UVE vs. AIZ
UVE (Universal Insurance Holdings, Inc.) and AIZ (Assurant, Inc.) are both stocks. Both are in the Financial Services sector — UVE in Insurance - Property & Casualty, AIZ in Insurance - Specialty. Over the past 10 years, UVE returned 11.88%/yr vs 14.33%/yr for AIZ. At a 0.30 correlation, their price movements are largely independent.
Performance
UVE vs. AIZ - Performance Comparison
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Returns By Period
In the year-to-date period, UVE achieves a 14.34% return, which is significantly higher than AIZ's 9.42% return. Over the past 10 years, UVE has underperformed AIZ with an annualized return of 11.88%, while AIZ has yielded a comparatively higher 14.33% annualized return.
UVE
- 1D
- 0.58%
- 1M
- -1.69%
- YTD
- 14.34%
- 6M
- 11.60%
- 1Y
- 48.79%
- 3Y*
- 39.71%
- 5Y*
- 28.20%
- 10Y*
- 11.88%
AIZ
- 1D
- 0.66%
- 1M
- 3.01%
- YTD
- 9.42%
- 6M
- 9.12%
- 1Y
- 35.38%
- 3Y*
- 30.38%
- 5Y*
- 12.93%
- 10Y*
- 14.33%
UVE vs. AIZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UVE Universal Insurance Holdings, Inc. | 14.34% | 65.32% | 36.80% | 58.14% | -33.52% | 18.39% | -43.50% | -24.24% | 41.44% | -0.88% |
AIZ Assurant, Inc. | 9.42% | 14.69% | 28.55% | 37.52% | -18.34% | 16.46% | 6.09% | 49.78% | -9.18% | 10.98% |
Correlation
The correlation between UVE and AIZ is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2004 | 0.30 |
The correlation between UVE and AIZ shifts across timeframes, from 0.30 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
UVE:
$9.07
AIZ:
$19.68
UVE:
4.23
AIZ:
13.29
UVE:
0.04
AIZ:
0.42
UVE:
0.52
AIZ:
1.01
UVE:
$1.60B
AIZ:
$13.16B
UVE:
$346.30M
AIZ:
$10.24B
UVE:
$272.42M
AIZ:
$1.52B
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Return for Risk
UVE vs. AIZ — Risk / Return Rank
UVE
AIZ
UVE vs. AIZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Universal Insurance Holdings, Inc. (UVE) and Assurant, Inc. (AIZ). 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.
| UVE | AIZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.83 | -0.06 |
| Martin ratioReturn relative to average drawdown | 5.75 | 7.30 | -1.55 |
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Drawdowns
UVE vs. AIZ - Drawdown Comparison
The maximum UVE drawdown since its inception was -80.46%, roughly equal to the maximum AIZ drawdown of -81.62%. Use the drawdown chart below to compare losses from any high point for UVE and AIZ.
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Drawdown Indicators
| UVE | AIZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.46% | -81.62% | +1.16% |
Max Drawdown (1Y)Largest decline over 1 year | -17.74% | -12.57% | -5.17% |
Max Drawdown (3Y)Largest decline over 3 years | -25.75% | -20.83% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -54.23% | -44.63% | -9.60% |
Max Drawdown (10Y)Largest decline over 10 years | -79.58% | -44.63% | -34.95% |
Current DrawdownCurrent decline from peak | -6.76% | -0.21% | -6.55% |
Average DrawdownAverage peak-to-trough decline | -36.27% | -16.09% | -20.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.51% | 4.86% | +3.65% |
Volatility
UVE vs. AIZ - Volatility Comparison
Universal Insurance Holdings, Inc. (UVE) has a higher volatility of 8.18% compared to Assurant, Inc. (AIZ) at 5.20%. This indicates that UVE's price experiences larger fluctuations and is considered to be riskier than AIZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UVE | AIZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 5.20% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 26.69% | 16.97% | +9.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.67% | 24.51% | +12.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.20% | 25.04% | +17.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.34% | 26.92% | +14.42% |
Dividends
UVE vs. AIZ - Dividend Comparison
UVE's dividend yield for the trailing twelve months is around 2.01%, more than AIZ's 1.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIZ Assurant, Inc. | 1.32% | 1.36% | 1.39% | 1.67% | 2.19% | 1.71% | 1.87% | 1.85% | 2.55% | 2.13% | 2.19% | 1.70% |
UVE Universal Insurance Holdings, Inc. | 2.01% | 2.28% | 3.66% | 4.82% | 7.27% | 4.53% | 5.10% | 2.75% | 1.93% | 2.52% | 2.43% | 2.72% |
Financials
UVE vs. AIZ - Financials Comparison
This section allows you to compare key financial metrics between Universal Insurance Holdings, Inc. and Assurant, 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.
Total Revenue: Total amount of money received from sales and other business activities
UVE vs. AIZ - Profitability Comparison
UVE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Universal Insurance Holdings, Inc. reported a gross profit of 0.00 and revenue of 393.57M. Therefore, the gross margin over that period was 0.0%.
AIZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Assurant, Inc. reported a gross profit of 2.65B and revenue of 3.42B. Therefore, the gross margin over that period was 77.5%.
UVE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Universal Insurance Holdings, Inc. reported an operating income of 73.29M and revenue of 393.57M, resulting in an operating margin of 18.6%.
AIZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Assurant, Inc. reported an operating income of 335.60M and revenue of 3.42B, resulting in an operating margin of 9.8%.
UVE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Universal Insurance Holdings, Inc. reported a net income of 54.29M and revenue of 393.57M, resulting in a net margin of 13.8%.
AIZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Assurant, Inc. reported a net income of 274.10M and revenue of 3.42B, resulting in a net margin of 8.0%.
Frequently Asked Questions
UVE and AIZ have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UVE has higher volatility (8.18%) compared to AIZ (5.20%). In terms of maximum drawdown, UVE dropped -80.46% vs AIZ's -81.62%.
AIZ currently has the higher Sharpe Ratio (1.45 vs 1.34), 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.
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