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SAABY vs. RNMBY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SAABY vs. RNMBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saab AB Unsponsored ADR (SAABY) and Rheinmetall AG ADR (RNMBY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAABY achieves a 8.56% return, which is significantly higher than RNMBY's -27.26% return.


SAABY

1D
0.84%
1M
7.43%
6M
-19.22%
YTD
8.56%
1Y
16.17%
3Y*
65.43%
5Y*
54.67%
10Y*
ALL TIME*
43.47%

RNMBY

1D
-0.98%
1M
3.70%
6M
-36.90%
YTD
-27.26%
1Y
-32.52%
3Y*
67.41%
5Y*
71.11%
10Y*
36.17%
ALL TIME*
30.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$13.82M$17.27M$25.26M
$3.45M$3.60M$3.70M

SAABY vs. RNMBY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SAABY
Saab AB Unsponsored ADR
8.56%177.56%39.85%47.07%67.28%-48.79%82.51%
RNMBY
Rheinmetall AG ADR
-27.26%190.28%99.83%63.35%122.00%-13.84%66.16%

Correlation

The correlation between SAABY and RNMBY is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.76

Correlation (3Y)
Balances recent behavior with more history.

0.59

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2020

0.39

Over the past year, SAABY and RNMBY have become more correlated (0.76) than their long-term average of 0.39, meaning their price movements have been converging.

Fundamentals

Market Cap

SAABY:

$33.82B

RNMBY:

$61.24B

EPS

SAABY:

SEK 6.55

RNMBY:

€3.74

PE Ratio

SAABY:

45.76

RNMBY:

61.00

PEG Ratio

SAABY:

1.39

RNMBY:

2.79

PS Ratio

SAABY:

3.68

RNMBY:

4.59

PB Ratio

SAABY:

6.46

RNMBY:

9.98

Total Revenue (TTM)

SAABY:

SEK 87.95B

RNMBY:

€9.58B

Gross Profit (TTM)

SAABY:

SEK 19.36B

RNMBY:

€4.12B

EBITDA (TTM)

SAABY:

SEK 10.25B

RNMBY:

€1.81B

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Return for Risk

SAABY vs. RNMBY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SAABY
SAABY Risk / Return Rank: 5555
Overall Rank
SAABY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SAABY Sortino Ratio Rank: 5555
Sortino Ratio Rank
SAABY Omega Ratio Rank: 5252
Omega Ratio Rank
SAABY Calmar Ratio Rank: 5555
Calmar Ratio Rank
SAABY Martin Ratio Rank: 5656
Martin Ratio Rank

RNMBY
RNMBY Risk / Return Rank: 1717
Overall Rank
RNMBY Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RNMBY Sortino Ratio Rank: 1818
Sortino Ratio Rank
RNMBY Omega Ratio Rank: 1717
Omega Ratio Rank
RNMBY Calmar Ratio Rank: 2222
Calmar Ratio Rank
RNMBY Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SAABY vs. RNMBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saab AB Unsponsored ADR (SAABY) and Rheinmetall AG ADR (RNMBY). 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.


SAABYRNMBYDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.09

0.91

+0.18

Calmar ratioReturn relative to maximum drawdown

0.42

-0.61

+1.03

Martin ratioReturn relative to average drawdown

0.87

-1.23

+2.11

SAABY vs. RNMBY - Sharpe Ratio Comparison

The current SAABY Sharpe Ratio is 0.36, which is higher than the RNMBY Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of SAABY and RNMBY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SAABY vs. RNMBY - Drawdown Comparison

The maximum SAABY drawdown since its inception was -52.75%, smaller than the maximum RNMBY drawdown of -67.75%. Use the drawdown chart below to compare losses from any high point for SAABY and RNMBY.


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Drawdown Indicators


SAABYRNMBYDifference

Max Drawdown

Largest peak-to-trough decline

-52.75%

-67.75%

+15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-38.38%

-53.78%

+15.40%

Max Drawdown (3Y)

Largest decline over 3 years

-38.38%

-53.78%

+15.40%

Max Drawdown (5Y)

Largest decline over 5 years

-38.38%

-53.78%

+15.40%

Max Drawdown (10Y)

Largest decline over 10 years

-67.75%

Current Drawdown

Current decline from peak

-22.54%

-43.19%

+20.65%

Average Drawdown

Average peak-to-trough decline

-17.25%

-17.03%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.46%

26.54%

-8.08%

Volatility

SAABY vs. RNMBY - Volatility Comparison

Saab AB Unsponsored ADR (SAABY) has a higher volatility of 17.01% compared to Rheinmetall AG ADR (RNMBY) at 12.96%. This indicates that SAABY's price experiences larger fluctuations and is considered to be riskier than RNMBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAABYRNMBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.01%

12.96%

+4.05%

Volatility (6M)

Calculated over the trailing 6-month period

33.89%

40.28%

-6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

45.51%

49.84%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.80%

45.92%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.37%

41.89%

+15.48%

Dividends

SAABY vs. RNMBY - Dividend Comparison

SAABY's dividend yield for the trailing twelve months is around 0.38%, less than RNMBY's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
RNMBY
Rheinmetall AG ADR
1.03%0.49%0.96%1.46%1.82%1.72%1.56%1.36%1.47%2.06%2.97%0.53%
SAABY
Saab AB Unsponsored ADR
0.38%0.36%0.73%0.84%1.24%2.19%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SAABY vs. RNMBY - Financials Comparison

This section allows you to compare key financial metrics between Saab AB Unsponsored ADR and Rheinmetall AG ADR. 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


Values in USD except per share items

SAABY vs. RNMBY - Profitability Comparison

The chart below illustrates the profitability comparison between Saab AB Unsponsored ADR and Rheinmetall AG ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

SAABY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Saab AB Unsponsored ADR reported a gross profit of 5.75B and revenue of 25.45B. Therefore, the gross margin over that period was 22.6%.

RNMBY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Rheinmetall AG ADR reported a gross profit of 430.97M and revenue of 1.97B. Therefore, the gross margin over that period was 21.9%.

SAABY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Saab AB Unsponsored ADR reported an operating income of 2.79B and revenue of 25.45B, resulting in an operating margin of 11.0%.

RNMBY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Rheinmetall AG ADR reported an operating income of 178.89M and revenue of 1.97B, resulting in an operating margin of 9.1%.

SAABY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Saab AB Unsponsored ADR reported a net income of 2.14B and revenue of 25.45B, resulting in a net margin of 8.4%.

RNMBY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Rheinmetall AG ADR reported a net income of 112.83M and revenue of 1.97B, resulting in a net margin of 5.7%.


Frequently Asked Questions


SAABY and RNMBY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAABY has higher volatility (17.01%) compared to RNMBY (12.96%). In terms of maximum drawdown, SAABY dropped -52.75% vs RNMBY's -67.75%.

SAABY currently has the higher Sharpe Ratio (0.35 vs -0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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