Assicurazioni Generali SpA ADR

10-Year Study

ARZGY.US · Financial Services · US · Common Stock

Executive Summary: Assicurazioni Generali SpA ADR has compounded at 18.4% annually over the last 10 years, with a maximum drawdown of 36.7% and an annualized volatility of 25.5%.

1Y CAGR
+20.9%
3Y CAGR
+37.3%
5Y CAGR
+22.4%
10Y CAGR
+18.4%

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 →
36.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +54.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -11.5%
% 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.
2026-2.13.6-5.17.4————————3.4%
202512.83.76.04.53.9-2.75.44.90.7-2.43.05.954.7%
20246.55.56.8-3.410.2-2.63.76.45.2-4.23.1-1.340.9%
20239.62.10.64.4-3.47.65.2-2.8-1.3-3.44.71.826.9%
2022-1.7-4.416.0-17.41.4-12.3-6.6-1.0-6.79.316.21.7-10.8%
2021-2.410.36.20.28.3-2.3-0.32.04.64.9-8.56.231.3%
2020-5.6-4.8-26.74.71.58.9-1.05.2-10.5-4.927.82.4-11.5%
20195.2-1.26.94.6-4.47.20.5-3.98.53.00.81.131.0%
20188.3-5.32.05.3-13.61.64.4-4.73.6-6.42.60.6-3.8%
20178.0-9.810.40.15.12.711.4-1.12.3-0.40.60.231.5%
2016———5.2-7.6-19.314.02.0-4.45.7-5.621.15.4%

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 25.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 44.5% of variance. Idiosyncratic stock-specific factors contribute 18.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110517.171233696303
2016-05-019716.884049299988
2016-06-017840.134019384946
2016-07-018937.896374296997
2016-08-019119.301184635637
2016-09-018722.029436400622
2016-10-019220.773004666748
2016-11-018704.798372621755
2016-12-0110541.581907383033
2017-01-0111384.946751226516
2017-02-0110267.081488572454
2017-03-0111333.492880220176
2017-04-0111349.04870168721
2017-05-0111923.417494316142
2017-06-0112243.388775876512
2017-07-0113639.344262295082
2017-08-0113494.55546248654
2017-09-0113803.996649515379
2017-10-0113749.670934545893
2017-11-0113838.698097403374
2017-12-0113864.305372741415
2018-01-0115012.803637669022
2018-02-0114211.319851621396
2018-03-0114501.136771568748
2018-04-0115263.372023453392
2018-05-0113190.61864305373
2018-06-0113401.4598540146
2018-07-0113989.469905468472
2018-08-0113331.338997247816
2018-09-0113805.67189182721
2018-10-0112924.015795141797
2018-11-0113257.867655857364
2018-12-0113331.338997247816
2019-01-0114018.188345099918
2019-02-0113848.988871604644
2019-03-0114799.32990307527
2019-04-0115486.418571257629
2019-05-0114808.663395955487
2019-06-0115872.442263970326
2019-07-0115955.247098240996
2019-08-0115338.039966495155
2019-09-0116641.857125762835
2019-10-0117147.540983606556
2019-11-0117277.731243269118
2019-12-0117460.571975589326
2020-01-0116487.97415340433
2020-02-0115699.892305851385
2020-03-0111513.940409237764
2020-04-0112055.282996290538
2020-05-0112237.645087950223
2020-06-0113330.142395596507
2020-07-0113191.097283714253
2020-08-0113881.775756850548
2020-09-0112426.229508196722
2020-10-0111814.526744046907
2020-11-0115094.411870288382
2020-12-0115455.546248653824
2021-01-0115083.642455426589
2021-02-0116631.087710901043
2021-03-0117667.344740935743
2021-04-0117698.935024530336
2021-05-0119165.96864903674
2021-06-0118725.14060069403
2021-07-0118661.720713174585
2021-08-0119040.804116309682
2021-09-0119907.62235251885
2021-10-0120891.94687088668
2021-11-0119112.600215388302
2021-12-0120290.53488093814
2022-01-0119947.588847672614
2022-02-0119072.394399904275
2022-03-0122133.301423955967
2022-04-0118286.945075984208
2022-05-0118535.838219456746
2022-06-0116249.1324638028
2022-07-0115181.524470503771
2022-08-0115028.359459136056
2022-09-0114019.863587411752
2022-10-0115326.313270312312
2022-11-0117804.953930836426
2022-12-0118100.99317937059
2023-01-0119844.441785329665
2023-02-0120254.87615172909
2023-03-0120385.545052052177
2023-04-0121277.731243269118
2023-05-0120562.881416776356
2023-06-0122117.745602488932
2023-07-0123265.286586095488
2023-08-0122605.480435563004
2023-09-0122322.364484862992
2023-10-0121573.291851142756
2023-11-0122577.240636592076
2023-12-0122977.86286945076
2024-01-0124469.546487974156
2024-02-0125826.014119899486
2024-03-0127585.736508316386
2024-04-0126660.045470862755
2024-05-0129380.16034462128
2024-06-0128625.583343305014
2024-07-0129694.387938255357
2024-08-0131581.907383032194
2024-09-0133212.63611343784
2024-10-0131809.02237645088
2024-11-0132799.80854373579
2024-12-0132382.43388775877
2025-01-0136515.25667105421
2025-02-0137854.73255953094
2025-03-0140111.523273902116
2025-04-0141898.28885963863
2025-05-0143532.368074667946
2025-06-0142335.76642335767
2025-07-0144609.3095608472
2025-08-0146787.124566231905
2025-09-0147098.240995572574
2025-10-0145949.503410314705
2025-11-0147313.62929280842
2025-12-0150089.745123848275
2026-01-0149060.66770372144
2026-02-0150831.63814766064
2026-03-0148223.04654780424
2026-04-0151812.85150173507
Annual Return Matrix
YearAnnual Return
20170.31520159825644756
2018-0.03844162121107497
20190.30973880262094955
2020-0.11483161775791884
20210.3128319474768122
2022-0.10790951122853376
20230.2694255305083626
20240.4092883255392499
20250.5468184169684427
20260.03440038222646913
Total Factor Risk
0.25484506846818394
VTI.US Exposure
0.33937837215698136
VEA.US Exposure
0.4445833808988184
VWO.US Exposure
-0.00961540303216357
QQQ.US Exposure
-0.05515338380911576
VTV.US Exposure
0.050133279392251005
IJR.US Exposure
-0.11266359361271612
QUAL.US Exposure
-0.05839255497323843
SHV.US Exposure
0.08427361130329808
TLT.US Exposure
0.008860114450563
LQD.US Exposure
0.02589901135563552
HYG.US Exposure
-0.05704489020121385
GLD.US Exposure
-0.02175640002820095
USO.US Exposure
0.001038472785944656
VNQ.US Exposure
-0.03971523995571149
BTC-USD.CC Exposure
0.0015291889122616353
CPER.US Exposure
0.005778248918620404
VIX.INDX Exposure
0.06775583273902758
UUP.US Exposure
0.1399475438765281
TIP.US Exposure
0.0001481258444391457
Idiosyncratic Exposure
0.18501628297799116
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
97.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.5%

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 →8.14%
Market Cap$61.9B
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 →
+6.1%
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 →
+9.8%
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 →
0.0% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Assicurazioni Generali SpA ADR a high-risk investment?

Assicurazioni Generali SpA ADR (ARZGY.US) has an annualized volatility of 25.5% and experienced a maximum drawdown of 36.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ARZGY.US has generated a Compound Annual Growth Rate (CAGR) of 18.4%. 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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