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SAF.PA vs. MSED.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SAF.PA vs. MSED.L

Last updated Jun 13, 2026

SAF.PA (Safran SA) is a stock, while MSED.L (Lyxor Euro Stoxx 50 DR UCITS C) is Europe Equities fund tracking the MSCI EMU NR EUR. Over the past 10 years, SAF.PA returned 19.52%/yr vs 3.09%/yr for MSED.L. A 0.59 correlation means they provide meaningful diversification when combined.

Performance

SAF.PA vs. MSED.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Safran SA (SAF.PA) and Lyxor Euro Stoxx 50 DR UCITS C (MSED.L). 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 MSED.L is traded in GBp. To make them comparable, the MSED.L 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 MSED.L's 8.77% return. Over the past 10 years, SAF.PA has outperformed MSED.L with an annualized return of 19.52%, while MSED.L has yielded a comparatively lower 3.09% annualized return.

SAF.PA

1D
3.66%
1M
9.30%
YTD
4.08%
6M
6.26%
1Y
22.25%
3Y*
31.43%
5Y*
21.02%
10Y*
19.52%

MSED.L

1D
1.85%
1M
5.23%
YTD
8.77%
6M
9.81%
1Y
20.06%
3Y*
-10.90%
5Y*
-4.46%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAF.PA vs. MSED.L - 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%
MSED.L
Lyxor Euro Stoxx 50 DR UCITS C		8.77%21.22%11.52%-43.84%-8.25%22.99%-2.32%29.54%-12.38%10.93%

Correlation

The correlation between SAF.PA and MSED.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.56

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

0.58

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

0.60

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

0.57

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.59

The correlation between SAF.PA and MSED.L has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Safran SA

Lyxor Euro Stoxx 50 DR UCITS C

Often compared with SAF.PA:
SAF.PA vs. SAFRYSAF.PA vs. RTXSAF.PA vs. SWBISAF.PA vs. HWMSAF.PA vs. GDSAF.PA vs. GESAF.PA vs. voo
Often compared with MSED.L:
MSED.L vs. CS51.LMSED.L vs. C50U.LMSED.L vs. PRIE.LMSED.L vs. XASX.LMSED.L vs. EUE.LMSED.L vs. CSPX.LMSED.L vs. ISX5.L

Return for Risk

SAF.PA vs. MSED.L — 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
MSED.L
MSED.L Risk / Return Rank: 4040
Overall Rank
MSED.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MSED.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
MSED.L Omega Ratio Rank: 4040
Omega Ratio Rank
MSED.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
MSED.L Martin Ratio Rank: 4040
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. MSED.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAF.PA) and Lyxor Euro Stoxx 50 DR UCITS C (MSED.L). 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.PAMSED.LDifference
Sharpe ratioReturn per unit of total volatility
0.62
1.16

-0.54

Sortino ratioReturn per unit of downside risk
1.15
1.76

-0.62

Omega ratioGain probability vs. loss probability

1.14

1.21

-0.08

Calmar ratioReturn relative to maximum drawdown

0.83

1.65

-0.82

Martin ratioReturn relative to average drawdown

2.22

5.66

-3.44

SAF.PA vs. MSED.L - Sharpe Ratio Comparison

The current SAF.PA Sharpe Ratio is 0.62, which is lower than the MSED.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of SAF.PA and MSED.L, 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. MSED.L - Drawdown Comparison

The maximum SAF.PA drawdown since its inception was -64.89%, which is greater than MSED.L's maximum drawdown of -58.77%. Use the drawdown chart below to compare losses from any high point for SAF.PA and MSED.L.

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Drawdown Indicators

SAF.PAMSED.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.89%

-58.77%

-6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-23.62%

-10.93%

-12.69%

Max Drawdown (3Y)

Largest decline over 3 years

-23.62%

-58.77%

+35.15%

Max Drawdown (5Y)

Largest decline over 5 years

-29.84%

-58.77%

+28.93%

Max Drawdown (10Y)

Largest decline over 10 years

-64.63%

-58.77%

-5.86%

Current Drawdown

Current decline from peak

-10.85%

-31.40%

+20.55%

Average Drawdown

Average peak-to-trough decline

-13.50%

-16.72%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

3.20%

+5.70%

Volatility

SAF.PA vs. MSED.L - Volatility Comparison

Safran SA (SAF.PA) has a higher volatility of 10.23% compared to Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) at 3.79%. This indicates that SAF.PA's price experiences larger fluctuations and is considered to be riskier than MSED.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SAF.PAMSED.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.23%

3.79%

+6.44%

Volatility (6M)

Calculated over the trailing 6-month period

27.80%

12.42%

+15.38%

Volatility (1Y)

Calculated over the trailing 1-year period

31.51%

15.58%

+15.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.37%

34.10%

-5.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.13%

30.10%

+3.03%

Dividends

SAF.PA vs. MSED.L - Dividend Comparison

SAF.PA's dividend yield for the trailing twelve months is around 1.09%, while MSED.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
MSED.L
Lyxor Euro Stoxx 50 DR UCITS C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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 MSED.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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