SAABY vs. TKAMY
SAABY (Saab AB (publ)) and TKAMY (Thyssenkrupp AG ADR) are both stocks. Both are in the Industrials sector — SAABY in Aerospace & Defense, TKAMY in Metal Fabrication. Over the past 5 years, SAABY returned 51.19%/yr vs 3.89%/yr for TKAMY. At a 0.10 correlation, their price movements are largely independent.
Performance
SAABY vs. TKAMY - Performance Comparison
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Returns By Period
In the year-to-date period, SAABY achieves a -3.10% return, which is significantly lower than TKAMY's 22.54% return.
SAABY
- 1D
- 1.56%
- 1M
- -4.17%
- YTD
- -3.10%
- 6M
- 4.44%
- 1Y
- 6.53%
- 3Y*
- 60.83%
- 5Y*
- 51.19%
- 10Y*
- —
TKAMY
- 1D
- -0.46%
- 1M
- 3.08%
- YTD
- 22.54%
- 6M
- 19.88%
- 1Y
- 37.43%
- 3Y*
- 22.04%
- 5Y*
- 3.89%
- 10Y*
- —
SAABY vs. TKAMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SAABY Saab AB (publ) | -3.10% | 177.56% | 39.85% | 47.07% | 67.28% | -48.79% | 82.51% |
TKAMY Thyssenkrupp AG ADR | 22.54% | 175.88% | -40.20% | 18.03% | -44.90% | 11.12% | 45.02% |
Correlation
The correlation between SAABY and TKAMY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2020 | 0.10 |
The correlation between SAABY and TKAMY shifts across timeframes, from 0.10 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SAABY:
$30.33B
TKAMY:
$8.13B
SAABY:
$5.98
TKAMY:
$0.10
SAABY:
4.69
TKAMY:
133.98
SAABY:
0.14
TKAMY:
2.33
SAABY:
0.37
TKAMY:
0.25
SAABY:
0.68
TKAMY:
0.89
SAABY:
$82.29B
TKAMY:
$32.06B
SAABY:
$17.87B
TKAMY:
$3.66B
SAABY:
$9.44B
TKAMY:
$2.18B
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Return for Risk
SAABY vs. TKAMY — Risk / Return Rank
SAABY
TKAMY
SAABY vs. TKAMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saab AB (publ) (SAABY) and Thyssenkrupp AG ADR (TKAMY). 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.
| SAABY | TKAMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.16 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.77 | -0.60 |
| Martin ratioReturn relative to average drawdown | 0.45 | 1.62 | -1.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAABY | TKAMY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 0.60 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.07 | +1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | -0.15 | +0.92 |
Drawdowns
SAABY vs. TKAMY - Drawdown Comparison
The maximum SAABY drawdown since its inception was -52.75%, smaller than the maximum TKAMY drawdown of -90.08%. Use the drawdown chart below to compare losses from any high point for SAABY and TKAMY.
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Drawdown Indicators
| SAABY | TKAMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -90.08% | +37.33% |
Max Drawdown (1Y)Largest decline over 1 year | -37.04% | -48.64% | +11.60% |
Max Drawdown (3Y)Largest decline over 3 years | -37.04% | -61.74% | +24.70% |
Max Drawdown (5Y)Largest decline over 5 years | -37.04% | -73.76% | +36.72% |
Current DrawdownCurrent decline from peak | -30.86% | -56.26% | +25.40% |
Average DrawdownAverage peak-to-trough decline | -16.93% | -63.94% | +47.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.58% | 23.24% | -8.66% |
Volatility
SAABY vs. TKAMY - Volatility Comparison
Saab AB (publ) (SAABY) has a higher volatility of 15.81% compared to Thyssenkrupp AG ADR (TKAMY) at 12.43%. This indicates that SAABY's price experiences larger fluctuations and is considered to be riskier than TKAMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAABY | TKAMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.81% | 12.43% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 32.83% | 42.73% | -9.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.42% | 63.09% | -13.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.99% | 54.68% | -7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.54% | 55.15% | +2.39% |
Dividends
SAABY vs. TKAMY - Dividend Comparison
SAABY's dividend yield for the trailing twelve months is around 0.42%, less than TKAMY's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SAABY Saab AB (publ) | 0.42% | 0.36% | 0.73% | 0.84% | 1.24% | 2.19% | 0.00% | 0.00% | 0.00% |
TKAMY Thyssenkrupp AG ADR | 1.34% | 1.44% | 4.04% | 2.31% | 0.00% | 0.00% | 0.00% | 0.81% | 0.66% |
Financials
SAABY vs. TKAMY - Financials Comparison
This section allows you to compare key financial metrics between Saab AB (publ) and Thyssenkrupp 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.
Total Revenue: Total amount of money received from sales and other business activities
SAABY vs. TKAMY - Profitability Comparison
SAABY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a gross profit of 4.48B and revenue of 19.16B. Therefore, the gross margin over that period was 23.4%.
TKAMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Thyssenkrupp AG ADR reported a gross profit of 1.11B and revenue of 8.52B. Therefore, the gross margin over that period was 13.0%.
SAABY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported an operating income of 1.91B and revenue of 19.16B, resulting in an operating margin of 10.0%.
TKAMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Thyssenkrupp AG ADR reported an operating income of 94.53M and revenue of 8.52B, resulting in an operating margin of 1.1%.
SAABY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a net income of 1.44B and revenue of 19.16B, resulting in a net margin of 7.5%.
TKAMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Thyssenkrupp AG ADR reported a net income of 1.02M and revenue of 8.52B, resulting in a net margin of 0.0%.
Frequently Asked Questions
SAABY and TKAMY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAABY has higher volatility (15.81%) compared to TKAMY (12.43%). In terms of maximum drawdown, SAABY dropped -52.75% vs TKAMY's -90.08%.
TKAMY currently has the higher Sharpe Ratio (0.60 vs 0.13), 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.
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