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

Performance

HII vs. SAABY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huntington Ingalls Industries, Inc (HII) 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, HII achieves a -11.81% return, which is significantly lower than SAABY's -4.59% return.


HII

1D
-1.09%
1M
-10.55%
YTD
-11.81%
6M
-8.27%
1Y
32.12%
3Y*
13.54%
5Y*
8.47%
10Y*
8.50%

SAABY

1D
-3.70%
1M
4.71%
YTD
-4.59%
6M
0.99%
1Y
17.14%
3Y*
60.00%
5Y*
50.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HII vs. SAABY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HII
Huntington Ingalls Industries, Inc
-11.81%84.17%-25.67%15.16%26.33%12.11%-11.86%
SAABY
Saab AB (publ)
-4.59%177.56%39.85%47.07%67.28%-48.79%82.51%

Correlation

The correlation between HII and SAABY is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.24

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

0.18

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

0.16

The correlation between HII and SAABY shifts across timeframes, from 0.16 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HII:

$11.70B

SAABY:

$29.87B

EPS

HII:

$15.37

SAABY:

SEK 5.98

PE Ratio

HII:

19.37

SAABY:

43.63

PEG Ratio

HII:

4.51

SAABY:

1.33

PS Ratio

HII:

0.91

SAABY:

3.43

PB Ratio

HII:

2.27

SAABY:

6.32

Total Revenue (TTM)

HII:

$12.85B

SAABY:

SEK 82.29B

Gross Profit (TTM)

HII:

$3.34B

SAABY:

SEK 17.87B

EBITDA (TTM)

HII:

$1.07B

SAABY:

SEK 9.44B

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Return for Risk

HII vs. SAABY — Risk / Return Rank

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

HII
HII Risk / Return Rank: 6767
Overall Rank
HII Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HII Sortino Ratio Rank: 6666
Sortino Ratio Rank
HII Omega Ratio Rank: 6666
Omega Ratio Rank
HII Calmar Ratio Rank: 6262
Calmar Ratio Rank
HII Martin Ratio Rank: 6666
Martin Ratio Rank

SAABY
SAABY Risk / Return Rank: 5454
Overall Rank
SAABY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SAABY Sortino Ratio Rank: 5353
Sortino Ratio Rank
SAABY Omega Ratio Rank: 5050
Omega Ratio Rank
SAABY Calmar Ratio Rank: 5454
Calmar Ratio Rank
SAABY Martin Ratio Rank: 5656
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.

HII vs. SAABY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Huntington Ingalls Industries, Inc (HII) 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.


HIISAABYDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.19

1.10

+0.09

Calmar ratioReturn relative to maximum drawdown

0.89

0.46

+0.42

Martin ratioReturn relative to average drawdown

2.67

1.14

+1.52

HII vs. SAABY - Sharpe Ratio Comparison

The current HII Sharpe Ratio is 0.92, which is higher than the SAABY Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of HII 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

HII vs. SAABY - Drawdown Comparison

The maximum HII drawdown since its inception was -49.70%, smaller than the maximum SAABY drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for HII and SAABY.


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Drawdown Indicators


HIISAABYDifference

Max Drawdown

Largest peak-to-trough decline

-49.70%

-52.75%

+3.05%

Max Drawdown (1Y)

Largest decline over 1 year

-36.35%

-37.04%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-45.21%

-37.04%

-8.17%

Max Drawdown (5Y)

Largest decline over 5 years

-45.21%

-37.04%

-8.17%

Max Drawdown (10Y)

Largest decline over 10 years

-49.70%

Current Drawdown

Current decline from peak

-34.11%

-31.92%

-2.19%

Average Drawdown

Average peak-to-trough decline

-13.68%

-16.96%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.07%

15.01%

-2.94%

Volatility

HII vs. SAABY - Volatility Comparison

The current volatility for Huntington Ingalls Industries, Inc (HII) is 9.30%, while Saab AB (publ) (SAABY) has a volatility of 15.37%. This indicates that HII 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


HIISAABYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.30%

15.37%

-6.07%

Volatility (6M)

Calculated over the trailing 6-month period

29.33%

33.13%

-3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

35.01%

47.86%

-12.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.20%

47.05%

-15.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.61%

57.50%

-26.89%

Dividends

HII vs. SAABY - Dividend Comparison

HII's dividend yield for the trailing twelve months is around 1.84%, more than SAABY's 0.43% yield.


PositionTTM20252024202320222021202020192018201720162015
HII
Huntington Ingalls Industries, Inc
1.84%1.60%2.78%1.93%2.07%2.46%2.48%1.44%1.59%1.07%1.14%1.34%
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

HII vs. SAABY - Financials Comparison

This section allows you to compare key financial metrics between Huntington Ingalls Industries, Inc 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


5.00B10.00B15.00B20.00B25.00B20222023202420252026
3.10B
19.16B
(HII) Total Revenue
(SAABY) Total Revenue
Please note, different currencies. HII values in USD, SAABY values in SEK

HII vs. SAABY - Profitability Comparison

The chart below illustrates the profitability comparison between Huntington Ingalls Industries, Inc 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

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
69.3%
23.4%
Portfolio components
HII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Huntington Ingalls Industries, Inc reported a gross profit of 2.15B and revenue of 3.10B. Therefore, the gross margin over that period was 69.3%.

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%.

HII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Huntington Ingalls Industries, Inc reported an operating income of 155.00M and revenue of 3.10B, resulting in an operating margin of 5.0%.

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%.

HII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Huntington Ingalls Industries, Inc reported a net income of 149.00M and revenue of 3.10B, resulting in a net margin of 4.8%.

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


HII and SAABY have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAABY has higher volatility (15.37%) compared to HII (9.30%). In terms of maximum drawdown, HII dropped -49.70% vs SAABY's -52.75%.

HII currently has the higher Sharpe Ratio (0.92 vs 0.36), 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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