LEA vs. ALV

Last updated Apr 1, 2026

Compare and contrast key facts about Lear Corporation (LEA) and Autoliv, Inc. (ALV).

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.

LEA vs. ALV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LEA Lear Corporation	6.32%	24.86%	-31.17%	16.40%	-30.70%	16.20%	16.90%	14.38%	-29.29%	35.23%
ALV Autoliv, Inc.	-10.72%	30.24%	-12.72%	47.99%	-23.47%	14.50%	9.99%	24.32%	-21.57%	14.81%

Fundamentals

EPS LEA : $8.18 ALV : $9.77
PE Ratio LEA : 14.80 ALV : 10.77
PEG Ratio LEA : 1.22 ALV : 0.23
PS Ratio LEA : 0.28 ALV : 0.76
Total Revenue (TTM) LEA : $23.26B ALV : $10.61B
Gross Profit (TTM) LEA : $1.29B ALV : $2.05B
EBITDA (TTM) LEA : $1.05B ALV : $1.45B

Returns By Period

In the year-to-date period, LEA achieves a 6.32% return, which is significantly higher than ALV's -10.72% return. Over the past 10 years, LEA has underperformed ALV with an annualized return of 3.25%, while ALV has yielded a comparatively higher 4.84% annualized return.

LEA

• 1D: 3.98%
• 1M: -7.17%
• YTD: 6.32%
• 6M: 21.99%
• 1Y: 41.33%
• 3Y*: -2.03%
• 5Y*: -5.46%
• 10Y*: 3.25%

ALV

• 1D: 4.15%
• 1M: -10.58%
• YTD: -10.72%
• 6M: -13.52%
• 1Y: 22.41%
• 3Y*: 6.96%
• 5Y*: 5.18%
• 10Y*: 4.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LEA vs. ALV — Risk / Return Rank

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

LEA

LEA Risk / Return Rank: 77
LEA Sharpe Ratio Rank: 79
LEA Sortino Ratio Rank: 76
LEA Omega Ratio Rank: 73
LEA Calmar Ratio Rank: 79
LEA Martin Ratio Rank: 79

ALV

ALV Risk / Return Rank: 65
ALV Sharpe Ratio Rank: 70
ALV Sortino Ratio Rank: 64
ALV Omega Ratio Rank: 61
ALV Calmar Ratio Rank: 63
ALV Martin Ratio Rank: 68

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.

LEA vs. ALV - Risk-Adjusted Trends 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.

	LEA	ALV	Difference
Sharpe ratio Return per unit of total volatility	1.17	0.81	+0.37
Sortino ratio Return per unit of downside risk	1.84	1.30	+0.54
Omega ratio Gain probability vs. loss probability	1.23	1.16	+0.07
Calmar ratio Return relative to maximum drawdown	2.20	0.97	+1.23
Martin ratio Return relative to average drawdown	5.49	3.08	+2.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LEA vs. ALV - Sharpe Ratio Comparison

The current LEA Sharpe Ratio is 1.17, which is higher than the ALV Sharpe Ratio of 0.81. 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.

Sharpe Ratios by Period

	LEA	ALV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	0.81	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	0.16	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	0.14	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.22	+0.12

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.

Dividends

LEA vs. ALV - Dividend Comparison

LEA's dividend yield for the trailing twelve months is around 2.54%, less than ALV's 3.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LEA Lear Corporation	2.54%	2.69%	3.25%	2.18%	2.48%	0.97%	0.64%	2.19%	2.28%	1.13%	0.91%	0.81%
ALV Autoliv, Inc.	3.13%	2.63%	2.92%	2.41%	3.37%	1.82%	0.67%	2.94%	3.02%	1.87%	2.03%	1.78%

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.

Drawdown Indicators

	LEA	ALV	Difference
Max Drawdown Largest peak-to-trough decline	-64.51%	-79.72%	+15.21%
Max Drawdown (1Y) Largest decline over 1 year	-18.98%	-21.96%	+2.98%
Max Drawdown (5Y) Largest decline over 5 years	-59.63%	-39.27%	-20.36%
Max Drawdown (10Y) Largest decline over 10 years	-64.51%	-63.09%	-1.42%
Current Drawdown Current decline from peak	-33.04%	-18.22%	-14.82%
Average Drawdown Average peak-to-trough decline	-19.75%	-20.98%	+1.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.60%	6.92%	+0.68%

Volatility

LEA vs. ALV - Volatility Comparison

Lear Corporation (LEA) has a higher volatility of 9.55% compared to Autoliv, Inc. (ALV) at 8.93%. This indicates that LEA's price experiences larger fluctuations and is considered to be riskier than ALV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LEA	ALV	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.55%	8.93%	+0.62%
Volatility (6M) Calculated over the trailing 6-month period	22.50%	18.37%	+4.13%
Volatility (1Y) Calculated over the trailing 1-year period	35.36%	27.97%	+7.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.92%	31.89%	+2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.23%	33.74%	+1.49%

Financials

LEA vs. ALV - Profitability Comparison

The chart below illustrates the profitability comparison between Lear Corporation and Autoliv, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

LEA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lear Corporation reported a gross profit of 0.00 and revenue of 5.99B. Therefore, the gross margin over that period was 0.0%.

ALV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Autoliv, Inc. reported a gross profit of 522.00M and revenue of 2.71B. Therefore, the gross margin over that period was 19.3%.

LEA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lear Corporation reported an operating income of 0.00 and revenue of 5.99B, resulting in an operating margin of 0.0%.

ALV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Autoliv, Inc. reported an operating income of 267.00M and revenue of 2.71B, resulting in an operating margin of 9.9%.

LEA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lear Corporation reported a net income of 82.70M and revenue of 5.99B, resulting in a net margin of 1.4%.

ALV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Autoliv, Inc. reported a net income of 175.00M and revenue of 2.71B, resulting in a net margin of 6.5%.