RAIL vs. ALIZY
RAIL (FreightCar America, Inc.) and ALIZY (Allianz SE ADR) are both stocks. RAIL operates in Railroads (Industrials), while ALIZY operates in Insurance - Diversified (Financial Services). Over the past 5 years, RAIL returned 9.74%/yr vs 18.33%/yr for ALIZY. At a 0.21 correlation, their price movements are largely independent.
Performance
RAIL vs. ALIZY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RAIL achieves a -16.89% return, which is significantly lower than ALIZY's 5.27% return.
RAIL
- 1D
- -1.29%
- 1M
- 16.90%
- YTD
- -16.89%
- 6M
- 1.77%
- 1Y
- 7.23%
- 3Y*
- 50.48%
- 5Y*
- 9.74%
- 10Y*
- -3.68%
ALIZY
- 1D
- 1.25%
- 1M
- 3.95%
- YTD
- 5.27%
- 6M
- 5.59%
- 1Y
- 24.01%
- 3Y*
- 32.82%
- 5Y*
- 18.33%
- 10Y*
- —
RAIL vs. ALIZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RAIL FreightCar America, Inc. | -16.89% | 23.55% | 231.85% | -15.63% | -13.28% | 53.11% | 13.68% |
ALIZY Allianz SE ADR | 5.27% | 56.96% | 20.60% | 31.20% | -4.34% | 0.09% | 5.98% |
Correlation
The correlation between RAIL and ALIZY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2020 | 0.21 |
The correlation between RAIL and ALIZY shifts across timeframes, from 0.15 (3 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
RAIL:
$326.82M
ALIZY:
$177.06B
RAIL:
$0.88
ALIZY:
€3.16
RAIL:
10.41
ALIZY:
12.80
RAIL:
0.13
ALIZY:
0.89
RAIL:
0.65
ALIZY:
1.09
RAIL:
$469.01M
ALIZY:
€141.95B
RAIL:
$69.61M
ALIZY:
€116.91B
RAIL:
-$1.50M
ALIZY:
€1.56B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RAIL vs. ALIZY — Risk / Return Rank
RAIL
ALIZY
RAIL vs. ALIZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FreightCar America, Inc. (RAIL) and Allianz SE ADR (ALIZY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RAIL | ALIZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.78 | -1.64 |
| Martin ratioReturn relative to average drawdown | 0.25 | 4.61 | -4.36 |
Loading charts...
Drawdowns
RAIL vs. ALIZY - Drawdown Comparison
The maximum RAIL drawdown since its inception was -98.88%, which is greater than ALIZY's maximum drawdown of -49.10%. Use the drawdown chart below to compare losses from any high point for RAIL and ALIZY.
Loading charts...
Drawdown Indicators
| RAIL | ALIZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.88% | -49.10% | -49.78% |
Max Drawdown (1Y)Largest decline over 1 year | -50.34% | -13.55% | -36.79% |
Max Drawdown (3Y)Largest decline over 3 years | -71.67% | -13.55% | -58.12% |
Max Drawdown (5Y)Largest decline over 5 years | -71.67% | -37.72% | -33.95% |
Max Drawdown (10Y)Largest decline over 10 years | -96.23% | — | — |
Current DrawdownCurrent decline from peak | -86.48% | 0.00% | -86.48% |
Average DrawdownAverage peak-to-trough decline | -71.88% | -8.63% | -63.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.98% | 5.22% | +23.76% |
Volatility
RAIL vs. ALIZY - Volatility Comparison
FreightCar America, Inc. (RAIL) has a higher volatility of 14.65% compared to Allianz SE ADR (ALIZY) at 5.49%. This indicates that RAIL's price experiences larger fluctuations and is considered to be riskier than ALIZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RAIL | ALIZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.65% | 5.49% | +9.16% |
Volatility (6M)Calculated over the trailing 6-month period | 47.09% | 15.27% | +31.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.94% | 20.12% | +42.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.21% | 22.20% | +47.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.80% | 27.62% | +46.18% |
Dividends
RAIL vs. ALIZY - Dividend Comparison
RAIL has not paid dividends to shareholders, while ALIZY's dividend yield for the trailing twelve months is around 4.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 4.22% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RAIL FreightCar America, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.58% | 2.41% | 1.85% |
Financials
RAIL vs. ALIZY - Financials Comparison
This section allows you to compare key financial metrics between FreightCar America, Inc. and Allianz SE ADR. 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
RAIL vs. ALIZY - Profitability Comparison
RAIL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FreightCar America, Inc. reported a gross profit of 10.81M and revenue of 64.31M. Therefore, the gross margin over that period was 16.8%.
ALIZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a gross profit of 24.81B and revenue of 31.07B. Therefore, the gross margin over that period was 79.9%.
RAIL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FreightCar America, Inc. reported an operating income of -594.00K and revenue of 64.31M, resulting in an operating margin of -0.9%.
ALIZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported an operating income of 5.12B and revenue of 31.07B, resulting in an operating margin of 16.5%.
RAIL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FreightCar America, Inc. reported a net income of 41.65M and revenue of 64.31M, resulting in a net margin of 64.8%.
ALIZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a net income of 3.69B and revenue of 31.07B, resulting in a net margin of 11.9%.
Frequently Asked Questions
RAIL and ALIZY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RAIL has higher volatility (14.65%) compared to ALIZY (5.49%). In terms of maximum drawdown, RAIL dropped -98.88% vs ALIZY's -49.10%.
ALIZY currently has the higher Sharpe Ratio (1.20 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for RAIL and ALIZY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer