FCX vs. ALIZY
FCX (Freeport-McMoRan Inc.) and ALIZY (Allianz SE ADR) are both stocks. FCX operates in Copper (Basic Materials), while ALIZY operates in Insurance - Diversified (Financial Services). Over the past 5 years, FCX returned 12.26%/yr vs 16.69%/yr for ALIZY. At a 0.42 correlation, their price movements are largely independent.
Performance
FCX vs. ALIZY - Performance Comparison
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Returns By Period
In the year-to-date period, FCX achieves a 35.32% return, which is significantly higher than ALIZY's 1.59% return.
FCX
- 1D
- 3.12%
- 1M
- 1.86%
- YTD
- 35.32%
- 6M
- 45.06%
- 1Y
- 68.06%
- 3Y*
- 21.38%
- 5Y*
- 12.26%
- 10Y*
- 22.12%
ALIZY
- 1D
- 0.01%
- 1M
- 2.36%
- YTD
- 1.59%
- 6M
- 4.55%
- 1Y
- 17.68%
- 3Y*
- 31.68%
- 5Y*
- 16.69%
- 10Y*
- —
FCX vs. ALIZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FCX Freeport-McMoRan Inc. | 35.32% | 35.41% | -9.41% | 13.69% | -7.91% | 61.41% | 104.04% |
ALIZY Allianz SE ADR | 1.59% | 56.96% | 20.60% | 31.20% | -4.34% | 0.09% | 5.98% |
Correlation
The correlation between FCX and ALIZY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2020 | 0.42 |
The correlation between FCX and ALIZY shifts across timeframes, from 0.25 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FCX:
$98.78B
ALIZY:
$170.87B
FCX:
$1.89
ALIZY:
€3.16
FCX:
36.13
ALIZY:
12.25
FCX:
3.74
ALIZY:
1.04
FCX:
5.06
ALIZY:
2.24
FCX:
$26.42B
ALIZY:
€141.95B
FCX:
$7.35B
ALIZY:
€116.91B
FCX:
$9.59B
ALIZY:
€1.56B
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Return for Risk
FCX vs. ALIZY — Risk / Return Rank
FCX
ALIZY
FCX vs. ALIZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Freeport-McMoRan Inc. (FCX) 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.
| FCX | ALIZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.31 | +1.44 |
| Martin ratioReturn relative to average drawdown | 6.85 | 3.39 | +3.46 |
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Drawdowns
FCX vs. ALIZY - Drawdown Comparison
The maximum FCX drawdown since its inception was -92.52%, which is greater than ALIZY's maximum drawdown of -49.10%. Use the drawdown chart below to compare losses from any high point for FCX and ALIZY.
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Drawdown Indicators
| FCX | ALIZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.52% | -49.10% | -43.42% |
Max Drawdown (1Y)Largest decline over 1 year | -24.90% | -13.55% | -11.35% |
Max Drawdown (3Y)Largest decline over 3 years | -46.34% | -13.55% | -32.79% |
Max Drawdown (5Y)Largest decline over 5 years | -51.47% | -38.14% | -13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -72.59% | — | — |
Current DrawdownCurrent decline from peak | -4.62% | -1.35% | -3.27% |
Average DrawdownAverage peak-to-trough decline | -39.62% | -8.65% | -30.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.97% | 5.23% | +4.74% |
Volatility
FCX vs. ALIZY - Volatility Comparison
Freeport-McMoRan Inc. (FCX) has a higher volatility of 17.98% compared to Allianz SE ADR (ALIZY) at 6.09%. This indicates that FCX'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
| FCX | ALIZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.98% | 6.09% | +11.89% |
Volatility (6M)Calculated over the trailing 6-month period | 37.53% | 15.16% | +22.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.88% | 20.07% | +28.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.14% | 22.19% | +22.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.65% | 27.64% | +21.01% |
Dividends
FCX vs. ALIZY - Dividend Comparison
FCX's dividend yield for the trailing twelve months is around 0.88%, less than ALIZY's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 4.37% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FCX Freeport-McMoRan Inc. | 0.88% | 1.18% | 1.58% | 1.41% | 0.99% | 0.54% | 0.19% | 1.52% | 1.45% | 0.00% | 0.00% | 8.46% |
Financials
FCX vs. ALIZY - Financials Comparison
This section allows you to compare key financial metrics between Freeport-McMoRan Inc. 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
FCX vs. ALIZY - Profitability Comparison
FCX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a gross profit of 1.66B and revenue of 6.23B. Therefore, the gross margin over that period was 26.6%.
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%.
FCX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported an operating income of 2.14B and revenue of 6.23B, resulting in an operating margin of 34.3%.
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%.
FCX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a net income of 881.00M and revenue of 6.23B, resulting in a net margin of 14.1%.
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
FCX and ALIZY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCX has higher volatility (17.98%) compared to ALIZY (6.09%). In terms of maximum drawdown, FCX dropped -92.52% vs ALIZY's -49.10%.
FCX currently has the higher Sharpe Ratio (1.40 vs 0.89), 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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