. ALIZY - Drawdown Comparison
The maximum EMBJ drawdown since its inception was -90.53%, which is greater than ALIZY's maximum drawdown of -49.10%. Use the drawdown chart below to compare losses from any high point for EMBJ and ALIZY.
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Drawdown Indicators
| EMBJ | ALIZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.53% | -49.10% | -41.43% |
Max Drawdown (1Y)Largest decline over 1 year | -32.21% | -13.55% | -18.66% |
Max Drawdown (3Y)Largest decline over 3 years | -32.21% | -13.55% | -18.66% |
Max Drawdown (5Y)Largest decline over 5 years | -57.20% | -37.72% | -19.48% |
Max Drawdown (10Y)Largest decline over 10 years | -85.26% | — | — |
Current DrawdownCurrent decline from peak | -13.63% | -0.18% | -13.45% |
Average DrawdownAverage peak-to-trough decline | -40.16% | -8.49% | -31.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.15% | 5.07% | +10.08% |
Volatility
EMBJ vs. ALIZY - Volatility Comparison
Embraer S.A (EMBJ) has a higher volatility of 10.26% compared to Allianz SE ADR (ALIZY) at 4.29%. This indicates that EMBJ'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
| EMBJ | ALIZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 4.29% | +5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 35.05% | 15.19% | +19.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.62% | 19.56% | +22.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.40% | 22.07% | +24.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.51% | 27.44% | +22.07% |
Dividends
EMBJ vs. ALIZY - Dividend Comparison
EMBJ's dividend yield for the trailing twelve months is around 1.66%, less than ALIZY's 3.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 3.93% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMBJ Embraer S.A | 1.66% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 1.65% | 0.45% | 0.56% |
Financials
EMBJ vs. ALIZY - Financials Comparison
This section allows you to compare key financial metrics between Embraer S.A 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
EMBJ vs. ALIZY - Profitability Comparison
EMBJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Embraer S.A reported a gross profit of 259.27M and revenue of 1.44B. Therefore, the gross margin over that period was 18.0%.
ALIZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
EMBJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Embraer S.A reported an operating income of 73.95M and revenue of 1.44B, resulting in an operating margin of 5.1%.
ALIZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Allianz SE ADR reported an operating income of 5.12B and revenue of 31.07B, resulting in an operating margin of 16.5%.
EMBJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Embraer S.A reported a net income of 33.26M and revenue of 1.44B, resulting in a net margin of 2.3%.
ALIZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
EMBJ and ALIZY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMBJ has higher volatility (10.26%) compared to ALIZY (4.29%). In terms of maximum drawdown, EMBJ dropped -90.53% vs ALIZY's -49.10%.
ALIZY currently has the higher Sharpe Ratio (1.62 vs 0.51), 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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