Allianz SE ADR

10-Year Study

ALIZY.US · Financial Services · US · Common Stock

Executive Summary: Allianz SE ADR has compounded at 15.9% annually over the last 10 years, with a maximum drawdown of 37.9% and an annualized volatility of 29.3%.

1Y CAGR
+16.2%
3Y CAGR
+33.7%
5Y CAGR
+16.2%
10Y CAGR
+15.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
37.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +57.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.22.1-6.58.1————————-1.2%
20256.15.611.88.0-0.12.4-2.57.0-0.8-4.37.36.757.1%
2024-0.32.89.4-5.38.1-4.71.610.15.9-4.3-1.6-1.120.6%
202311.1-1.7-1.68.6-9.98.62.81.8-2.1-1.87.26.631.2%
20228.5-11.75.2-5.8-1.5-9.2-4.9-7.1-7.215.118.80.5-4.3%
2021-8.26.66.11.76.3-5.5-0.6-5.8-4.13.4-6.58.70.1%
2020-1.9-9.6-21.110.02.913.90.45.1-11.6-8.433.55.28.5%
20195.14.80.18.6-3.98.6-3.7-5.25.55.2-2.31.525.7%
201810.2-8.2-2.44.3-8.9-0.97.7-3.64.3-6.31.7-4.7-8.5%
20173.02.66.42.65.72.78.00.24.64.50.8-2.645.5%
2016———4.50.5-11.8-0.83.9-0.14.72.23.86.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 29.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.7% of variance. Idiosyncratic stock-specific factors contribute 12.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110453.952543588008
2016-05-0110508.120164494321
2016-06-019271.82387557379
2016-07-019194.555357516256
2016-08-019555.108584173895
2016-09-019548.735922890799
2016-10-019999.402563004709
2016-11-0110218.36322177857
2016-12-0110611.078473349331
2017-01-0110926.624779695108
2017-02-0111209.909488295214
2017-03-0111931.015941610493
2017-04-0112240.090013840625
2017-05-0112934.809666530584
2017-06-0113284.210735942808
2017-07-0114345.8562765735
2017-08-0114379.4123211423
2017-09-0115044.658415397942
2017-10-0115723.346842047617
2017-11-0115844.228260761334
2017-12-0115434.386481992255
2018-01-0117013.412460544267
2018-02-0115622.47956267612
2018-03-0115246.19382847584
2018-04-0115897.997590337454
2018-05-0114489.1415826106
2018-06-0114356.012705493435
2018-07-0115463.561321928924
2018-08-0114902.767129016518
2018-09-0115540.630694321362
2018-10-0114566.310527835587
2018-11-0114811.657987234763
2018-12-0114117.635344372644
2019-01-0114839.637953180856
2019-02-0115554.670463710683
2019-03-0115568.710233100002
2019-04-0116907.56653954535
2019-05-0116254.667476525707
2019-06-0117646.99439404953
2019-07-0117002.1607304663
2019-08-0116122.73347339912
2019-09-0117002.1607304663
2019-10-0117888.85680430951
2019-11-0117485.785978153723
2019-12-0117742.28559479832
2020-01-0117405.231556622093
2020-02-0115734.299853627937
2020-03-0112421.810433241393
2020-04-0113667.66571408657
2020-05-0114061.077975485168
2020-06-0116020.671320037043
2020-07-0116090.96973981619
2020-08-0116910.752870186898
2020-09-0114951.05995280248
2020-10-0113701.918768483209
2020-11-0118292.624640293143
2020-12-0119245.138356450825
2021-01-0117668.103834549784
2021-02-0118831.31366437981
2021-03-0119971.223451393522
2021-04-0120306.98304274662
2021-05-0121580.51957104024
2021-06-0120389.32977526412
2021-07-0120275.11973633114
2021-08-0119100.259885092953
2021-09-0118325.08538370391
2021-10-0118945.224984815144
2021-11-0117721.375299963158
2021-12-0119263.360184807178
2022-01-0120903.32473687879
2022-02-0118447.46039490585
2022-03-0119402.065140547053
2022-04-0118276.195122922665
2022-05-0118007.049756544424
2022-06-0116348.96294894901
2022-07-0115549.99054058091
2022-08-0114450.308177916737
2022-09-0113410.76780611178
2022-10-0115438.269822461642
2022-11-0118342.11233806968
2022-12-0118428.043692558924
2023-01-0120472.771808939648
2023-02-0120120.483127383526
2023-03-0119802.646645889134
2023-04-0121503.6493443129
2023-05-0119367.812086150414
2023-06-0121034.66130301009
2023-07-0121623.435461868587
2023-08-0122003.903255035893
2023-09-0121541.88531201147
2023-10-0121152.356391082256
2023-11-0122683.38826434596
2023-12-0124178.076053729503
2024-01-0124114.64815939619
2024-02-0124784.972468111802
2024-03-0127113.084865925182
2024-04-0125681.82497087495
2024-05-0127766.08350177738
2024-06-0126467.554192514115
2024-07-0126878.092981111036
2024-08-0129599.31892182537
2024-09-0131337.06399545948
2024-10-0129981.280307480905
2024-11-0129494.269583486843
2024-12-0129160.10315745452
2025-01-0130926.52520686256
2025-02-0132654.71128857203
2025-03-0136512.16282149578
2025-04-0139443.487438887176
2025-05-0139420.8844058987
2025-06-0140356.869031853355
2025-07-0139351.18342311484
2025-08-0142109.350884704625
2025-09-0141790.71782054984
2025-10-0140008.36411793406
2025-11-0142915.8908283464
2025-12-0145803.50297224905
2026-01-0143871.79002081073
2026-02-0144777.90279700087
2026-03-0141860.4188033337
2026-04-0145245.89510997819
Annual Return Matrix
YearAnnual Return
20170.4545539853236493
2018-0.08531282660026063
20190.2567462724464318
20200.0847045750460198
20210.0009468276101138873
2022-0.04336296908921733
20230.312026195352054
20240.20605556424976723
20250.570759291382678
2026-0.012173913043478257
Total Factor Risk
0.292822562499833
VTI.US Exposure
-0.054848433056079476
VEA.US Exposure
0.26414997510039645
VWO.US Exposure
-0.007433845224525507
QQQ.US Exposure
-0.0037084708669282134
VTV.US Exposure
0.060356417525468616
IJR.US Exposure
-0.030071408771490803
QUAL.US Exposure
-0.00692614401729887
SHV.US Exposure
0.47729849540143815
TLT.US Exposure
-0.01889374049745132
LQD.US Exposure
0.019534346611930126
HYG.US Exposure
0.03994672959801449
GLD.US Exposure
-0.013302793722522042
USO.US Exposure
0.00903502455141736
VNQ.US Exposure
0.03597757143652337
BTC-USD.CC Exposure
-0.002337213932561337
CPER.US Exposure
0.024376066920520568
VIX.INDX Exposure
0.011540994572194844
UUP.US Exposure
0.06853031044148704
TIP.US Exposure
-0.002336497623720739
Idiosyncratic Exposure
0.1291126155531874
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.02%
Market Cap$161.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allianz SE ADR a high-risk investment?

Allianz SE ADR (ALIZY.US) has an annualized volatility of 29.3% and experienced a maximum drawdown of 37.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ALIZY.US?

Over the past 10 years, ALIZY.US has generated a Compound Annual Growth Rate (CAGR) of 15.9%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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