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SAF.PA vs. LEGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAF.PA vs. LEGR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Safran SA (SAF.PA) and First Trust Indxx Innovative Transaction & Process ETF (LEGR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SAF.PA is traded in EUR, while LEGR is traded in USD. To make them comparable, the LEGR 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 4.08% return, which is significantly lower than LEGR's 12.89% 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%

LEGR

1D
1.00%
1M
3.58%
YTD
12.89%
6M
14.97%
1Y
27.53%
3Y*
19.51%
5Y*
12.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAF.PA vs. LEGR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SAF.PA
Safran SA
4.08%41.80%34.36%37.72%9.15%-6.83%-15.76%32.58%18.97%
LEGR
First Trust Indxx Innovative Transaction & Process ETF
12.89%15.31%23.93%19.11%-13.99%26.73%8.94%30.88%-7.70%

Correlation

The correlation between SAF.PA and LEGR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.32

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2018

0.37

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Return for Risk

SAF.PA vs. LEGR — 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

LEGR
LEGR Risk / Return Rank: 6363
Overall Rank
LEGR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LEGR Sortino Ratio Rank: 6565
Sortino Ratio Rank
LEGR Omega Ratio Rank: 6464
Omega Ratio Rank
LEGR Calmar Ratio Rank: 6060
Calmar Ratio Rank
LEGR Martin Ratio Rank: 6161
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. LEGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAF.PA) and First Trust Indxx Innovative Transaction & Process ETF (LEGR). 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.PALEGRDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.14

1.36

-0.22

Calmar ratioReturn relative to maximum drawdown

0.83

3.42

-2.59

Martin ratioReturn relative to average drawdown

2.22

12.44

-10.22

SAF.PA vs. LEGR - Sharpe Ratio Comparison

The current SAF.PA Sharpe Ratio is 0.62, which is lower than the LEGR Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of SAF.PA and LEGR, 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. LEGR - Drawdown Comparison

The maximum SAF.PA drawdown since its inception was -64.89%, which is greater than LEGR's maximum drawdown of -38.12%. Use the drawdown chart below to compare losses from any high point for SAF.PA and LEGR.


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Drawdown Indicators


SAF.PALEGRDifference

Max Drawdown

Largest peak-to-trough decline

-64.89%

-38.12%

-26.77%

Max Drawdown (1Y)

Largest decline over 1 year

-23.62%

-8.08%

-15.54%

Max Drawdown (3Y)

Largest decline over 3 years

-23.62%

-18.27%

-5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-29.84%

-19.77%

-10.07%

Max Drawdown (10Y)

Largest decline over 10 years

-64.63%

Current Drawdown

Current decline from peak

-10.85%

-2.04%

-8.81%

Average Drawdown

Average peak-to-trough decline

-13.50%

-5.41%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

2.22%

+6.68%

Volatility

SAF.PA vs. LEGR - Volatility Comparison

Safran SA (SAF.PA) has a higher volatility of 10.23% compared to First Trust Indxx Innovative Transaction & Process ETF (LEGR) at 4.93%. This indicates that SAF.PA's price experiences larger fluctuations and is considered to be riskier than LEGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAF.PALEGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.23%

4.93%

+5.30%

Volatility (6M)

Calculated over the trailing 6-month period

27.80%

10.98%

+16.82%

Volatility (1Y)

Calculated over the trailing 1-year period

31.51%

13.71%

+17.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.37%

15.66%

+12.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.13%

19.77%

+13.36%

Dividends

SAF.PA vs. LEGR - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
LEGR
First Trust Indxx Innovative Transaction & Process ETF
1.68%1.84%2.40%2.56%2.64%1.80%0.95%2.04%1.30%0.00%0.00%0.00%
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%

Frequently Asked Questions


SAF.PA and LEGR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SAF.PA and LEGR

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