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UN9.DE vs. FRFHF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UN9.DE vs. FRFHF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UNIQA Insurance Group AG (UN9.DE) and Fairfax Financial Holdings Ltd (FRFHF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UN9.DE is traded in EUR, while FRFHF is traded in USD. To make them comparable, the FRFHF values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UN9.DE achieves a 15.32% return, which is significantly higher than FRFHF's -14.75% return. Over the past 10 years, UN9.DE has outperformed FRFHF with an annualized return of 15.89%, while FRFHF has yielded a comparatively lower 13.86% annualized return.


UN9.DE

1D
1.25%
1M
4.84%
YTD
15.32%
6M
20.00%
1Y
45.69%
3Y*
38.14%
5Y*
25.80%
10Y*
15.89%

FRFHF

1D
1.24%
1M
-0.74%
YTD
-14.75%
6M
-3.99%
1Y
-5.20%
3Y*
27.22%
5Y*
30.59%
10Y*
13.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UN9.DE vs. FRFHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UN9.DE
UNIQA Insurance Group AG
15.32%108.06%12.54%13.83%-6.53%29.25%-27.87%24.34%-5.41%21.72%
FRFHF
Fairfax Financial Holdings Ltd
-14.75%22.32%63.51%52.84%30.80%59.32%-31.87%11.34%-11.47%-2.35%

Correlation

The correlation between UN9.DE and FRFHF is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.08

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Return for Risk

UN9.DE vs. FRFHF — Risk / Return Rank

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

UN9.DE
UN9.DE Risk / Return Rank: 8484
Overall Rank
UN9.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UN9.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
UN9.DE Omega Ratio Rank: 8181
Omega Ratio Rank
UN9.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
UN9.DE Martin Ratio Rank: 8686
Martin Ratio Rank

FRFHF
FRFHF Risk / Return Rank: 3131
Overall Rank
FRFHF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FRFHF Sortino Ratio Rank: 2727
Sortino Ratio Rank
FRFHF Omega Ratio Rank: 2828
Omega Ratio Rank
FRFHF Calmar Ratio Rank: 3434
Calmar Ratio Rank
FRFHF Martin Ratio Rank: 3232
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.

UN9.DE vs. FRFHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UNIQA Insurance Group AG (UN9.DE) and Fairfax Financial Holdings Ltd (FRFHF). 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.


UN9.DEFRFHFDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.31

0.98

+0.33

Calmar ratioReturn relative to maximum drawdown

3.46

-0.28

+3.74

Martin ratioReturn relative to average drawdown

9.31

-0.60

+9.91

UN9.DE vs. FRFHF - Sharpe Ratio Comparison

The current UN9.DE Sharpe Ratio is 1.76, which is higher than the FRFHF Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of UN9.DE and FRFHF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UN9.DEFRFHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

-0.23

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

1.23

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.52

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.54

-0.31

Drawdowns

UN9.DE vs. FRFHF - Drawdown Comparison

The maximum UN9.DE drawdown since its inception was -83.16%, which is greater than FRFHF's maximum drawdown of -56.42%. Use the drawdown chart below to compare losses from any high point for UN9.DE and FRFHF.


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Drawdown Indicators


UN9.DEFRFHFDifference

Max Drawdown

Largest peak-to-trough decline

-83.16%

-56.42%

-26.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-18.77%

+6.23%

Max Drawdown (3Y)

Largest decline over 3 years

-12.54%

-18.77%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-18.77%

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-50.60%

-55.89%

+5.29%

Current Drawdown

Current decline from peak

-8.25%

-15.13%

+6.88%

Average Drawdown

Average peak-to-trough decline

-59.23%

-12.22%

-47.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

8.64%

-3.96%

Volatility

UN9.DE vs. FRFHF - Volatility Comparison

UNIQA Insurance Group AG (UN9.DE) has a higher volatility of 8.25% compared to Fairfax Financial Holdings Ltd (FRFHF) at 5.36%. This indicates that UN9.DE's price experiences larger fluctuations and is considered to be riskier than FRFHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UN9.DEFRFHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

5.36%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

18.93%

17.53%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

24.69%

22.25%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.42%

24.90%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.50%

26.99%

-1.49%

Dividends

UN9.DE vs. FRFHF - Dividend Comparison

UN9.DE's dividend yield for the trailing twelve months is around 3.38%, more than FRFHF's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
FRFHF
Fairfax Financial Holdings Ltd
0.95%0.79%1.08%1.09%1.68%2.03%2.93%2.13%2.27%1.89%2.09%2.12%
UN9.DE
UNIQA Insurance Group AG
3.38%3.90%7.35%7.42%7.87%2.23%2.82%5.81%6.51%0.00%0.00%0.00%

Financials

UN9.DE vs. FRFHF - Financials Comparison

This section allows you to compare key financial metrics between UNIQA Insurance Group AG and Fairfax Financial Holdings Ltd. 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


Please note, different currencies. UN9.DE values in EUR, FRFHF values in USD

Frequently Asked Questions


UN9.DE and FRFHF have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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