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SAABY vs. KBGGY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAABY and KBGGY is 0.13, 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.


Performance

SAABY vs. KBGGY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SAABY:

-0.58

KBGGY:

2.17

Sortino Ratio

SAABY:

0.19

KBGGY:

2.22

Omega Ratio

SAABY:

1.05

KBGGY:

1.42

Calmar Ratio

SAABY:

-0.56

KBGGY:

4.16

Martin Ratio

SAABY:

-0.61

KBGGY:

13.30

Ulcer Index

SAABY:

75.07%

KBGGY:

7.62%

Daily Std Dev

SAABY:

93.63%

KBGGY:

58.87%

Max Drawdown

SAABY:

-81.97%

KBGGY:

-24.36%

Current Drawdown

SAABY:

-56.92%

KBGGY:

-9.59%

Fundamentals

Market Cap

SAABY:

$25.55B

KBGGY:

$30.05B

EPS

SAABY:

$0.44

KBGGY:

$1.40

PE Ratio

SAABY:

54.41

KBGGY:

61.00

PEG Ratio

SAABY:

1.98

KBGGY:

3.94

PS Ratio

SAABY:

0.39

KBGGY:

0.61

PB Ratio

SAABY:

6.59

KBGGY:

16.78

Total Revenue (TTM)

SAABY:

$65.36B

KBGGY:

$51.00B

Returns By Period

In the year-to-date period, SAABY achieves a 121.21% return, which is significantly higher than KBGGY's 43.13% return.


SAABY

YTD

121.21%

1M

12.54%

6M

115.86%

1Y

-53.48%

5Y*

N/A

10Y*

N/A

KBGGY

YTD

43.13%

1M

10.91%

6M

57.86%

1Y

131.19%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SAABY vs. KBGGY — 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 3333
Overall Rank
The Sharpe Ratio Rank of SAABY is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of SAABY is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SAABY is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SAABY is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SAABY is 3838
Martin Ratio Rank

KBGGY
The Risk-Adjusted Performance Rank of KBGGY is 9595
Overall Rank
The Sharpe Ratio Rank of KBGGY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of KBGGY is 8989
Sortino Ratio Rank
The Omega Ratio Rank of KBGGY is 9494
Omega Ratio Rank
The Calmar Ratio Rank of KBGGY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of KBGGY is 9797
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. KBGGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saab AB (publ) (SAABY) and Kongsberg Gruppen ASA (KBGGY). 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.


The current SAABY Sharpe Ratio is -0.58, which is lower than the KBGGY Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SAABY and KBGGY, 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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Dividends

SAABY vs. KBGGY - Dividend Comparison

SAABY's dividend yield for the trailing twelve months is around 0.39%, less than KBGGY's 0.40% yield.


TTM202420232022202120202019
SAABY
Saab AB (publ)
0.39%0.72%0.21%0.33%0.56%0.00%0.00%
KBGGY
Kongsberg Gruppen ASA
0.40%1.16%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SAABY vs. KBGGY - Drawdown Comparison

The maximum SAABY drawdown since its inception was -81.97%, which is greater than KBGGY's maximum drawdown of -24.36%. Use the drawdown chart below to compare losses from any high point for SAABY and KBGGY. For additional features, visit the drawdowns tool.


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Volatility

SAABY vs. KBGGY - Volatility Comparison


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Financials

SAABY vs. KBGGY - Financials Comparison

This section allows you to compare key financial metrics between Saab AB (publ) and Kongsberg Gruppen ASA. 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


10.00B15.00B20.00B20212022202320242025
15.79B
13.57B
(SAABY) Total Revenue
(KBGGY) Total Revenue
Values in USD except per share items