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FINMY vs. SAABY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FINMY vs. SAABY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leonardo SpA ADR (FINMY) and Saab AB (publ) (SAABY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FINMY achieves a 2.24% return, which is significantly higher than SAABY's -10.54% return.


FINMY

1D
1.45%
1M
-3.50%
YTD
2.24%
6M
0.13%
1Y
12.11%
3Y*
73.36%
5Y*
49.61%
10Y*
20.79%

SAABY

1D
-0.89%
1M
-8.22%
YTD
-10.54%
6M
-10.32%
1Y
2.83%
3Y*
56.79%
5Y*
48.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FINMY vs. SAABY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FINMY
Leonardo SpA ADR
2.24%114.03%66.86%94.69%21.93%0.57%-6.23%
SAABY
Saab AB (publ)
-10.54%177.56%39.85%47.07%67.28%-48.79%82.51%

Correlation

The correlation between FINMY and SAABY is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.57

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

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2020

0.35

Over the past year, FINMY and SAABY have become more correlated (0.77) than their long-term average of 0.35, meaning their price movements have been converging.

Fundamentals

Market Cap

FINMY:

$66.61B

SAABY:

$28.01B

EPS

FINMY:

€0.76

SAABY:

SEK 5.98

PE Ratio

FINMY:

33.21

SAABY:

41.66

PEG Ratio

FINMY:

2.20

SAABY:

1.27

PS Ratio

FINMY:

1.51

SAABY:

3.27

PB Ratio

FINMY:

6.10

SAABY:

6.04

Total Revenue (TTM)

FINMY:

€28.94B

SAABY:

SEK 82.29B

Gross Profit (TTM)

FINMY:

€228.21M

SAABY:

SEK 17.87B

EBITDA (TTM)

FINMY:

-€1.34B

SAABY:

SEK 9.44B

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Return for Risk

FINMY vs. SAABY — Risk / Return Rank

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

FINMY
FINMY Risk / Return Rank: 5252
Overall Rank
FINMY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FINMY Sortino Ratio Rank: 4848
Sortino Ratio Rank
FINMY Omega Ratio Rank: 4747
Omega Ratio Rank
FINMY Calmar Ratio Rank: 5656
Calmar Ratio Rank
FINMY Martin Ratio Rank: 5555
Martin Ratio Rank

SAABY
SAABY Risk / Return Rank: 4343
Overall Rank
SAABY Sharpe Ratio Rank: 4545
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: 4444
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.

FINMY vs. SAABY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leonardo SpA ADR (FINMY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FINMYSAABYDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.08

1.05

+0.03

Calmar ratioReturn relative to maximum drawdown

0.54

0.08

+0.46

Martin ratioReturn relative to average drawdown

1.17

0.18

+0.99

FINMY vs. SAABY - Sharpe Ratio Comparison

The current FINMY Sharpe Ratio is 0.29, which is higher than the SAABY Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of FINMY 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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Drawdowns

FINMY vs. SAABY - Drawdown Comparison

The maximum FINMY drawdown since its inception was -81.99%, which is greater than SAABY's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for FINMY and SAABY.


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Drawdown Indicators


FINMYSAABYDifference

Max Drawdown

Largest peak-to-trough decline

-81.99%

-52.75%

-29.24%

Max Drawdown (1Y)

Largest decline over 1 year

-22.69%

-37.04%

+14.35%

Max Drawdown (3Y)

Largest decline over 3 years

-22.69%

-37.04%

+14.35%

Max Drawdown (5Y)

Largest decline over 5 years

-40.09%

-37.04%

-3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-74.54%

Current Drawdown

Current decline from peak

-20.94%

-36.16%

+15.22%

Average Drawdown

Average peak-to-trough decline

-36.21%

-17.03%

-19.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.39%

15.94%

-5.55%

Volatility

FINMY vs. SAABY - Volatility Comparison

The current volatility for Leonardo SpA ADR (FINMY) is 11.22%, while Saab AB (publ) (SAABY) has a volatility of 14.28%. This indicates that FINMY 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


FINMYSAABYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

14.28%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

30.81%

32.90%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

41.89%

47.81%

-5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.36%

47.13%

-8.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.97%

57.41%

-15.44%

Dividends

FINMY vs. SAABY - Dividend Comparison

FINMY's dividend yield for the trailing twelve months is around 2.29%, more than SAABY's 0.46% yield.


PositionTTM202520242023202220212020201920182017
FINMY
Leonardo SpA ADR
2.29%1.04%1.11%0.92%1.73%0.00%1.45%0.88%1.30%2.20%
SAABY
Saab AB (publ)
0.46%0.36%0.73%0.84%1.24%2.19%0.00%0.00%0.00%0.00%

Financials

FINMY vs. SAABY - Financials Comparison

This section allows you to compare key financial metrics between Leonardo SpA ADR 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


5.00B10.00B15.00B20.00B25.00B202120222023202420252026
10.51B
19.16B
(FINMY) Total Revenue
(SAABY) Total Revenue
Please note, different currencies. FINMY values in EUR, SAABY values in SEK

FINMY vs. SAABY - Profitability Comparison

The chart below illustrates the profitability comparison between Leonardo SpA ADR and Saab AB (publ) over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%202120222023202420252026
-41.1%
23.4%
Portfolio components
FINMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Leonardo SpA ADR reported a gross profit of -4.32B and revenue of 10.51B. Therefore, the gross margin over that period was -41.1%.

SAABY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a gross profit of 4.48B and revenue of 19.16B. Therefore, the gross margin over that period was 23.4%.

FINMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Leonardo SpA ADR reported an operating income of -4.34B and revenue of 10.51B, resulting in an operating margin of -41.3%.

SAABY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported an operating income of 1.91B and revenue of 19.16B, resulting in an operating margin of 10.0%.

FINMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Leonardo SpA ADR reported a net income of 717.65M and revenue of 10.51B, resulting in a net margin of 6.8%.

SAABY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a net income of 1.44B and revenue of 19.16B, resulting in a net margin of 7.5%.


Frequently Asked Questions


FINMY and SAABY have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAABY has higher volatility (14.28%) compared to FINMY (11.22%). In terms of maximum drawdown, FINMY dropped -81.99% vs SAABY's -52.75%.

FINMY currently has the higher Sharpe Ratio (0.29 vs 0.06), 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.

Portfolio Optimizer

Find the right allocation for FINMY and SAABY

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