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HO.PA vs. SAABY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

HO.PA vs. SAABY

Last updated May 11, 2025

Compare and contrast key facts about Thales S.A. (HO.PA) and Saab AB (publ) (SAABY).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HO.PA or SAABY.

Correlation

The correlation between HO.PA and SAABY is 0.12, 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.

Performance

HO.PA vs. SAABY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thales S.A. (HO.PA) and Saab AB (publ) (SAABY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HO.PA:

1.51

SAABY:

-0.58

Sortino Ratio

HO.PA:

2.50

SAABY:

0.19

Omega Ratio

HO.PA:

1.33

SAABY:

1.05

Calmar Ratio

HO.PA:

2.58

SAABY:

-0.56

Martin Ratio

HO.PA:

4.44

SAABY:

-0.61

Ulcer Index

HO.PA:

11.93%

SAABY:

75.07%

Daily Std Dev

HO.PA:

32.53%

SAABY:

93.63%

Max Drawdown

HO.PA:

-66.14%

SAABY:

-81.97%

Current Drawdown

HO.PA:

-5.16%

SAABY:

-56.90%

Fundamentals

Market Cap

HO.PA:

€50.59B

SAABY:

$25.78B

EPS

HO.PA:

€4.90

SAABY:

$0.45

PE Ratio

HO.PA:

50.27

SAABY:

51.42

PEG Ratio

HO.PA:

2.26

SAABY:

1.94

PS Ratio

HO.PA:

2.46

SAABY:

0.39

PB Ratio

HO.PA:

6.80

SAABY:

6.48

Total Revenue (TTM)

HO.PA:

€20.58B

SAABY:

$65.36B

Gross Profit (TTM)

HO.PA:

€5.37B

SAABY:

$14.30B

EBITDA (TTM)

HO.PA:

€2.37B

SAABY:

$6.86B

Returns By Period

In the year-to-date period, HO.PA achieves a 77.64% return, which is significantly lower than SAABY's 121.31% return.

HO.PA

YTD

77.64%

1M

0.29%

6M

53.81%

1Y

50.60%

5Y*

30.67%

10Y*

18.29%

SAABY

YTD

121.31%

1M

11.56%

6M

115.95%

1Y

-56.90%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

HO.PA vs. SAABY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HO.PA
The Risk-Adjusted Performance Rank of HO.PA is 9191
Overall Rank
The Sharpe Ratio Rank of HO.PA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of HO.PA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of HO.PA is 8989
Omega Ratio Rank
The Calmar Ratio Rank of HO.PA is 9696
Calmar Ratio Rank
The Martin Ratio Rank of HO.PA is 8585
Martin Ratio Rank
SAABY
The Risk-Adjusted Performance Rank of SAABY is 3333
Overall Rank
The Sharpe Ratio Rank of SAABY is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of SAABY is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SAABY is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SAABY is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SAABY is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HO.PA vs. SAABY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thales S.A. (HO.PA) 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.

The current HO.PA Sharpe Ratio is 1.51, which is higher than the SAABY Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of HO.PA and SAABY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

HO.PA vs. SAABY - Dividend Comparison

HO.PA's dividend yield for the trailing twelve months is around 1.40%, more than SAABY's 0.39% yield.

TTM20242023202220212020201920182017201620152014
HO.PA
Thales S.A.		1.40%2.49%2.27%2.23%2.62%0.53%2.36%1.76%1.84%1.53%1.64%2.64%
SAABY
Saab AB (publ)		0.39%0.72%0.21%0.33%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HO.PA vs. SAABY - Drawdown Comparison

The maximum HO.PA drawdown since its inception was -66.14%, smaller than the maximum SAABY drawdown of -81.97%. Use the drawdown chart below to compare losses from any high point for HO.PA and SAABY. For additional features, visit the drawdowns tool.

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Volatility

HO.PA vs. SAABY - Volatility Comparison

Thales S.A. (HO.PA) and Saab AB (publ) (SAABY) have volatilities of 11.48% and 11.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Financials

HO.PA vs. SAABY - Financials Comparison

This section allows you to compare key financial metrics between Thales S.A. 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

5.00B10.00B15.00B20.00B20212022202320242025
11.08B
15.79B
(HO.PA) Total Revenue
(SAABY) Total Revenue
Please note, different currencies. HO.PA values in EUR, SAABY values in USD

HO.PA vs. SAABY - Profitability Comparison

The chart below illustrates the profitability comparison between Thales S.A. 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
-5.0%0.0%5.0%10.0%15.0%20.0%25.0%30.0%20212022202320242025
25.9%
23.6%
(HO.PA) Gross Margin
(SAABY) Gross Margin
HO.PA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Thales S.A. reported a gross profit of 2.87B and revenue of 11.08B. Therefore, the gross margin over that period was 25.9%.

SAABY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Saab AB (publ) reported a gross profit of 3.72B and revenue of 15.79B. Therefore, the gross margin over that period was 23.6%.

HO.PA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Thales S.A. reported an operating income of 1.02B and revenue of 11.08B, resulting in an operating margin of 9.2%.

SAABY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Saab AB (publ) reported an operating income of 1.45B and revenue of 15.79B, resulting in an operating margin of 9.2%.

HO.PA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Thales S.A. reported a net income of 19.30M and revenue of 11.08B, resulting in a net margin of 0.2%.

SAABY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Saab AB (publ) reported a net income of 1.27B and revenue of 15.79B, resulting in a net margin of 8.0%.