LDO.MI vs. SAABY

Last updated Apr 2, 2026

Compare and contrast key facts about Leonardo S.p.A. (LDO.MI) and Saab AB (publ) (SAABY).

Performance

LDO.MI vs. SAABY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leonardo S.p.A. (LDO.MI) and Saab AB (publ) (SAABY). The values are adjusted to include any dividend payments, if applicable.

LDO.MI vs. SAABY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LDO.MI Leonardo S.p.A.	27.42%	91.71%	75.81%	87.64%	29.81%	6.60%	-9.56%
SAABY Saab AB (publ)	23.04%	144.63%	49.09%	42.66%	77.64%	-44.96%	62.97%

Different Trading Currencies

LDO.MI is traded in EUR, while SAABY is traded in USD. To make them comparable, the SAABY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LDO.MI achieves a 27.42% return, which is significantly higher than SAABY's 23.04% return.

LDO.MI

• 1D: 7.93%
• 1M: 7.59%
• YTD: 27.42%
• 6M: 16.00%
• 1Y: 37.58%
• 3Y*: 81.74%
• 5Y*: 56.51%
• 10Y*: 20.30%

SAABY

• 1D: 7.08%
• 1M: 0.04%
• YTD: 23.04%
• 6M: 17.68%
• 1Y: 63.30%
• 3Y*: 61.76%
• 5Y*: 60.86%
• 10Y*: —

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

Return for Risk

LDO.MI vs. SAABY — Risk / Return Rank

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

LDO.MI

LDO.MI Risk / Return Rank: 68
LDO.MI Sharpe Ratio Rank: 70
LDO.MI Sortino Ratio Rank: 64
LDO.MI Omega Ratio Rank: 62
LDO.MI Calmar Ratio Rank: 75
LDO.MI Martin Ratio Rank: 70

SAABY

SAABY Risk / Return Rank: 82
SAABY Sharpe Ratio Rank: 84
SAABY Sortino Ratio Rank: 79
SAABY Omega Ratio Rank: 76
SAABY Calmar Ratio Rank: 86
SAABY Martin Ratio Rank: 85

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.

LDO.MI vs. SAABY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leonardo S.p.A. (LDO.MI) 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.

	LDO.MI	SAABY	Difference
Sharpe ratio Return per unit of total volatility	0.87	1.29	-0.43
Sortino ratio Return per unit of downside risk	1.35	1.86	-0.51
Omega ratio Gain probability vs. loss probability	1.17	1.23	-0.06
Calmar ratio Return relative to maximum drawdown	1.88	2.90	-1.02
Martin ratio Return relative to average drawdown	3.72	7.55	-3.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDO.MI vs. SAABY - Sharpe Ratio Comparison

The current LDO.MI Sharpe Ratio is 0.87, which is lower than the SAABY Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of LDO.MI 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.

Sharpe Ratios by Period

	LDO.MI	SAABY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	1.29	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.60	1.33	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.87	-0.67

Correlation

The correlation between LDO.MI and SAABY is 0.28, 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

LDO.MI vs. SAABY - Dividend Comparison

LDO.MI's dividend yield for the trailing twelve months is around 0.83%, more than SAABY's 0.29% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LDO.MI Leonardo S.p.A.	0.83%	1.06%	1.08%	0.94%	1.74%	0.00%	2.37%	1.34%	1.82%	1.41%
SAABY Saab AB (publ)	0.29%	0.36%	0.73%	0.84%	1.24%	2.19%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LDO.MI vs. SAABY - Drawdown Comparison

The maximum LDO.MI drawdown since its inception was -90.12%, which is greater than SAABY's maximum drawdown of -51.44%. Use the drawdown chart below to compare losses from any high point for LDO.MI and SAABY.

Drawdown Indicators

	LDO.MI	SAABY	Difference
Max Drawdown Largest peak-to-trough decline	-90.12%	-52.75%	-37.37%
Max Drawdown (1Y) Largest decline over 1 year	-19.98%	-24.66%	+4.68%
Max Drawdown (5Y) Largest decline over 5 years	-33.70%	-33.73%	+0.03%
Max Drawdown (10Y) Largest decline over 10 years	-73.16%	—	—
Current Drawdown Current decline from peak	-2.52%	-13.53%	+11.01%
Average Drawdown Average peak-to-trough decline	-53.07%	-16.66%	-36.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.10%	9.56%	+0.54%

Volatility

LDO.MI vs. SAABY - Volatility Comparison

Leonardo S.p.A. (LDO.MI) has a higher volatility of 16.98% compared to Saab AB (publ) (SAABY) at 16.06%. This indicates that LDO.MI's price experiences larger fluctuations and is considered to be riskier than SAABY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LDO.MI	SAABY	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.98%	16.06%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	28.79%	31.19%	-2.40%
Volatility (1Y) Calculated over the trailing 1-year period	43.40%	49.26%	-5.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.04%	46.20%	-11.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.54%	57.85%	-20.31%

Financials