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SAF.PA vs. DB1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SAF.PA vs. DB1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Safran SA (SAF.PA) and Deutsche Börse AG (DB1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAF.PA achieves a 4.08% return, which is significantly lower than DB1.DE's 13.48% return. Over the past 10 years, SAF.PA has outperformed DB1.DE with an annualized return of 19.52%, while DB1.DE has yielded a comparatively lower 15.31% annualized return.


SAF.PA

1D
3.66%
1M
9.96%
YTD
4.08%
6M
6.26%
1Y
19.93%
3Y*
31.43%
5Y*
21.02%
10Y*
19.52%

DB1.DE

1D
1.26%
1M
3.53%
YTD
13.48%
6M
18.01%
1Y
-6.67%
3Y*
16.36%
5Y*
15.24%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAF.PA vs. DB1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAF.PA
Safran SA
4.08%41.80%34.36%37.72%9.15%-6.83%-15.76%32.58%24.66%26.88%
DB1.DE
Deutsche Börse AG
13.48%2.03%21.82%18.03%11.90%7.98%1.28%36.60%10.78%29.96%

Correlation

The correlation between SAF.PA and DB1.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2006

0.35

Over the past year, the correlation between SAF.PA and DB1.DE has dropped to 0.02 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

SAF.PA vs. DB1.DE — Risk / Return Rank

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

SAF.PA
SAF.PA Risk / Return Rank: 6161
Overall Rank
SAF.PA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SAF.PA Sortino Ratio Rank: 6060
Sortino Ratio Rank
SAF.PA Omega Ratio Rank: 5858
Omega Ratio Rank
SAF.PA Calmar Ratio Rank: 6161
Calmar Ratio Rank
SAF.PA Martin Ratio Rank: 6464
Martin Ratio Rank

DB1.DE
DB1.DE Risk / Return Rank: 3030
Overall Rank
DB1.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DB1.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
DB1.DE Omega Ratio Rank: 2626
Omega Ratio Rank
DB1.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
DB1.DE Martin Ratio Rank: 3535
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.

SAF.PA vs. DB1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAF.PA) and Deutsche Börse AG (DB1.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.

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.


SAF.PADB1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.14

0.97

+0.17

Calmar ratioReturn relative to maximum drawdown

0.83

-0.25

+1.08

Martin ratioReturn relative to average drawdown

2.22

-0.42

+2.65

SAF.PA vs. DB1.DE - Sharpe Ratio Comparison

The current SAF.PA Sharpe Ratio is 0.62, which is higher than the DB1.DE Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of SAF.PA and DB1.DE, 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

SAF.PA vs. DB1.DE - Drawdown Comparison

The maximum SAF.PA drawdown since its inception was -64.89%, smaller than the maximum DB1.DE drawdown of -76.94%. Use the drawdown chart below to compare losses from any high point for SAF.PA and DB1.DE.


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Drawdown Indicators


SAF.PADB1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.89%

-76.94%

+12.05%

Max Drawdown (1Y)

Largest decline over 1 year

-23.62%

-26.71%

+3.09%

Max Drawdown (3Y)

Largest decline over 3 years

-23.62%

-29.61%

+5.99%

Max Drawdown (5Y)

Largest decline over 5 years

-29.84%

-29.61%

-0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-64.63%

-36.97%

-27.66%

Current Drawdown

Current decline from peak

-10.85%

-12.11%

+1.26%

Average Drawdown

Average peak-to-trough decline

-13.50%

-26.27%

+12.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

15.70%

-6.80%

Volatility

SAF.PA vs. DB1.DE - Volatility Comparison

Safran SA (SAF.PA) has a higher volatility of 10.23% compared to Deutsche Börse AG (DB1.DE) at 6.28%. This indicates that SAF.PA's price experiences larger fluctuations and is considered to be riskier than DB1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAF.PADB1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.23%

6.28%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

27.80%

16.83%

+10.97%

Volatility (1Y)

Calculated over the trailing 1-year period

31.51%

21.98%

+9.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.37%

19.82%

+8.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.13%

21.76%

+11.37%

Dividends

SAF.PA vs. DB1.DE - Dividend Comparison

SAF.PA's dividend yield for the trailing twelve months is around 1.09%, less than DB1.DE's 1.68% yield.


PositionTTM20252024202320222021202020192018201720162015
DB1.DE
Deutsche Börse AG
1.68%1.79%1.71%1.93%1.98%2.04%2.08%1.93%2.33%2.43%2.94%2.58%
SAF.PA
Safran SA
1.09%0.98%1.04%0.85%0.43%0.40%0.00%1.32%1.52%0.97%2.15%1.96%

Financials

SAF.PA vs. DB1.DE - Financials Comparison

This section allows you to compare key financial metrics between Safran SA and Deutsche Börse 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


Values in EUR except per share items

Frequently Asked Questions


SAF.PA and DB1.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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