METSO.HE vs. SAMPO.HE
METSO.HE (Metso Oyj) and SAMPO.HE (Sampo Oyj) are both stocks. METSO.HE operates in Farm & Heavy Construction Machinery (Industrials), while SAMPO.HE operates in Insurance - Diversified (Financial Services). Over the past 10 years, METSO.HE returned 17.10%/yr vs 29.46%/yr for SAMPO.HE. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
METSO.HE vs. SAMPO.HE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, METSO.HE achieves a 9.00% return, which is significantly higher than SAMPO.HE's -3.14% return. Over the past 10 years, METSO.HE has underperformed SAMPO.HE with an annualized return of 17.10%, while SAMPO.HE has yielded a comparatively higher 29.46% annualized return.
METSO.HE
- 1D
- 0.31%
- 1M
- 1.70%
- 6M
- -1.16%
- YTD
- 9.00%
- 1Y
- 53.88%
- 3Y*
- 20.10%
- 5Y*
- 14.54%
- 10Y*
- 17.10%
- ALL TIME*
- 17.57%
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
METSO.HE vs. SAMPO.HE - Yearly Performance Comparison
Correlation
The correlation between METSO.HE and SAMPO.HE is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2006 | 0.39 |
Over the past year, the correlation between METSO.HE and SAMPO.HE has dropped to 0.10 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
METSO.HE vs. SAMPO.HE — Risk / Return Rank
METSO.HE
SAMPO.HE
METSO.HE vs. SAMPO.HE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Metso Oyj (METSO.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.
| METSO.HE | SAMPO.HE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.08 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 0.46 | +1.88 |
| Martin ratioReturn relative to average drawdown | 5.61 | 0.91 | +4.71 |
Loading charts...
Drawdowns
METSO.HE vs. SAMPO.HE - Drawdown Comparison
The maximum METSO.HE drawdown since its inception was -81.47%, which is greater than SAMPO.HE's maximum drawdown of -52.93%. Use the drawdown chart below to compare losses from any high point for METSO.HE and SAMPO.HE.
Loading charts...
Drawdown Indicators
| METSO.HE | SAMPO.HE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.47% | -52.93% | -28.54% |
Max Drawdown (1Y)Largest decline over 1 year | -21.48% | -13.55% | -7.93% |
Max Drawdown (3Y)Largest decline over 3 years | -34.12% | -13.55% | -20.57% |
Max Drawdown (5Y)Largest decline over 5 years | -37.54% | -19.19% | -18.35% |
Max Drawdown (10Y)Largest decline over 10 years | -65.88% | -45.81% | -20.07% |
Current DrawdownCurrent decline from peak | -8.68% | -3.14% | -5.54% |
Average DrawdownAverage peak-to-trough decline | -29.05% | -6.11% | -22.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.95% | 6.89% | +2.06% |
Volatility
METSO.HE vs. SAMPO.HE - Volatility Comparison
Metso Oyj (METSO.HE) has a higher volatility of 12.67% compared to Sampo Oyj (SAMPO.HE) at 4.01%. This indicates that METSO.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.
Loading charts...
Volatility by Period
| METSO.HE | SAMPO.HE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.67% | 4.01% | +8.66% |
Volatility (6M)Calculated over the trailing 6-month period | 28.91% | 11.60% | +17.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.48% | 15.94% | +20.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.00% | 23.96% | +11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.75% | 31.75% | +10.00% |
Dividends
METSO.HE vs. SAMPO.HE - Dividend Comparison
METSO.HE's dividend yield for the trailing twelve months is around 2.42%, less than SAMPO.HE's 3.74% yield.
Financials
METSO.HE vs. SAMPO.HE - Financials Comparison
This section allows you to compare key financial metrics between Metso 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
METSO.HE and SAMPO.HE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for METSO.HE and SAMPO.HE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer