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LEA vs. ALV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LEA and ALV is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

LEA vs. ALV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lear Corporation (LEA) and Autoliv, Inc. (ALV). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.21%
-1.59%
LEA
ALV

Key characteristics

Sharpe Ratio

LEA:

-0.98

ALV:

-0.32

Sortino Ratio

LEA:

-1.24

ALV:

-0.25

Omega Ratio

LEA:

0.84

ALV:

0.97

Calmar Ratio

LEA:

-0.51

ALV:

-0.30

Martin Ratio

LEA:

-1.12

ALV:

-0.45

Ulcer Index

LEA:

23.62%

ALV:

19.62%

Daily Std Dev

LEA:

27.12%

ALV:

28.02%

Max Drawdown

LEA:

-64.51%

ALV:

-79.72%

Current Drawdown

LEA:

-48.02%

ALV:

-22.18%

Fundamentals

Market Cap

LEA:

$5.21B

ALV:

$7.66B

EPS

LEA:

$8.97

ALV:

$8.04

PE Ratio

LEA:

10.83

ALV:

12.26

PEG Ratio

LEA:

0.36

ALV:

0.85

Total Revenue (TTM)

LEA:

$23.30B

ALV:

$7.78B

Gross Profit (TTM)

LEA:

$1.61B

ALV:

$1.38B

EBITDA (TTM)

LEA:

$1.54B

ALV:

$927.00M

Returns By Period

In the year-to-date period, LEA achieves a 3.06% return, which is significantly lower than ALV's 5.65% return. Over the past 10 years, LEA has underperformed ALV with an annualized return of 0.40%, while ALV has yielded a comparatively higher 4.45% annualized return.


LEA

YTD

3.06%

1M

1.14%

6M

-13.25%

1Y

-25.90%

5Y*

-2.23%

10Y*

0.40%

ALV

YTD

5.65%

1M

-0.29%

6M

1.06%

1Y

-8.06%

5Y*

8.67%

10Y*

4.45%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LEA vs. ALV — Risk-Adjusted Performance Rank

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

LEA
The Risk-Adjusted Performance Rank of LEA is 1111
Overall Rank
The Sharpe Ratio Rank of LEA is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of LEA is 77
Sortino Ratio Rank
The Omega Ratio Rank of LEA is 88
Omega Ratio Rank
The Calmar Ratio Rank of LEA is 1616
Calmar Ratio Rank
The Martin Ratio Rank of LEA is 1919
Martin Ratio Rank

ALV
The Risk-Adjusted Performance Rank of ALV is 3030
Overall Rank
The Sharpe Ratio Rank of ALV is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ALV is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ALV is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ALV is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ALV is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LEA vs. ALV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lear Corporation (LEA) and Autoliv, Inc. (ALV). 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.


Sharpe ratio
The chart of Sharpe ratio for LEA, currently valued at -0.98, compared to the broader market-2.000.002.00-0.98-0.32
The chart of Sortino ratio for LEA, currently valued at -1.24, compared to the broader market-4.00-2.000.002.004.006.00-1.24-0.25
The chart of Omega ratio for LEA, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.97
The chart of Calmar ratio for LEA, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51-0.30
The chart of Martin ratio for LEA, currently valued at -1.12, compared to the broader market-10.000.0010.0020.0030.00-1.12-0.45
LEA
ALV

The current LEA Sharpe Ratio is -0.98, which is lower than the ALV Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of LEA and ALV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.98
-0.32
LEA
ALV

Dividends

LEA vs. ALV - Dividend Comparison

LEA's dividend yield for the trailing twelve months is around 3.16%, more than ALV's 2.77% yield.


TTM20242023202220212020201920182017201620152014
LEA
Lear Corporation
3.16%3.25%2.18%2.48%0.97%0.64%2.19%2.28%1.13%0.91%0.81%0.82%
ALV
Autoliv, Inc.
2.77%2.92%2.41%3.37%1.82%1.35%2.94%3.02%1.87%2.03%1.78%2.00%

Drawdowns

LEA vs. ALV - Drawdown Comparison

The maximum LEA drawdown since its inception was -64.51%, smaller than the maximum ALV drawdown of -79.72%. Use the drawdown chart below to compare losses from any high point for LEA and ALV. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-48.02%
-22.18%
LEA
ALV

Volatility

LEA vs. ALV - Volatility Comparison

The current volatility for Lear Corporation (LEA) is 7.60%, while Autoliv, Inc. (ALV) has a volatility of 9.16%. This indicates that LEA experiences smaller price fluctuations and is considered to be less risky than ALV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%SeptemberOctoberNovemberDecember2025February
7.60%
9.16%
LEA
ALV

Financials

LEA vs. ALV - Financials Comparison

This section allows you to compare key financial metrics between Lear Corporation and Autoliv, Inc.. 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 USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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