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SAAB-B.ST vs. AM.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SAAB-B.ST vs. AM.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a SEK 10,000 investment in Saab AB (publ) (SAAB-B.ST) and Dassault Aviation SA (AM.PA). The values are adjusted to include any dividend payments, if applicable.

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SAAB-B.ST vs. AM.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAAB-B.ST
Saab AB (publ)
23.36%131.01%54.94%49.18%80.89%-1.92%-15.10%3.45%-15.23%18.82%
AM.PA
Dassault Aviation SA
24.43%33.28%15.17%15.19%83.16%9.93%-26.79%1.81%-2.75%26.85%
Different Trading Currencies

SAAB-B.ST is traded in SEK, while AM.PA is traded in EUR. To make them comparable, the AM.PA values have been converted to SEK using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SAAB-B.ST having a 23.36% return and AM.PA slightly higher at 24.43%. Over the past 10 years, SAAB-B.ST has outperformed AM.PA with an annualized return of 29.34%, while AM.PA has yielded a comparatively lower 15.99% annualized return.


SAAB-B.ST

1D
0.00%
1M
1.92%
YTD
23.36%
6M
17.73%
1Y
64.95%
3Y*
62.66%
5Y*
63.36%
10Y*
29.34%

AM.PA

1D
5.87%
1M
1.98%
YTD
24.43%
6M
17.49%
1Y
13.12%
3Y*
23.57%
5Y*
32.23%
10Y*
15.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SAAB-B.ST vs. AM.PA — Risk / Return Rank

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

SAAB-B.ST
SAAB-B.ST Risk / Return Rank: 8282
Overall Rank
SAAB-B.ST Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SAAB-B.ST Sortino Ratio Rank: 8080
Sortino Ratio Rank
SAAB-B.ST Omega Ratio Rank: 7676
Omega Ratio Rank
SAAB-B.ST Calmar Ratio Rank: 8585
Calmar Ratio Rank
SAAB-B.ST Martin Ratio Rank: 8383
Martin Ratio Rank

AM.PA
AM.PA Risk / Return Rank: 5454
Overall Rank
AM.PA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AM.PA Sortino Ratio Rank: 4545
Sortino Ratio Rank
AM.PA Omega Ratio Rank: 4646
Omega Ratio Rank
AM.PA Calmar Ratio Rank: 6565
Calmar Ratio Rank
AM.PA Martin Ratio Rank: 6060
Martin Ratio Rank
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.

SAAB-B.ST vs. AM.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saab AB (publ) (SAAB-B.ST) and Dassault Aviation SA (AM.PA). 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.


SAAB-B.STAM.PADifference

Sharpe ratio

Return per unit of total volatility

1.55

0.40

+1.15

Sortino ratio

Return per unit of downside risk

2.16

0.76

+1.40

Omega ratio

Gain probability vs. loss probability

1.26

1.10

+0.17

Calmar ratio

Return relative to maximum drawdown

3.17

1.23

+1.93

Martin ratio

Return relative to average drawdown

7.63

2.08

+5.55

SAAB-B.ST vs. AM.PA - Sharpe Ratio Comparison

The current SAAB-B.ST Sharpe Ratio is 1.55, which is higher than the AM.PA Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SAAB-B.ST and AM.PA, 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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Sharpe Ratios by Period


SAAB-B.STAM.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

0.40

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.63

1.09

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.55

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.38

+0.11

Correlation

The correlation between SAAB-B.ST and AM.PA is 0.27, 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

SAAB-B.ST vs. AM.PA - Dividend Comparison

SAAB-B.ST's dividend yield for the trailing twelve months is around 0.48%, less than AM.PA's 1.41% yield.


TTM20252024202320222021202020192018201720162015
SAAB-B.ST
Saab AB (publ)
0.48%0.37%0.68%0.87%1.19%2.04%7.85%1.43%1.65%1.32%1.47%1.82%
AM.PA
Dassault Aviation SA
1.41%1.72%1.71%1.67%1.57%1.29%0.00%1.81%1.26%0.93%1.14%0.87%

Drawdowns

SAAB-B.ST vs. AM.PA - Drawdown Comparison

The maximum SAAB-B.ST drawdown since its inception was -75.34%, which is greater than AM.PA's maximum drawdown of -60.92%. Use the drawdown chart below to compare losses from any high point for SAAB-B.ST and AM.PA.


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Drawdown Indicators


SAAB-B.STAM.PADifference

Max Drawdown

Largest peak-to-trough decline

-75.34%

-62.62%

-12.72%

Max Drawdown (1Y)

Largest decline over 1 year

-22.04%

-19.38%

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

-29.32%

+4.95%

Max Drawdown (10Y)

Largest decline over 10 years

-61.48%

-62.62%

+1.14%

Current Drawdown

Current decline from peak

-9.13%

-4.98%

-4.15%

Average Drawdown

Average peak-to-trough decline

-19.44%

-15.52%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.15%

11.24%

-2.09%

Volatility

SAAB-B.ST vs. AM.PA - Volatility Comparison

Saab AB (publ) (SAAB-B.ST) and Dassault Aviation SA (AM.PA) have volatilities of 14.29% and 15.01%, 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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Volatility by Period


SAAB-B.STAM.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.29%

15.01%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

29.49%

23.01%

+6.48%

Volatility (1Y)

Calculated over the trailing 1-year period

47.38%

32.54%

+14.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.07%

29.11%

+9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.39%

28.37%

+7.02%

Financials

SAAB-B.ST vs. AM.PA - Financials Comparison

This section allows you to compare key financial metrics between Saab AB (publ) and Dassault Aviation SA. 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


Please note, different currencies. SAAB-B.ST values in SEK, AM.PA values in EUR