KHC vs. SPM.MI
KHC (The Kraft Heinz Company) and SPM.MI (Saipem SpA) are both stocks. KHC operates in Packaged Foods (Consumer Defensive), while SPM.MI operates in Oil & Gas Equipment & Services (Energy). Over the past 10 years, KHC returned -8.03%/yr vs -5.72%/yr for SPM.MI. At a 0.06 correlation, their price movements are largely independent.
Performance
KHC vs. SPM.MI - Performance Comparison
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Different Trading Currencies
KHC is traded in USD, while SPM.MI is traded in EUR. To make them comparable, the SPM.MI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, KHC achieves a -0.32% return, which is significantly lower than SPM.MI's 83.12% return. Over the past 10 years, KHC has underperformed SPM.MI with an annualized return of -8.03%, while SPM.MI has yielded a comparatively higher -5.72% annualized return.
KHC
- 1D
- 3.41%
- 1M
- -0.78%
- YTD
- -0.32%
- 6M
- -1.38%
- 1Y
- -6.78%
- 3Y*
- -9.33%
- 5Y*
- -7.02%
- 10Y*
- -8.03%
SPM.MI
- 1D
- 0.57%
- 1M
- 2.85%
- YTD
- 83.12%
- 6M
- 83.62%
- 1Y
- 97.38%
- 3Y*
- 60.99%
- 5Y*
- -3.89%
- 10Y*
- -5.72%
KHC vs. SPM.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | -0.32% | -16.31% | -12.96% | -5.04% | 18.18% | 7.98% | 13.78% | -21.20% | -42.25% | -8.37% |
SPM.MI Saipem SpA | 83.12% | 18.03% | 60.92% | 34.50% | -77.01% | -22.87% | -44.19% | 30.59% | -18.24% | -18.81% |
Correlation
The correlation between KHC and SPM.MI is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.06 |
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Return for Risk
KHC vs. SPM.MI — Risk / Return Rank
KHC
SPM.MI
KHC vs. SPM.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) and Saipem SpA (SPM.MI). 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.
| KHC | SPM.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.78 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.46 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 6.28 | -6.57 |
| Martin ratioReturn relative to average drawdown | -0.53 | 15.70 | -16.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KHC | SPM.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 3.08 | -3.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | -0.06 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.30 | -0.10 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | -0.24 | +0.03 |
Drawdowns
KHC vs. SPM.MI - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, smaller than the maximum SPM.MI drawdown of -99.66%. Use the drawdown chart below to compare losses from any high point for KHC and SPM.MI.
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Drawdown Indicators
| KHC | SPM.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.07% | -99.66% | +23.59% |
Max Drawdown (1Y)Largest decline over 1 year | -23.19% | -15.77% | -7.42% |
Max Drawdown (3Y)Largest decline over 3 years | -38.72% | -37.82% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -91.64% | +49.95% |
Max Drawdown (10Y)Largest decline over 10 years | -76.07% | -96.36% | +20.29% |
Current DrawdownCurrent decline from peak | -62.29% | -96.62% | +34.33% |
Average DrawdownAverage peak-to-trough decline | -42.43% | -69.46% | +27.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.81% | 6.30% | +6.51% |
Volatility
KHC vs. SPM.MI - Volatility Comparison
The current volatility for The Kraft Heinz Company (KHC) is 7.77%, while Saipem SpA (SPM.MI) has a volatility of 11.18%. This indicates that KHC experiences smaller price fluctuations and is considered to be less risky than SPM.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KHC | SPM.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 11.18% | -3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 18.61% | 25.70% | -7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.46% | 32.20% | -6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.42% | 70.24% | -47.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.08% | 58.14% | -31.06% |
Dividends
KHC vs. SPM.MI - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 6.85%, more than SPM.MI's 3.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | 6.85% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
SPM.MI Saipem SpA | 3.93% | 7.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
KHC vs. SPM.MI - Financials Comparison
This section allows you to compare key financial metrics between The Kraft Heinz Company and Saipem SpA. 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
KHC and SPM.MI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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