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

Performance

FINMY vs. THLLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leonardo SpA ADR (FINMY) and Thales SA ADR (THLLY). 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 11.87% return, which is significantly higher than THLLY's 6.40% return.


FINMY

1D
0.61%
1M
7.16%
6M
-3.75%
YTD
11.87%
1Y
20.69%
3Y*
69.23%
5Y*
53.95%
10Y*
20.55%
ALL TIME*
11.31%

THLLY

1D
0.91%
1M
3.62%
6M
-5.96%
YTD
6.40%
1Y
6.05%
3Y*
26.21%
5Y*
24.62%
10Y*
ALL TIME*
-8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.37M$1.44M$2.01M
$2.91M$2.64M$3.65M

FINMY vs. THLLY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FINMY
Leonardo SpA ADR
11.87%114.03%66.86%94.69%21.93%0.57%-38.24%35.19%-6.68%
THLLY
Thales SA ADR
6.40%92.10%-1.16%18.36%51.26%-3.68%-12.42%-82.02%-6.66%

Correlation

The correlation between FINMY and THLLY is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.67

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.61

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2018

0.52

The correlation between FINMY and THLLY shifts across timeframes, from 0.52 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FINMY:

$72.87B

THLLY:

$58.27B

EPS

FINMY:

€0.57

THLLY:

€2.12

PE Ratio

FINMY:

48.10

THLLY:

23.23

PEG Ratio

FINMY:

3.19

THLLY:

1.82

PS Ratio

FINMY:

2.19

THLLY:

1.14

PB Ratio

FINMY:

6.62

THLLY:

6.33

Total Revenue (TTM)

FINMY:

€28.94B

THLLY:

€44.30B

Gross Profit (TTM)

FINMY:

€228.21M

THLLY:

€11.74B

EBITDA (TTM)

FINMY:

-€1.34B

THLLY:

€6.05B

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Return for Risk

FINMY vs. THLLY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FINMY
FINMY Risk / Return Rank: 5959
Overall Rank
FINMY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FINMY Sortino Ratio Rank: 5757
Sortino Ratio Rank
FINMY Omega Ratio Rank: 5454
Omega Ratio Rank
FINMY Calmar Ratio Rank: 6161
Calmar Ratio Rank
FINMY Martin Ratio Rank: 6161
Martin Ratio Rank

THLLY
THLLY Risk / Return Rank: 5151
Overall Rank
THLLY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
THLLY Sortino Ratio Rank: 4848
Sortino Ratio Rank
THLLY Omega Ratio Rank: 4646
Omega Ratio Rank
THLLY Calmar Ratio Rank: 5454
Calmar Ratio Rank
THLLY Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FINMY vs. THLLY - Risk-Adjusted Trends Comparison

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


FINMYTHLLYDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.11

1.07

+0.04

Calmar ratioReturn relative to maximum drawdown

0.67

0.34

+0.32

Martin ratioReturn relative to average drawdown

1.51

0.65

+0.86

FINMY vs. THLLY - Sharpe Ratio Comparison

The current FINMY Sharpe Ratio is 0.44, which is higher than the THLLY Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of FINMY and THLLY, 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. THLLY - Drawdown Comparison

The maximum FINMY drawdown since its inception was -81.99%, smaller than the maximum THLLY drawdown of -90.72%. Use the drawdown chart below to compare losses from any high point for FINMY and THLLY.


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Drawdown Indicators


FINMYTHLLYDifference

Max Drawdown

Largest peak-to-trough decline

-81.99%

-90.72%

+8.73%

Max Drawdown (1Y)

Largest decline over 1 year

-28.14%

-22.04%

-6.10%

Max Drawdown (3Y)

Largest decline over 3 years

-28.14%

-24.17%

-3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-40.09%

-24.60%

-15.49%

Max Drawdown (10Y)

Largest decline over 10 years

-74.54%

Current Drawdown

Current decline from peak

-13.49%

-48.79%

+35.30%

Average Drawdown

Average peak-to-trough decline

-36.12%

-72.23%

+36.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.34%

11.67%

+0.67%

Volatility

FINMY vs. THLLY - Volatility Comparison

Leonardo SpA ADR (FINMY) has a higher volatility of 11.51% compared to Thales SA ADR (THLLY) at 9.70%. This indicates that FINMY's price experiences larger fluctuations and is considered to be riskier than THLLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FINMYTHLLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.51%

9.70%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

31.82%

24.26%

+7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

42.31%

32.79%

+9.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.59%

31.53%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.97%

45.97%

-4.00%

Dividends

FINMY vs. THLLY - Dividend Comparison

FINMY's dividend yield for the trailing twelve months is around 1.15%, less than THLLY's 1.61% yield.


PositionTTM202520242023202220212020201920182017
FINMY
Leonardo SpA ADR
1.15%1.04%1.11%0.92%1.73%0.00%1.45%0.88%1.30%2.20%
THLLY
Thales SA ADR
1.61%1.58%2.57%2.24%2.24%2.68%0.52%0.63%0.48%0.00%

Financials

FINMY vs. THLLY - Financials Comparison

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


Quarterly
Annual

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


Values in USD except per share items

FINMY vs. THLLY - Profitability Comparison

The chart below illustrates the profitability comparison between Leonardo SpA ADR and Thales SA ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

FINMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.

THLLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Thales SA ADR reported a gross profit of 3.04B and revenue of 11.17B. Therefore, the gross margin over that period was 27.3%.

FINMY - Operating Margin

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

THLLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Thales SA ADR reported an operating income of 1.18B and revenue of 11.17B, resulting in an operating margin of 10.5%.

FINMY - Net Margin

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

THLLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Thales SA ADR reported a net income of 494.63M and revenue of 11.17B, resulting in a net margin of 4.4%.


Frequently Asked Questions


FINMY and THLLY have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FINMY has higher volatility (11.51%) compared to THLLY (9.70%). In terms of maximum drawdown, FINMY dropped -81.99% vs THLLY's -90.72%.

FINMY currently has the higher Sharpe Ratio (0.44 vs 0.23), 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 THLLY

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