SAPMY vs. SUBCY
SAPMY (Saipem SpA ADR) and SUBCY (Subsea 7 SA ADR) are both stocks. Both operate in the Oil & Gas Equipment & Services industry within the Energy sector. Over the past 5 years, SAPMY returned -1.43%/yr vs 31.24%/yr for SUBCY. At a 0.26 correlation, their price movements are largely independent.
Performance
SAPMY vs. SUBCY - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SAPMY having a 78.53% return and SUBCY slightly lower at 77.75%.
SAPMY
- 1D
- -0.23%
- 1M
- -18.28%
- YTD
- 78.53%
- 6M
- 91.80%
- 1Y
- 741.27%
- 3Y*
- 154.24%
- 5Y*
- -1.43%
- 10Y*
- —
SUBCY
- 1D
- 0.13%
- 1M
- 0.43%
- YTD
- 77.75%
- 6M
- 88.55%
- 1Y
- 113.01%
- 3Y*
- 55.50%
- 5Y*
- 31.24%
- 10Y*
- 18.49%
SAPMY vs. SUBCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAPMY Saipem SpA ADR | 78.53% | 382.30% | 50.00% | 45.45% | -93.87% | -22.79% | -44.06% | 30.33% | -17.61% | 18.54% |
SUBCY Subsea 7 SA ADR | 77.75% | 36.54% | 12.74% | 31.35% | 63.12% | -27.01% | -16.18% | 23.74% | -32.44% | 8.04% |
Correlation
The correlation between SAPMY and SUBCY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2017 | 0.26 |
The correlation between SAPMY and SUBCY shifts across timeframes, from 0.14 (5 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
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Return for Risk
SAPMY vs. SUBCY — Risk / Return Rank
SAPMY
SUBCY
SAPMY vs. SUBCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saipem SpA ADR (SAPMY) and Subsea 7 SA ADR (SUBCY). 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.
| SAPMY | SUBCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.67 | ||
| Omega ratioGain probability vs. loss probability | 2.15 | 1.57 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 25.56 | 8.35 | +17.21 |
| Martin ratioReturn relative to average drawdown | 61.65 | 21.59 | +40.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAPMY | SUBCY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 3.79 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.84 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.12 | -0.14 |
Drawdowns
SAPMY vs. SUBCY - Drawdown Comparison
The maximum SAPMY drawdown since its inception was -99.36%, which is greater than SUBCY's maximum drawdown of -83.22%. Use the drawdown chart below to compare losses from any high point for SAPMY and SUBCY.
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Drawdown Indicators
| SAPMY | SUBCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.36% | -83.22% | -16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -29.28% | -13.61% | -15.67% |
Max Drawdown (3Y)Largest decline over 3 years | -37.14% | -33.15% | -3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -99.36% | -38.01% | -61.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.62% | — |
Current DrawdownCurrent decline from peak | -62.26% | -4.80% | -57.46% |
Average DrawdownAverage peak-to-trough decline | -62.72% | -38.06% | -24.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.12% | 5.25% | +6.87% |
Volatility
SAPMY vs. SUBCY - Volatility Comparison
Saipem SpA ADR (SAPMY) has a higher volatility of 23.75% compared to Subsea 7 SA ADR (SUBCY) at 12.22%. This indicates that SAPMY's price experiences larger fluctuations and is considered to be riskier than SUBCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAPMY | SUBCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.75% | 12.22% | +11.53% |
Volatility (6M)Calculated over the trailing 6-month period | 46.20% | 25.25% | +20.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 267.14% | 29.95% | +237.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 275.42% | 37.30% | +238.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 210.42% | 41.64% | +168.78% |
Dividends
SAPMY vs. SUBCY - Dividend Comparison
SAPMY's dividend yield for the trailing twelve months is around 45.11%, more than SUBCY's 5.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SAPMY Saipem SpA ADR | 45.11% | 77.01% | 0.00% | 0.00% | 169.09% | 0.00% | 0.22% | 0.00% | 0.00% | 0.00% |
SUBCY Subsea 7 SA ADR | 5.62% | 5.77% | 3.51% | 2.66% | 0.98% | 3.34% | 0.00% | 1.47% | 6.51% | 7.93% |
Financials
SAPMY vs. SUBCY - Financials Comparison
This section allows you to compare key financial metrics between Saipem SpA ADR and Subsea 7 SA ADR. 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
Frequently Asked Questions
SAPMY and SUBCY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAPMY has higher volatility (23.75%) compared to SUBCY (12.22%). In terms of maximum drawdown, SAPMY dropped -99.36% vs SUBCY's -83.22%.
SUBCY currently has the higher Sharpe Ratio (3.79 vs 2.80), 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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