STGW vs. AXS

Last updated Aug 1, 2026

STGW (Stagwell Inc.) and AXS (AXIS Capital Holdings Limited) are both stocks. STGW operates in Advertising Agencies (Communication Services), while AXS operates in Insurance - Property & Casualty (Financial Services). Over the past 3 years, STGW returned 7.46%/yr vs 26.81%/yr for AXS. Their 0.23 correlation means their historical movements had little consistent relationship.

Performance

STGW vs. AXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stagwell Inc. (STGW) and AXIS Capital Holdings Limited (AXS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STGW achieves a 72.80% return, which is significantly higher than AXS's -0.82% return.

STGW

• 1D: -0.47%
• 1M: 14.19%
• 6M: 40.60%
• YTD: 72.80%
• 1Y: 51.43%
• 3Y*: 7.46%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.30%

AXS

• 1D: 0.26%
• 1M: -7.09%
• 6M: 2.94%
• YTD: -0.82%
• 1Y: 14.80%
• 3Y*: 26.81%
• 5Y*: 18.73%
• 10Y*: 9.69%
• ALL TIME*: 9.06%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AXS AXIS Capital Holdings Limited	$94.75M	$90.00M	$74.41M
STGW Stagwell Inc.	$9.96M	$9.06M	$10.17M

STGW vs. AXS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
STGW Stagwell Inc.	72.80%	-25.68%	-0.75%	6.76%	-28.37%	32.77%
AXS AXIS Capital Holdings Limited	-0.82%	22.96%	63.90%	5.57%	2.63%	9.32%

Correlation

The correlation between STGW and AXS is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.07
Correlation (3Y) Balances recent behavior with more history.	0.17
Correlation (All Time) Calculated using the full available price history since Aug 3, 2021	0.23

The correlation between STGW and AXS shifts across timeframes, from 0.07 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap STGW : $2.09B AXS : $7.68B
EPS STGW : $0.07 AXS : $19.10
PE Ratio STGW : 118.53 AXS : 5.51
PEG Ratio STGW : 0.21 AXS : 0.10
PS Ratio STGW : 0.71 AXS : 1.16
Total Revenue (TTM) STGW : $3.04B AXS : $5.25B
Gross Profit (TTM) STGW : $1.05B AXS : $2.40B
EBITDA (TTM) STGW : $248.34M AXS : $1.17B

Return for Risk

STGW vs. AXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STGW

STGW Risk / Return Rank: 72
STGW Sharpe Ratio Rank: 72
STGW Sortino Ratio Rank: 71
STGW Omega Ratio Rank: 69
STGW Calmar Ratio Rank: 71
STGW Martin Ratio Rank: 74

AXS

AXS Risk / Return Rank: 63
AXS Sharpe Ratio Rank: 64
AXS Sortino Ratio Rank: 56
AXS Omega Ratio Rank: 58
AXS Calmar Ratio Rank: 68
AXS Martin Ratio Rank: 68

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STGW vs. AXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stagwell Inc. (STGW) and AXIS Capital Holdings Limited (AXS). 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.

	STGW	AXS	Difference
Sharpe ratio: Return per unit of total volatility	0.85	0.57	+0.28
Sortino ratio: Return per unit of downside risk	1.51	0.88	+0.63
Omega ratio: Gain probability vs. loss probability	1.19	1.12	+0.07
Calmar ratio: Return relative to maximum drawdown	1.30	1.12	+0.17
Martin ratio: Return relative to average drawdown	3.74	2.59	+1.15

STGW vs. AXS - Sharpe Ratio Comparison

The current STGW Sharpe Ratio is 0.85, which is higher than the AXS Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of STGW and AXS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STGW vs. AXS - Drawdown Comparison

The maximum STGW drawdown since its inception was -62.11%, which is greater than AXS's maximum drawdown of -55.93%. Use the drawdown chart below to compare losses from any high point for STGW and AXS.

Drawdown Indicators

	STGW	AXS	Difference
Max Drawdown Largest peak-to-trough decline	-62.11%	-55.93%	-6.18%
Max Drawdown (1Y) Largest decline over 1 year	-36.78%	-12.67%	-24.11%
Max Drawdown (3Y) Largest decline over 3 years	-48.64%	-16.73%	-31.91%
Max Drawdown (5Y) Largest decline over 5 years	-62.11%	-18.99%	-43.12%
Max Drawdown (10Y) Largest decline over 10 years	—	-49.31%	—
Current Drawdown Current decline from peak	-20.36%	-11.70%	-8.66%
Average Drawdown Average peak-to-trough decline	-37.75%	-12.10%	-25.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.75%	5.48%	+7.27%

Volatility

STGW vs. AXS - Volatility Comparison

The current volatility for Stagwell Inc. (STGW) is 11.00%, while AXIS Capital Holdings Limited (AXS) has a volatility of 13.85%. This indicates that STGW experiences smaller price fluctuations and is considered to be less risky than AXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STGW	AXS	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.00%	13.85%	-2.85%
Volatility (6M) Calculated over the trailing 6-month period	39.40%	20.40%	+19.00%
Volatility (1Y) Calculated over the trailing 1-year period	57.03%	25.05%	+31.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.21%	25.39%	+29.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.21%	26.85%	+28.36%

Dividends

STGW vs. AXS - Dividend Comparison

STGW has not paid dividends to shareholders, while AXS's dividend yield for the trailing twelve months is around 1.67%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AXS AXIS Capital Holdings Limited	1.67%	1.64%	1.99%	3.18%	3.19%	3.10%	3.27%	2.71%	3.04%	3.04%	2.19%	2.17%
STGW Stagwell Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both STGW and AXS in my portfolio?

STGW and AXS have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STGW or AXS?

AXS has higher volatility (13.85%) compared to STGW (11.00%). In terms of maximum drawdown, STGW dropped -62.11% vs AXS's -55.93%.

Which has better risk-adjusted returns?

STGW currently has the higher Sharpe Ratio (0.85 vs 0.57), 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.