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012450.KS vs. SAABY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

012450.KS vs. SAABY - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Hanwha Aerospace Co Ltd (012450.KS) and Saab AB (publ) (SAABY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

012450.KS is traded in KRW, while SAABY is traded in USD. To make them comparable, the SAABY values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 012450.KS achieves a 6.27% return, which is significantly higher than SAABY's 3.25% return.


012450.KS

1D
0.00%
1M
0.00%
YTD
6.27%
6M
12.64%
1Y
11.39%
3Y*
105.20%
5Y*
83.59%
10Y*
35.81%

SAABY

1D
-0.11%
1M
-6.38%
YTD
3.25%
6M
12.27%
1Y
19.63%
3Y*
67.25%
5Y*
61.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

012450.KS vs. SAABY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
012450.KS
Hanwha Aerospace Co Ltd
6.27%194.43%138.68%71.67%55.41%70.97%26.86%
SAABY
Saab AB (publ)
3.25%171.19%59.45%51.26%76.74%-43.90%62.14%

Correlation

The correlation between 012450.KS and SAABY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2020

0.02

The correlation between 012450.KS and SAABY shifts across timeframes, from 0.02 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

012450.KS vs. SAABY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

012450.KS
012450.KS Risk / Return Rank: 6161
Overall Rank
012450.KS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
012450.KS Sortino Ratio Rank: 5555
Sortino Ratio Rank
012450.KS Omega Ratio Rank: 6161
Omega Ratio Rank
012450.KS Calmar Ratio Rank: 6262
Calmar Ratio Rank
012450.KS Martin Ratio Rank: 6666
Martin Ratio Rank

SAABY
SAABY Risk / Return Rank: 4343
Overall Rank
SAABY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SAABY Sortino Ratio Rank: 4242
Sortino Ratio Rank
SAABY Omega Ratio Rank: 4141
Omega Ratio Rank
SAABY Calmar Ratio Rank: 4444
Calmar Ratio Rank
SAABY Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

012450.KS vs. SAABY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hanwha Aerospace Co Ltd (012450.KS) and Saab AB (publ) (SAABY). 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.


012450.KSSAABYDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.17

1.11

+0.06

Calmar ratioReturn relative to maximum drawdown

1.02

0.56

+0.46

Martin ratioReturn relative to average drawdown

2.98

1.50

+1.48

012450.KS vs. SAABY - Sharpe Ratio Comparison

The current 012450.KS Sharpe Ratio is 0.55, which is higher than the SAABY Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of 012450.KS and SAABY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


012450.KSSAABYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.41

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.75

1.31

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.86

-0.59

Drawdowns

012450.KS vs. SAABY - Drawdown Comparison

The maximum 012450.KS drawdown since its inception was -88.12%, which is greater than SAABY's maximum drawdown of -53.45%. Use the drawdown chart below to compare losses from any high point for 012450.KS and SAABY.


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Drawdown Indicators


012450.KSSAABYDifference

Max Drawdown

Largest peak-to-trough decline

-88.12%

-53.45%

-34.67%

Max Drawdown (1Y)

Largest decline over 1 year

-19.69%

-35.30%

+15.61%

Max Drawdown (3Y)

Largest decline over 3 years

-34.04%

-35.30%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-38.41%

-35.30%

-3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-77.84%

Current Drawdown

Current decline from peak

0.00%

-27.18%

+27.18%

Average Drawdown

Average peak-to-trough decline

-43.53%

-16.51%

-27.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.67%

13.13%

-6.46%

Volatility

012450.KS vs. SAABY - Volatility Comparison

The current volatility for Hanwha Aerospace Co Ltd (012450.KS) is 0.00%, while Saab AB (publ) (SAABY) has a volatility of 15.09%. This indicates that 012450.KS experiences smaller price fluctuations and is considered to be less risky than SAABY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


012450.KSSAABYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

15.09%

-15.09%

Volatility (6M)

Calculated over the trailing 6-month period

18.91%

31.33%

-12.42%

Volatility (1Y)

Calculated over the trailing 1-year period

36.48%

48.68%

-12.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.86%

47.19%

+3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.35%

58.02%

-10.67%

Dividends

012450.KS vs. SAABY - Dividend Comparison

012450.KS's dividend yield for the trailing twelve months is around 0.70%, more than SAABY's 0.43% yield.


PositionTTM20252024202320222021202020192018201720162015
012450.KS
Hanwha Aerospace Co Ltd
0.70%0.74%1.07%1.45%1.36%1.46%2.11%0.00%0.00%0.00%0.00%0.84%
SAABY
Saab AB (publ)
0.43%0.36%0.73%0.84%1.24%2.19%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

012450.KS vs. SAABY - Financials Comparison

This section allows you to compare key financial metrics between Hanwha Aerospace Co Ltd and Saab AB (publ). You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 012450.KS values in KRW, SAABY values in USD

Frequently Asked Questions


012450.KS and SAABY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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