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SAABY vs. HAG.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAABY and HAG.DE is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

SAABY vs. HAG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saab AB (publ) (SAABY) and Hensoldt Ag (HAG.DE). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
569.36%
377.59%
SAABY
HAG.DE

Key characteristics

Sharpe Ratio

SAABY:

2.11

HAG.DE:

1.43

Sortino Ratio

SAABY:

2.68

HAG.DE:

2.18

Omega Ratio

SAABY:

1.38

HAG.DE:

1.29

Calmar Ratio

SAABY:

4.26

HAG.DE:

2.11

Martin Ratio

SAABY:

7.44

HAG.DE:

5.21

Ulcer Index

SAABY:

15.98%

HAG.DE:

14.40%

Daily Std Dev

SAABY:

56.42%

HAG.DE:

52.32%

Max Drawdown

SAABY:

-34.43%

HAG.DE:

-35.52%

Current Drawdown

SAABY:

0.00%

HAG.DE:

-16.38%

Fundamentals

Market Cap

SAABY:

$24.13B

HAG.DE:

€7.58B

EPS

SAABY:

$0.39

HAG.DE:

€0.93

PE Ratio

SAABY:

58.62

HAG.DE:

70.54

PS Ratio

SAABY:

0.38

HAG.DE:

3.38

PB Ratio

SAABY:

6.86

HAG.DE:

8.88

Total Revenue (TTM)

SAABY:

$49.57B

HAG.DE:

€1.91B

Gross Profit (TTM)

SAABY:

$10.58B

HAG.DE:

€449.00M

EBITDA (TTM)

SAABY:

$5.20B

HAG.DE:

€341.00M

Returns By Period

In the year-to-date period, SAABY achieves a 118.75% return, which is significantly higher than HAG.DE's 90.14% return.


SAABY

YTD

118.75%

1M

19.34%

6M

121.07%

1Y

122.97%

5Y*

N/A

10Y*

N/A

HAG.DE

YTD

90.14%

1M

-7.80%

6M

118.38%

1Y

78.17%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SAABY vs. HAG.DE — Risk-Adjusted Performance Rank

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

SAABY
The Risk-Adjusted Performance Rank of SAABY is 9595
Overall Rank
The Sharpe Ratio Rank of SAABY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of SAABY is 9393
Sortino Ratio Rank
The Omega Ratio Rank of SAABY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SAABY is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SAABY is 9292
Martin Ratio Rank

HAG.DE
The Risk-Adjusted Performance Rank of HAG.DE is 9090
Overall Rank
The Sharpe Ratio Rank of HAG.DE is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of HAG.DE is 8989
Sortino Ratio Rank
The Omega Ratio Rank of HAG.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of HAG.DE is 9595
Calmar Ratio Rank
The Martin Ratio Rank of HAG.DE is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAABY vs. HAG.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saab AB (publ) (SAABY) and Hensoldt Ag (HAG.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for SAABY, currently valued at 2.16, compared to the broader market-2.00-1.000.001.002.003.00
SAABY: 2.16
HAG.DE: 1.56
The chart of Sortino ratio for SAABY, currently valued at 2.72, compared to the broader market-6.00-4.00-2.000.002.004.00
SAABY: 2.72
HAG.DE: 2.34
The chart of Omega ratio for SAABY, currently valued at 1.40, compared to the broader market0.501.001.502.00
SAABY: 1.40
HAG.DE: 1.31
The chart of Calmar ratio for SAABY, currently valued at 4.34, compared to the broader market0.001.002.003.004.00
SAABY: 4.34
HAG.DE: 2.46
The chart of Martin ratio for SAABY, currently valued at 7.45, compared to the broader market-5.000.005.0010.0015.0020.00
SAABY: 7.45
HAG.DE: 5.70

The current SAABY Sharpe Ratio is 2.11, which is higher than the HAG.DE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SAABY and HAG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
2.16
1.56
SAABY
HAG.DE

Dividends

SAABY vs. HAG.DE - Dividend Comparison

SAABY's dividend yield for the trailing twelve months is around 0.17%, less than HAG.DE's 0.61% yield.


TTM202420232022202120202019
SAABY
Saab AB (publ)
0.17%0.72%0.85%1.33%2.22%0.00%0.00%
HAG.DE
Hensoldt Ag
0.61%1.16%1.23%1.13%1.04%0.00%0.00%

Drawdowns

SAABY vs. HAG.DE - Drawdown Comparison

The maximum SAABY drawdown since its inception was -34.43%, roughly equal to the maximum HAG.DE drawdown of -35.52%. Use the drawdown chart below to compare losses from any high point for SAABY and HAG.DE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-13.17%
SAABY
HAG.DE

Volatility

SAABY vs. HAG.DE - Volatility Comparison

Saab AB (publ) (SAABY) and Hensoldt Ag (HAG.DE) have volatilities of 18.78% and 18.25%, 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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
18.78%
18.25%
SAABY
HAG.DE

Financials

SAABY vs. HAG.DE - Financials Comparison

This section allows you to compare key financial metrics between Saab AB (publ) and Hensoldt Ag. 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. SAABY values in USD, HAG.DE values in EUR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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