Aegon Ltd. (Euronext Amsterdam: AGN.AS) closed at €7.89, -1.0%, on 2026-08-27, with a market cap of $18.2B as of 2026-08-26 and a return on equity of 10.5%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 720 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 24.47% | Sharpe | 1.09 |
| Sortino | 1.45 |
| Beta | 0.72 | Correlation | 0.48 |
| Up capture | 99.10% | Down capture | 58.66% |
Relative Value shows 0.61 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −22.76% | Ulcer Index | 5.84 |
| MTD | −4.22% | QTD | 6.08% |
| YTD | 22.34% | Window (ann., 3.0y) | 25.17% |
| Skewness | −1.25 | Excess Kurtosis | 8.00 |
| Omega (θ=0) | 1.23 | Tail Ratio | 1.06 |
| Gain/Pain | 0.23 | Hit Rate | 55.97% |
| Win/Loss | 0.93 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.10% | -5.66% | -2.43% | -3.48% |
| CVaR (ES) | -4.15% | -7.11% | -3.07% | -4.00% |
| VaR (Cornish-Fisher) | — | — | -2.68% | -6.87% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -22.76% | 2025-02-12 | 2025-04-07 | 2025-07-29 | 38 | 42 |
| -14.32% | 2025-11-28 | 2026-03-20 | 2026-04-30 | 76 | 25 |
| -14.10% | 2024-05-20 | 2024-08-05 | 2024-11-06 | 54 | 67 |
| -10.10% | 2024-11-07 | 2024-12-19 | 2025-01-20 | 30 | 19 |
| -8.78% | 2025-09-24 | 2025-10-17 | 2025-11-27 | 17 | 29 |
| -8.17% | 2024-01-24 | 2024-03-04 | 2024-03-26 | 28 | 16 |
| -7.71% | 2023-09-20 | 2023-10-23 | 2023-11-14 | 23 | 16 |
| -6.42% | 2026-08-10 | 2026-08-21 | ongoing | 9 | — |
| -5.57% | 2024-04-08 | 2024-04-19 | 2024-04-29 | 9 | 6 |
| -5.36% | 2026-05-25 | 2026-06-08 | 2026-06-15 | 9 | 5 |
Worst depth first · lengths in trading days.
