REP.MC vs. ALV.DE
Compare and contrast key facts about Repsol (REP.MC) and Allianz SE (ALV.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REP.MC or ALV.DE.
Key characteristics
| REP.MC | ALV.DE | |
|---|---|---|
| YTD Return | -8.41% | 24.18% |
| 1Y Return | -11.47% | 33.83% |
| 3Y Return (Ann) | 7.50% | 17.17% |
| 5Y Return (Ann) | 1.51% | 11.00% |
| 10Y Return (Ann) | 2.04% | 13.32% |
| Sharpe Ratio | -0.61 | 2.16 |
| Sortino Ratio | -0.77 | 2.77 |
| Omega Ratio | 0.91 | 1.37 |
| Calmar Ratio | -0.43 | 3.24 |
| Martin Ratio | -0.83 | 10.66 |
| Ulcer Index | 14.00% | 2.94% |
| Daily Std Dev | 18.96% | 14.41% |
| Max Drawdown | -64.76% | -89.53% |
| Current Drawdown | -26.09% | -6.24% |
Fundamentals
| REP.MC | ALV.DE | |
|---|---|---|
| Market Cap | €13.17B | €110.74B |
| EPS | €1.78 | €22.99 |
| PE Ratio | 6.41 | 12.31 |
| PEG Ratio | 2.60 | 1.25 |
| Total Revenue (TTM) | €74.10B | €101.21B |
| Gross Profit (TTM) | €13.15B | €101.21B |
| EBITDA (TTM) | €7.74B | €3.56B |
Correlation
The correlation between REP.MC and ALV.DE is 0.49, 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.
Performance
REP.MC vs. ALV.DE - Performance Comparison
In the year-to-date period, REP.MC achieves a -8.41% return, which is significantly lower than ALV.DE's 24.18% return. Over the past 10 years, REP.MC has underperformed ALV.DE with an annualized return of 2.04%, while ALV.DE has yielded a comparatively higher 13.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
REP.MC vs. ALV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Repsol (REP.MC) 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.
Dividends
REP.MC vs. ALV.DE - Dividend Comparison
REP.MC's dividend yield for the trailing twelve months is around 7.79%, more than ALV.DE's 4.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REP.MC Repsol | 7.79% | 5.20% | 4.24% | 2.87% | 9.45% | 6.67% | 6.36% | 5.52% | 4.67% | 9.39% | 12.59% | 5.03% |
ALV.DE Allianz SE | 4.84% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% | 3.86% | 3.45% |
Drawdowns
REP.MC vs. ALV.DE - Drawdown Comparison
The maximum REP.MC drawdown since its inception was -64.76%, smaller than the maximum ALV.DE drawdown of -89.53%. Use the drawdown chart below to compare losses from any high point for REP.MC and ALV.DE. For additional features, visit the drawdowns tool.
Volatility
REP.MC vs. ALV.DE - Volatility Comparison
Repsol (REP.MC) has a higher volatility of 6.88% compared to Allianz SE (ALV.DE) at 5.13%. This indicates that REP.MC's price experiences larger fluctuations and is considered to be riskier than ALV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
REP.MC vs. ALV.DE - Financials Comparison
This section allows you to compare key financial metrics between Repsol 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