KESKOB.HE vs. SAMPO.HE
KESKOB.HE (Kesko Oyj) and SAMPO.HE (Sampo Oyj) are both stocks. KESKOB.HE operates in Grocery Stores (Consumer Defensive), while SAMPO.HE operates in Insurance - Diversified (Financial Services). Over the past 10 years, KESKOB.HE returned 52.55%/yr vs 29.46%/yr for SAMPO.HE. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
KESKOB.HE vs. SAMPO.HE - Performance Comparison
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Returns By Period
In the year-to-date period, KESKOB.HE achieves a 16.05% return, which is significantly higher than SAMPO.HE's -3.14% return. Over the past 10 years, KESKOB.HE has outperformed SAMPO.HE with an annualized return of 52.55%, while SAMPO.HE has yielded a comparatively lower 29.46% annualized return.
KESKOB.HE
- 1D
- -0.46%
- 1M
- 11.86%
- 6M
- 3.50%
- YTD
- 16.05%
- 1Y
- 18.45%
- 3Y*
- 11.60%
- 5Y*
- -5.22%
- 10Y*
- 52.55%
- ALL TIME*
- 141.87%
SAMPO.HE
- 1D
- 0.00%
- 1M
- 3.00%
- 6M
- 6.45%
- YTD
- -3.14%
- 1Y
- 6.79%
- 3Y*
- 18.78%
- 5Y*
- 21.36%
- 10Y*
- 29.46%
- ALL TIME*
- 38.10%
Liquidity Comparison
KESKOB.HE vs. SAMPO.HE - Yearly Performance Comparison
Correlation
The correlation between KESKOB.HE and SAMPO.HE is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2006 | 0.40 |
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Return for Risk
KESKOB.HE vs. SAMPO.HE — Risk / Return Rank
KESKOB.HE
SAMPO.HE
KESKOB.HE vs. SAMPO.HE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kesko Oyj (KESKOB.HE) 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.
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.
| KESKOB.HE | SAMPO.HE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.08 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.46 | +0.95 |
| Martin ratioReturn relative to average drawdown | 3.04 | 0.91 | +2.13 |
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Drawdowns
KESKOB.HE vs. SAMPO.HE - Drawdown Comparison
The maximum KESKOB.HE drawdown since its inception was -55.22%, roughly equal to the maximum SAMPO.HE drawdown of -52.93%. Use the drawdown chart below to compare losses from any high point for KESKOB.HE and SAMPO.HE.
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Drawdown Indicators
| KESKOB.HE | SAMPO.HE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.22% | -52.93% | -2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -13.55% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -13.55% | -2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -55.22% | -19.19% | -36.03% |
Max Drawdown (10Y)Largest decline over 10 years | -55.22% | -45.81% | -9.41% |
Current DrawdownCurrent decline from peak | -26.29% | -3.14% | -23.15% |
Average DrawdownAverage peak-to-trough decline | -17.84% | -6.11% | -11.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 6.89% | -0.74% |
Volatility
KESKOB.HE vs. SAMPO.HE - Volatility Comparison
Kesko Oyj (KESKOB.HE) has a higher volatility of 5.52% compared to Sampo Oyj (SAMPO.HE) at 4.01%. This indicates that KESKOB.HE'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.
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Volatility by Period
| KESKOB.HE | SAMPO.HE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 4.01% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 11.60% | +4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 15.94% | +2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.22% | 23.96% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 129.81% | 31.75% | +98.06% |
Dividends
KESKOB.HE vs. SAMPO.HE - Dividend Comparison
KESKOB.HE's dividend yield for the trailing twelve months is around 4.17%, more than SAMPO.HE's 3.74% yield.
Financials
KESKOB.HE vs. SAMPO.HE - Financials Comparison
This section allows you to compare key financial metrics between Kesko Oyj and Sampo Oyj. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
KESKOB.HE and SAMPO.HE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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