EMBJ vs. ALIZY

Last updated Jun 23, 2026

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 31.38%/yr vs 18.33%/yr for ALIZY. At a 0.38 correlation, their price movements are largely independent.

Performance

EMBJ vs. ALIZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Embraer S.A (EMBJ) and Allianz SE ADR (ALIZY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EMBJ achieves a -4.70% return, which is significantly lower than ALIZY's 5.27% return.

EMBJ

• 1D: 0.43%
• 1M: 5.87%
• YTD: -4.70%
• 6M: -4.89%
• 1Y: 17.87%
• 3Y*: 62.51%
• 5Y*: 31.38%
• 10Y*: 11.48%

ALIZY

• 1D: 1.25%
• 1M: 3.95%
• YTD: 5.27%
• 6M: 5.59%
• 1Y: 24.01%
• 3Y*: 32.82%
• 5Y*: 18.33%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EMBJ vs. ALIZY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EMBJ Embraer S.A	-4.70%	77.16%	98.81%	68.80%	-38.42%	160.65%	-66.03%
ALIZY Allianz SE ADR	5.27%	56.96%	20.60%	31.20%	-4.34%	0.09%	5.98%

Correlation

The correlation between EMBJ and ALIZY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.33
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 0.26 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap EMBJ : $10.97B ALIZY : $177.06B
EPS EMBJ : $1.71 ALIZY : €3.16
PE Ratio EMBJ : 35.68 ALIZY : 12.80
PEG Ratio EMBJ : 1.61 ALIZY : 0.89
PS Ratio EMBJ : 1.40 ALIZY : 1.09
PB Ratio EMBJ : 3.35 ALIZY : 2.34
Total Revenue (TTM) EMBJ : $7.95B ALIZY : €141.95B
Gross Profit (TTM) EMBJ : $1.40B ALIZY : €116.91B
EBITDA (TTM) EMBJ : $602.35M ALIZY : €1.56B

Return for Risk

EMBJ vs. ALIZY — Risk / Return Rank

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

EMBJ

EMBJ Risk / Return Rank: 54
EMBJ Sharpe Ratio Rank: 57
EMBJ Sortino Ratio Rank: 52
EMBJ Omega Ratio Rank: 52
EMBJ Calmar Ratio Rank: 55
EMBJ Martin Ratio Rank: 56

ALIZY

ALIZY Risk / Return Rank: 73
ALIZY Sharpe Ratio Rank: 77
ALIZY Sortino Ratio Rank: 71
ALIZY Omega Ratio Rank: 70
ALIZY Calmar Ratio Rank: 73
ALIZY Martin Ratio Rank: 75

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.

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 ratio: Return per unit of total volatility	0.41	1.20	-0.79
Sortino ratio: Return per unit of downside risk	0.85	1.70	-0.86
Omega ratio: Gain probability vs. loss probability	1.11	1.22	-0.10
Calmar ratio: Return relative to maximum drawdown	0.56	1.78	-1.22
Martin ratio: Return relative to average drawdown	1.22	4.61	-3.39

EMBJ vs. ALIZY - Sharpe Ratio Comparison

The current EMBJ Sharpe Ratio is 0.41, which is lower than the ALIZY Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of EMBJ and ALIZY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	EMBJ	ALIZY	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-23.21%	0.00%	-23.21%
Average Drawdown Average peak-to-trough decline	-40.26%	-8.63%	-31.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.64%	5.22%	+9.42%

Volatility

EMBJ vs. ALIZY - Volatility Comparison

Embraer S.A (EMBJ) has a higher volatility of 11.34% compared to Allianz SE ADR (ALIZY) at 5.49%. 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.

Volatility by Period

	EMBJ	ALIZY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.34%	5.49%	+5.85%
Volatility (6M) Calculated over the trailing 6-month period	34.79%	15.27%	+19.52%
Volatility (1Y) Calculated over the trailing 1-year period	43.56%	20.12%	+23.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.81%	22.20%	+24.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.70%	27.62%	+22.08%

Dividends

EMBJ vs. ALIZY - Dividend Comparison

EMBJ's dividend yield for the trailing twelve months is around 1.50%, less than ALIZY's 4.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALIZY Allianz SE ADR	4.22%	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	1.50%	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 - Profitability Comparison

The chart below illustrates the profitability comparison between Embraer S.A and Allianz SE ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

EMBJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 Jun 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 Jun 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 Jun 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 Jun 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 Jun 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

Can I hold both EMBJ and ALIZY in my portfolio?

EMBJ and ALIZY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EMBJ or ALIZY?

EMBJ has higher volatility (11.34%) compared to ALIZY (5.49%). In terms of maximum drawdown, EMBJ dropped -90.53% vs ALIZY's -49.10%.

Which has better risk-adjusted returns?

ALIZY currently has the higher Sharpe Ratio (1.20 vs 0.41), 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.