HAL.AS vs. AGS.BR
HAL.AS (HAL Trust) and AGS.BR (Ageas) are both stocks. Both are in the Financial Services sector — HAL.AS in Asset Management, AGS.BR in Insurance - Diversified. Over the past 10 years, HAL.AS returned 3.12%/yr vs 12.72%/yr for AGS.BR. At a 0.31 correlation, their price movements are largely independent.
Performance
HAL.AS vs. AGS.BR - Performance Comparison
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Returns By Period
In the year-to-date period, HAL.AS achieves a 22.02% return, which is significantly higher than AGS.BR's 9.67% return. Over the past 10 years, HAL.AS has underperformed AGS.BR with an annualized return of 3.12%, while AGS.BR has yielded a comparatively higher 12.72% annualized return.
HAL.AS
- 1D
- 0.00%
- 1M
- 0.31%
- YTD
- 22.02%
- 6M
- 21.16%
- 1Y
- 42.36%
- 3Y*
- 13.20%
- 5Y*
- 5.57%
- 10Y*
- 3.12%
AGS.BR
- 1D
- -0.63%
- 1M
- -2.55%
- YTD
- 9.67%
- 6M
- 15.26%
- 1Y
- 19.14%
- 3Y*
- 26.87%
- 5Y*
- 12.49%
- 10Y*
- 12.72%
HAL.AS vs. AGS.BR - Yearly Performance Comparison
Correlation
The correlation between HAL.AS and AGS.BR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2001 | 0.31 |
The correlation between HAL.AS and AGS.BR shifts across timeframes, from 0.23 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
HAL.AS vs. AGS.BR — Risk / Return Rank
HAL.AS
AGS.BR
HAL.AS vs. AGS.BR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HAL Trust (HAL.AS) and Ageas (AGS.BR). 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.
| HAL.AS | AGS.BR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.22 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 5.51 | 2.08 | +3.43 |
| Martin ratioReturn relative to average drawdown | 12.07 | 4.22 | +7.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HAL.AS | AGS.BR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 1.20 | +1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.54 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.50 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.00 | +0.71 |
Drawdowns
HAL.AS vs. AGS.BR - Drawdown Comparison
The maximum HAL.AS drawdown since its inception was -55.60%, smaller than the maximum AGS.BR drawdown of -97.90%. Use the drawdown chart below to compare losses from any high point for HAL.AS and AGS.BR.
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Drawdown Indicators
| HAL.AS | AGS.BR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.60% | -97.90% | +42.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -9.54% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -15.37% | -13.29% | -2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -28.23% | -23.55% | -4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -42.60% | -53.78% | +11.18% |
Current DrawdownCurrent decline from peak | -4.41% | -37.45% | +33.04% |
Average DrawdownAverage peak-to-trough decline | -10.82% | -61.96% | +51.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 4.61% | -1.05% |
Volatility
HAL.AS vs. AGS.BR - Volatility Comparison
HAL Trust (HAL.AS) has a higher volatility of 4.88% compared to Ageas (AGS.BR) at 4.07%. This indicates that HAL.AS's price experiences larger fluctuations and is considered to be riskier than AGS.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAL.AS | AGS.BR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 4.07% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 13.52% | 13.56% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 16.60% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 22.64% | -5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 25.24% | -7.47% |
Dividends
HAL.AS vs. AGS.BR - Dividend Comparison
HAL.AS's dividend yield for the trailing twelve months is around 2.07%, less than AGS.BR's 5.92% yield.
Financials
HAL.AS vs. AGS.BR - Financials Comparison
This section allows you to compare key financial metrics between HAL Trust and Ageas. 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
Frequently Asked Questions
HAL.AS and AGS.BR have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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