SAF.PA vs. ELEZY
SAF.PA (Safran SA) and ELEZY (Endesa SA ADR) are both stocks. SAF.PA operates in Aerospace & Defense (Industrials), while ELEZY operates in Utilities - Regulated Electric (Utilities). Over the past 5 years, SAF.PA returned 20.77%/yr vs 18.77%/yr for ELEZY. At a 0.08 correlation, their price movements are largely independent.
Performance
SAF.PA vs. ELEZY - Performance Comparison
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Different Trading Currencies
SAF.PA is traded in EUR, while ELEZY is traded in USD. To make them comparable, the ELEZY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAF.PA achieves a 2.11% return, which is significantly lower than ELEZY's 20.20% return.
SAF.PA
- 1D
- 2.21%
- 1M
- 6.07%
- YTD
- 2.11%
- 6M
- 2.94%
- 1Y
- 14.29%
- 3Y*
- 31.24%
- 5Y*
- 20.77%
- 10Y*
- 18.41%
ELEZY
- 1D
- -1.81%
- 1M
- 0.23%
- YTD
- 20.20%
- 6M
- 19.35%
- 1Y
- 39.49%
- 3Y*
- 27.97%
- 5Y*
- 18.77%
- 10Y*
- —
SAF.PA vs. ELEZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAF.PA Safran SA | 2.11% | 41.80% | 34.36% | 37.72% | 9.15% | -6.83% | -15.76% | 32.58% | 24.67% | -1.47% |
ELEZY Endesa SA ADR | 20.20% | 54.94% | 17.03% | 15.88% | -9.34% | -6.35% | -2.40% | 24.54% | 3.79% | -5.31% |
Correlation
The correlation between SAF.PA and ELEZY is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2017 | 0.08 |
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Return for Risk
SAF.PA vs. ELEZY — Risk / Return Rank
SAF.PA
ELEZY
SAF.PA vs. ELEZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAF.PA) and Endesa SA ADR (ELEZY). 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.
| SAF.PA | ELEZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 3.80 | -3.20 |
| Martin ratioReturn relative to average drawdown | 1.65 | 9.90 | -8.26 |
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
| SAF.PA | ELEZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.51 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.62 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.08 |
Drawdowns
SAF.PA vs. ELEZY - Drawdown Comparison
The maximum SAF.PA drawdown since its inception was -92.64%, which is greater than ELEZY's maximum drawdown of -40.10%. Use the drawdown chart below to compare losses from any high point for SAF.PA and ELEZY.
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Drawdown Indicators
| SAF.PA | ELEZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.64% | -40.10% | -52.54% |
Max Drawdown (1Y)Largest decline over 1 year | -23.62% | -10.45% | -13.17% |
Max Drawdown (3Y)Largest decline over 3 years | -23.62% | -20.52% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.84% | -34.11% | +4.27% |
Max Drawdown (10Y)Largest decline over 10 years | -64.63% | — | — |
Current DrawdownCurrent decline from peak | -12.54% | -7.05% | -5.49% |
Average DrawdownAverage peak-to-trough decline | -36.06% | -12.95% | -23.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.66% | 4.00% | +4.66% |
Volatility
SAF.PA vs. ELEZY - Volatility Comparison
Safran SA (SAF.PA) has a higher volatility of 10.04% compared to Endesa SA ADR (ELEZY) at 7.69%. This indicates that SAF.PA's price experiences larger fluctuations and is considered to be riskier than ELEZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAF.PA | ELEZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.04% | 7.69% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 27.58% | 21.40% | +6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.29% | 26.38% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.32% | 30.41% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.13% | 35.57% | -2.44% |
Dividends
SAF.PA vs. ELEZY - Dividend Comparison
SAF.PA's dividend yield for the trailing twelve months is around 1.12%, less than ELEZY's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELEZY Endesa SA ADR | 3.72% | 4.12% | 2.49% | 11.14% | 5.31% | 9.35% | 2.10% | 2.80% | 0.00% | 0.00% | 0.00% | 0.00% |
SAF.PA Safran SA | 1.12% | 0.98% | 1.04% | 0.85% | 0.43% | 0.40% | 0.00% | 1.32% | 1.53% | 0.97% | 2.15% | 1.96% |
Financials
SAF.PA vs. ELEZY - Financials Comparison
This section allows you to compare key financial metrics between Safran SA and Endesa SA 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
Frequently Asked Questions
SAF.PA and ELEZY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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