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MGA vs. ALV
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MGA vs. ALV - Performance Comparison

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

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MGA vs. ALV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGA
Magna International Inc.
5.52%33.72%-26.29%8.76%-28.04%16.57%33.41%24.30%-18.40%33.69%
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

MGA:

$2.94

ALV:

$9.77

PE Ratio

MGA:

18.96

ALV:

10.77

PEG Ratio

MGA:

4.66

ALV:

0.23

PS Ratio

MGA:

0.37

ALV:

0.76

Total Revenue (TTM)

MGA:

$42.18B

ALV:

$10.61B

Gross Profit (TTM)

MGA:

$5.58B

ALV:

$2.05B

EBITDA (TTM)

MGA:

$3.83B

ALV:

$1.45B

Returns By Period

In the year-to-date period, MGA achieves a 5.52% return, which is significantly higher than ALV's -10.72% return. Over the past 10 years, MGA has outperformed ALV with an annualized return of 6.12%, while ALV has yielded a comparatively lower 4.84% annualized return.


MGA

1D
4.45%
1M
-11.48%
YTD
5.52%
6M
19.88%
1Y
71.22%
3Y*
5.57%
5Y*
-5.68%
10Y*
6.12%

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)

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Return for Risk

MGA vs. ALV — Risk / Return Rank

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

MGA
MGA Risk / Return Rank: 9090
Overall Rank
MGA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MGA Sortino Ratio Rank: 9393
Sortino Ratio Rank
MGA Omega Ratio Rank: 9090
Omega Ratio Rank
MGA Calmar Ratio Rank: 8686
Calmar Ratio Rank
MGA Martin Ratio Rank: 9191
Martin Ratio Rank

ALV
ALV Risk / Return Rank: 6565
Overall Rank
ALV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ALV Sortino Ratio Rank: 6464
Sortino Ratio Rank
ALV Omega Ratio Rank: 6161
Omega Ratio Rank
ALV Calmar Ratio Rank: 6363
Calmar Ratio Rank
ALV Martin Ratio Rank: 6868
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.

MGA vs. ALV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Magna International Inc. (MGA) 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.


MGAALVDifference

Sharpe ratio

Return per unit of total volatility

2.02

0.81

+1.22

Sortino ratio

Return per unit of downside risk

3.18

1.30

+1.88

Omega ratio

Gain probability vs. loss probability

1.39

1.16

+0.23

Calmar ratio

Return relative to maximum drawdown

3.03

0.97

+2.06

Martin ratio

Return relative to average drawdown

11.08

3.08

+8.00

MGA vs. ALV - Sharpe Ratio Comparison

The current MGA Sharpe Ratio is 2.02, which is higher than the ALV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of MGA 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.


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Sharpe Ratios by Period


MGAALVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

0.81

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.16

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.14

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.22

+0.23

Correlation

The correlation between MGA and ALV is 0.56, 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

MGA vs. ALV - Dividend Comparison

MGA's dividend yield for the trailing twelve months is around 3.49%, more than ALV's 3.13% yield.


TTM20252024202320222021202020192018201720162015
MGA
Magna International Inc.
3.49%3.64%4.55%3.11%4.23%2.13%2.26%2.66%2.18%1.94%2.30%1.90%
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

MGA vs. ALV - Drawdown Comparison

The maximum MGA drawdown since its inception was -79.01%, roughly equal to the maximum ALV drawdown of -79.72%. Use the drawdown chart below to compare losses from any high point for MGA and ALV.


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Drawdown Indicators


MGAALVDifference

Max Drawdown

Largest peak-to-trough decline

-79.01%

-79.72%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-21.96%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-66.02%

-39.27%

-26.75%

Max Drawdown (10Y)

Largest decline over 10 years

-66.02%

-63.09%

-2.93%

Current Drawdown

Current decline from peak

-35.84%

-18.22%

-17.62%

Average Drawdown

Average peak-to-trough decline

-21.37%

-20.98%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

6.92%

-0.49%

Volatility

MGA vs. ALV - Volatility Comparison

Magna International Inc. (MGA) has a higher volatility of 10.06% compared to Autoliv, Inc. (ALV) at 8.93%. This indicates that MGA'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.


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Volatility by Period


MGAALVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.06%

8.93%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

27.42%

18.37%

+9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

35.40%

27.97%

+7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.35%

31.89%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.23%

33.74%

+1.49%

Financials

MGA vs. ALV - Financials Comparison

This section allows you to compare key financial metrics between Magna International Inc. 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


2.00B4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
11.01B
2.71B
(MGA) Total Revenue
(ALV) Total Revenue
Values in USD except per share items

MGA vs. ALV - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

12.0%14.0%16.0%18.0%20.0%22.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
12.2%
19.3%
Portfolio components
MGA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Magna International Inc. reported a gross profit of 1.34B and revenue of 11.01B. Therefore, the gross margin over that period was 12.2%.

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%.

MGA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Magna International Inc. reported an operating income of 749.34M and revenue of 11.01B, resulting in an operating margin of 6.8%.

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%.

MGA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Magna International Inc. reported a net income of -1.02M and revenue of 11.01B, resulting in a net margin of -0.0%.

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%.