SAF.PA vs. MCO
SAF.PA (Safran SA) and MCO (Moody's Corporation) are both stocks. SAF.PA operates in Aerospace & Defense (Industrials), while MCO operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, SAF.PA returned 19.52%/yr vs 17.15%/yr for MCO. At a 0.27 correlation, their price movements are largely independent.
Performance
SAF.PA vs. MCO - Performance Comparison
Loading charts...
Different Trading Currencies
SAF.PA is traded in EUR, while MCO is traded in USD. To make them comparable, the MCO 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 higher than MCO's -10.58% return. Over the past 10 years, SAF.PA has outperformed MCO with an annualized return of 19.52%, while MCO has yielded a comparatively lower 17.15% 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%
MCO
- 1D
- 1.45%
- 1M
- 3.71%
- YTD
- -10.58%
- 6M
- -6.18%
- 1Y
- -5.95%
- 3Y*
- 8.11%
- 5Y*
- 7.30%
- 10Y*
- 17.15%
SAF.PA vs. MCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAF.PA Safran SA | 4.08% | 41.80% | 34.36% | 37.72% | 9.15% | -6.83% | -15.76% | 32.58% | 24.66% | 26.88% |
MCO Moody's Corporation | -10.58% | -4.16% | 30.23% | 37.28% | -23.33% | 45.72% | 13.10% | 75.13% | 0.40% | 39.05% |
Correlation
The correlation between SAF.PA and MCO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.27 |
The correlation between SAF.PA and MCO shifts across timeframes, from 0.15 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SAF.PA vs. MCO — Risk / Return Rank
SAF.PA
MCO
SAF.PA vs. MCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAF.PA) and Moody's Corporation (MCO). 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.PA | MCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.98 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | -0.24 | +1.07 |
| Martin ratioReturn relative to average drawdown | 2.22 | -0.52 | +2.74 |
Loading charts...
Drawdowns
SAF.PA vs. MCO - Drawdown Comparison
The maximum SAF.PA drawdown since its inception was -64.89%, roughly equal to the maximum MCO drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for SAF.PA and MCO.
Loading charts...
Drawdown Indicators
| SAF.PA | MCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.89% | -66.70% | +1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -23.62% | -25.28% | +1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -23.62% | -30.58% | +6.96% |
Max Drawdown (5Y)Largest decline over 5 years | -29.84% | -31.86% | +2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -64.63% | -41.58% | -23.05% |
Current DrawdownCurrent decline from peak | -10.85% | -22.25% | +11.40% |
Average DrawdownAverage peak-to-trough decline | -13.50% | -16.28% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.90% | 11.47% | -2.57% |
Volatility
SAF.PA vs. MCO - Volatility Comparison
Safran SA (SAF.PA) has a higher volatility of 10.23% compared to Moody's Corporation (MCO) at 6.89%. This indicates that SAF.PA's price experiences larger fluctuations and is considered to be riskier than MCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SAF.PA | MCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.23% | 6.89% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 27.80% | 22.48% | +5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.51% | 26.91% | +4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.37% | 25.68% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.13% | 27.93% | +5.20% |
Dividends
SAF.PA vs. MCO - Dividend Comparison
SAF.PA's dividend yield for the trailing twelve months is around 1.09%, more than MCO's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | 0.88% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
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. MCO - Financials Comparison
This section allows you to compare key financial metrics between Safran SA and Moody's Corporation. 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 MCO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SAF.PA and MCO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer