IDIP.PA vs. ALV.DE
IDIP.PA (IDI) and ALV.DE (Allianz SE) are both stocks. Both are in the Financial Services sector — IDIP.PA in Asset Management, ALV.DE in Insurance - Diversified. Over the past 10 years, IDIP.PA returned 15.67%/yr vs 15.44%/yr for ALV.DE. At a 0.09 correlation, their price movements are largely independent.
Performance
IDIP.PA vs. ALV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IDIP.PA achieves a 7.14% return, which is significantly higher than ALV.DE's -0.54% return. Both investments have delivered pretty close results over the past 10 years, with IDIP.PA having a 15.67% annualized return and ALV.DE not far behind at 15.44%.
IDIP.PA
- 1D
- -0.56%
- 1M
- 2.09%
- YTD
- 7.14%
- 6M
- 6.52%
- 1Y
- 0.15%
- 3Y*
- 12.10%
- 5Y*
- 15.74%
- 10Y*
- 15.67%
ALV.DE
- 1D
- 0.73%
- 1M
- -1.05%
- YTD
- -0.54%
- 6M
- 5.91%
- 1Y
- 9.74%
- 3Y*
- 26.66%
- 5Y*
- 16.73%
- 10Y*
- 15.44%
IDIP.PA vs. ALV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDIP.PA IDI | 7.14% | 1.29% | 8.23% | 43.18% | -2.87% | 34.40% | -1.49% | 16.39% | -13.95% | 89.17% |
ALV.DE Allianz SE | -0.54% | 37.66% | 28.79% | 26.98% | 1.90% | 8.15% | -2.29% | 30.31% | -4.70% | 27.47% |
Correlation
The correlation between IDIP.PA and ALV.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 1994 | 0.09 |
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Return for Risk
IDIP.PA vs. ALV.DE — Risk / Return Rank
IDIP.PA
ALV.DE
IDIP.PA vs. ALV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IDI (IDIP.PA) and Allianz SE (ALV.DE). 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.
| IDIP.PA | ALV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.11 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.81 | -0.83 |
| Martin ratioReturn relative to average drawdown | -0.04 | 2.05 | -2.10 |
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
| IDIP.PA | ALV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.52 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.84 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.68 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.22 | +0.35 |
Drawdowns
IDIP.PA vs. ALV.DE - Drawdown Comparison
The maximum IDIP.PA drawdown since its inception was -67.27%, smaller than the maximum ALV.DE drawdown of -89.53%. Use the drawdown chart below to compare losses from any high point for IDIP.PA and ALV.DE.
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Drawdown Indicators
| IDIP.PA | ALV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.27% | -89.53% | +22.26% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -12.35% | -4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -12.35% | -4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -20.76% | -27.52% | +6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -39.66% | -48.71% | +9.05% |
Current DrawdownCurrent decline from peak | -7.16% | -5.04% | -2.12% |
Average DrawdownAverage peak-to-trough decline | -14.16% | -35.08% | +20.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.26% | 4.89% | +4.37% |
Volatility
IDIP.PA vs. ALV.DE - Volatility Comparison
The current volatility for IDI (IDIP.PA) is 3.74%, while Allianz SE (ALV.DE) has a volatility of 5.68%. This indicates that IDIP.PA experiences smaller price fluctuations and is considered to be less risky than ALV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDIP.PA | ALV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 5.68% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 14.27% | -2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.79% | 19.28% | -4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 19.67% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 22.51% | -1.30% |
Dividends
IDIP.PA vs. ALV.DE - Dividend Comparison
IDIP.PA's dividend yield for the trailing twelve months is around 4.10%, less than ALV.DE's 4.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALV.DE Allianz SE | 4.61% | 3.94% | 4.66% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% |
IDIP.PA IDI | 4.10% | 0.44% | 6.96% | 3.71% | 4.67% | 5.87% | 3.55% | 4.28% | 1.73% | 3.41% | 5.38% | 5.05% |
Financials
IDIP.PA vs. ALV.DE - Financials Comparison
This section allows you to compare key financial metrics between IDI 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
IDIP.PA and ALV.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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