G.MI vs. SAMPO.HE

Last updated Apr 2, 2026

Compare and contrast key facts about Assicurazioni Generali S.p.A. (G.MI) and Sampo Oyj (SAMPO.HE).

Performance

G.MI vs. SAMPO.HE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Assicurazioni Generali S.p.A. (G.MI) and Sampo Oyj (SAMPO.HE). The values are adjusted to include any dividend payments, if applicable.

G.MI vs. SAMPO.HE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
G.MI Assicurazioni Generali S.p.A.	-0.84%	36.71%	50.48%	22.46%	-2.05%	42.05%	-19.26%	33.03%	1.40%	13.66%
SAMPO.HE Sampo Oyj	-10.94%	36.30%	4.15%	-4.86%	22.75%	32.95%	-7.00%	10.24%	-11.19%	13.14%

Returns By Period

In the year-to-date period, G.MI achieves a -0.84% return, which is significantly higher than SAMPO.HE's -10.94% return. Over the past 10 years, G.MI has outperformed SAMPO.HE with an annualized return of 17.50%, while SAMPO.HE has yielded a comparatively lower 8.18% annualized return.

G.MI

• 1D: 2.72%
• 1M: 1.52%
• YTD: -0.84%
• 6M: 6.23%
• 1Y: 12.70%
• 3Y*: 31.20%
• 5Y*: 23.82%
• 10Y*: 17.50%

SAMPO.HE

• 1D: -0.02%
• 1M: -1.88%
• YTD: -10.94%
• 6M: -5.78%
• 1Y: 7.86%
• 3Y*: 10.54%
• 5Y*: 11.93%
• 10Y*: 8.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

G.MI vs. SAMPO.HE — Risk / Return Rank

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

G.MI

G.MI Risk / Return Rank: 58
G.MI Sharpe Ratio Rank: 62
G.MI Sortino Ratio Rank: 52
G.MI Omega Ratio Rank: 52
G.MI Calmar Ratio Rank: 63
G.MI Martin Ratio Rank: 63

SAMPO.HE

SAMPO.HE Risk / Return Rank: 52
SAMPO.HE Sharpe Ratio Rank: 56
SAMPO.HE Sortino Ratio Rank: 46
SAMPO.HE Omega Ratio Rank: 48
SAMPO.HE Calmar Ratio Rank: 54
SAMPO.HE Martin Ratio Rank: 55

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.

G.MI vs. SAMPO.HE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Assicurazioni Generali S.p.A. (G.MI) and Sampo Oyj (SAMPO.HE). 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.

	G.MI	SAMPO.HE	Difference
Sharpe ratio Return per unit of total volatility	0.60	0.44	+0.16
Sortino ratio Return per unit of downside risk	0.93	0.69	+0.25
Omega ratio Gain probability vs. loss probability	1.12	1.10	+0.02
Calmar ratio Return relative to maximum drawdown	1.05	0.58	+0.47
Martin ratio Return relative to average drawdown	2.49	1.48	+1.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

G.MI vs. SAMPO.HE - Sharpe Ratio Comparison

The current G.MI Sharpe Ratio is 0.60, which is higher than the SAMPO.HE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of G.MI and SAMPO.HE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	G.MI	SAMPO.HE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.44	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.22	0.66	+0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	0.38	+0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.49	-0.28

Correlation

The correlation between G.MI and SAMPO.HE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

G.MI vs. SAMPO.HE - Dividend Comparison

G.MI's dividend yield for the trailing twelve months is around 4.03%, more than SAMPO.HE's 3.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
G.MI Assicurazioni Generali S.p.A.	4.03%	4.00%	4.69%	6.07%	9.21%	7.89%	3.51%	4.89%	5.82%	5.26%	5.10%	3.55%
SAMPO.HE Sampo Oyj	3.70%	3.29%	4.57%	6.56%	9.23%	3.86%	4.34%	7.22%	6.77%	5.02%	5.05%	4.15%

Drawdowns

G.MI vs. SAMPO.HE - Drawdown Comparison

The maximum G.MI drawdown since its inception was -75.80%, roughly equal to the maximum SAMPO.HE drawdown of -77.78%. Use the drawdown chart below to compare losses from any high point for G.MI and SAMPO.HE.

Drawdown Indicators

	G.MI	SAMPO.HE	Difference
Max Drawdown Largest peak-to-trough decline	-75.80%	-77.78%	+1.98%
Max Drawdown (1Y) Largest decline over 1 year	-12.15%	-13.55%	+1.40%
Max Drawdown (5Y) Largest decline over 5 years	-30.77%	-19.17%	-11.60%
Max Drawdown (10Y) Largest decline over 10 years	-46.74%	-45.81%	-0.93%
Current Drawdown Current decline from peak	-2.34%	-10.94%	+8.60%
Average Drawdown Average peak-to-trough decline	-30.53%	-14.28%	-16.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.09%	5.31%	-0.22%

Volatility

G.MI vs. SAMPO.HE - Volatility Comparison

Assicurazioni Generali S.p.A. (G.MI) has a higher volatility of 6.14% compared to Sampo Oyj (SAMPO.HE) at 4.52%. This indicates that G.MI's price experiences larger fluctuations and is considered to be riskier than SAMPO.HE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	G.MI	SAMPO.HE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.14%	4.52%	+1.62%
Volatility (6M) Calculated over the trailing 6-month period	13.72%	12.18%	+1.54%
Volatility (1Y) Calculated over the trailing 1-year period	21.10%	17.90%	+3.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.27%	18.00%	+1.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.64%	21.62%	+1.02%

Financials