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HOT.DE vs. 1ALV.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HOT.DE vs. 1ALV.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HOCHTIEF Aktiengesellschaft (HOT.DE) and Allianz SE (1ALV.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HOT.DE achieves a 48.77% return, which is significantly higher than 1ALV.MI's -1.29% return. Over the past 10 years, HOT.DE has outperformed 1ALV.MI with an annualized return of 20.21%, while 1ALV.MI has yielded a comparatively lower 15.35% annualized return.


HOT.DE

1D
-0.24%
1M
-6.62%
YTD
48.77%
6M
56.58%
1Y
206.65%
3Y*
88.97%
5Y*
55.17%
10Y*
20.21%

1ALV.MI

1D
0.16%
1M
1.08%
YTD
-1.29%
6M
5.15%
1Y
9.77%
3Y*
26.48%
5Y*
16.64%
10Y*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOT.DE vs. 1ALV.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HOT.DE
HOCHTIEF Aktiengesellschaft
48.77%168.08%35.21%100.32%-23.35%-6.08%-24.02%0.70%-18.46%12.65%
1ALV.MI
Allianz SE
-1.29%41.28%27.38%24.91%3.79%7.10%-2.95%28.82%-3.70%28.60%

Correlation

The correlation between HOT.DE and 1ALV.MI is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2006

0.50

The correlation between HOT.DE and 1ALV.MI shifts across timeframes, from 0.38 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HOT.DE vs. 1ALV.MI — Risk / Return Rank

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

HOT.DE
HOT.DE Risk / Return Rank: 9898
Overall Rank
HOT.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HOT.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
HOT.DE Omega Ratio Rank: 9696
Omega Ratio Rank
HOT.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
HOT.DE Martin Ratio Rank: 9999
Martin Ratio Rank

1ALV.MI
1ALV.MI Risk / Return Rank: 5555
Overall Rank
1ALV.MI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
1ALV.MI Sortino Ratio Rank: 4949
Sortino Ratio Rank
1ALV.MI Omega Ratio Rank: 4949
Omega Ratio Rank
1ALV.MI Calmar Ratio Rank: 5959
Calmar Ratio Rank
1ALV.MI Martin Ratio Rank: 6161
Martin Ratio Rank
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.

HOT.DE vs. 1ALV.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HOCHTIEF Aktiengesellschaft (HOT.DE) and Allianz SE (1ALV.MI). 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.


HOT.DE1ALV.MIDifference
Sharpe ratioReturn per unit of total volatility

+4.36

Sortino ratioReturn per unit of downside risk

+4.20

Omega ratioGain probability vs. loss probability

1.61

1.10

+0.51

Calmar ratioReturn relative to maximum drawdown

12.90

0.83

+12.07

Martin ratioReturn relative to average drawdown

44.57

2.07

+42.50

HOT.DE vs. 1ALV.MI - Sharpe Ratio Comparison

The current HOT.DE Sharpe Ratio is 4.84, which is higher than the 1ALV.MI Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of HOT.DE and 1ALV.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HOT.DE1ALV.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.84

0.48

+4.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.70

0.78

+0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.66

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.32

-0.06

Drawdowns

HOT.DE vs. 1ALV.MI - Drawdown Comparison

The maximum HOT.DE drawdown since its inception was -78.61%, which is greater than 1ALV.MI's maximum drawdown of -72.36%. Use the drawdown chart below to compare losses from any high point for HOT.DE and 1ALV.MI.


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Drawdown Indicators


HOT.DE1ALV.MIDifference

Max Drawdown

Largest peak-to-trough decline

-78.61%

-72.36%

-6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-11.81%

-4.11%

Max Drawdown (3Y)

Largest decline over 3 years

-24.81%

-12.25%

-12.56%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-27.58%

-8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-72.71%

-48.02%

-24.69%

Current Drawdown

Current decline from peak

-10.02%

-5.35%

-4.67%

Average Drawdown

Average peak-to-trough decline

-32.42%

-16.89%

-15.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

4.73%

-0.22%

Volatility

HOT.DE vs. 1ALV.MI - Volatility Comparison

HOCHTIEF Aktiengesellschaft (HOT.DE) has a higher volatility of 13.84% compared to Allianz SE (1ALV.MI) at 5.86%. This indicates that HOT.DE's price experiences larger fluctuations and is considered to be riskier than 1ALV.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOT.DE1ALV.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.84%

5.86%

+7.98%

Volatility (6M)

Calculated over the trailing 6-month period

33.64%

14.53%

+19.11%

Volatility (1Y)

Calculated over the trailing 1-year period

42.40%

20.20%

+22.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.06%

21.12%

+10.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.96%

23.23%

+9.73%

Dividends

HOT.DE vs. 1ALV.MI - Dividend Comparison

HOT.DE's dividend yield for the trailing twelve months is around 1.34%, less than 1ALV.MI's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
1ALV.MI
Allianz SE
4.62%3.93%4.77%4.76%5.35%4.69%4.80%4.11%4.51%3.96%4.68%4.18%
HOT.DE
HOCHTIEF Aktiengesellschaft
1.34%1.55%3.39%3.99%3.63%5.54%7.29%4.38%2.87%1.76%1.50%2.21%

Financials

HOT.DE vs. 1ALV.MI - Financials Comparison

This section allows you to compare key financial metrics between HOCHTIEF Aktiengesellschaft and Allianz SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items

Frequently Asked Questions


HOT.DE and 1ALV.MI 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.

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