ZURN.SW vs. ALV.DE
Compare and contrast key facts about Zurich Insurance Group AG (ZURN.SW) and Allianz SE (ALV.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZURN.SW or ALV.DE.
Key characteristics
| ZURN.SW | ALV.DE | |
|---|---|---|
| YTD Return | 24.02% | 23.14% |
| 1Y Return | 25.51% | 34.57% |
| 3Y Return (Ann) | 14.56% | 16.95% |
| 5Y Return (Ann) | 11.87% | 10.98% |
| 10Y Return (Ann) | 12.07% | 13.29% |
| Sharpe Ratio | 1.97 | 2.19 |
| Sortino Ratio | 2.74 | 2.80 |
| Omega Ratio | 1.35 | 1.37 |
| Calmar Ratio | 3.74 | 3.28 |
| Martin Ratio | 11.92 | 11.01 |
| Ulcer Index | 2.22% | 2.88% |
| Daily Std Dev | 13.43% | 14.46% |
| Max Drawdown | -88.78% | -89.53% |
| Current Drawdown | -2.35% | -7.03% |
Fundamentals
| ZURN.SW | ALV.DE | |
|---|---|---|
| Market Cap | CHF 75.42B | €110.74B |
| EPS | CHF 29.41 | €22.99 |
| PE Ratio | 17.81 | 12.31 |
| PEG Ratio | 1.11 | 1.25 |
| Total Revenue (TTM) | CHF 55.17B | €101.21B |
| Gross Profit (TTM) | CHF 54.40B | €101.21B |
| EBITDA (TTM) | CHF 25.69B | €3.56B |
Correlation
The correlation between ZURN.SW and ALV.DE is 0.59, 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
ZURN.SW vs. ALV.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with ZURN.SW having a 24.02% return and ALV.DE slightly lower at 23.14%. Over the past 10 years, ZURN.SW has underperformed ALV.DE with an annualized return of 12.07%, while ALV.DE has yielded a comparatively higher 13.29% 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
ZURN.SW vs. ALV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) 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
ZURN.SW vs. ALV.DE - Dividend Comparison
ZURN.SW's dividend yield for the trailing twelve months is around 5.05%, more than ALV.DE's 4.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZURN.SW Zurich Insurance Group AG | 5.05% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 3.81% | 6.06% | 6.58% | 5.45% | 6.58% |
ALV.DE Allianz SE | 4.88% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% | 3.86% | 3.45% |
Drawdowns
ZURN.SW vs. ALV.DE - Drawdown Comparison
The maximum ZURN.SW drawdown since its inception was -88.78%, roughly equal to the maximum ALV.DE drawdown of -89.53%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and ALV.DE. For additional features, visit the drawdowns tool.
Volatility
ZURN.SW vs. ALV.DE - Volatility Comparison
The current volatility for Zurich Insurance Group AG (ZURN.SW) is 3.58%, while Allianz SE (ALV.DE) has a volatility of 5.17%. This indicates that ZURN.SW experiences smaller price fluctuations and is considered to be less risky than ALV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ZURN.SW vs. ALV.DE - Financials Comparison
This section allows you to compare key financial metrics between Zurich Insurance Group AG 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