SAF.PA vs. SAFRY
SAF.PA (Safran SA) and SAFRY (Safran SA) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 10 years, SAF.PA returned 18.08%/yr vs 18.32%/yr for SAFRY. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
SAF.PA vs. SAFRY - Performance Comparison
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Different Trading Currencies
SAF.PA is traded in EUR, while SAFRY is traded in USD. To make them comparable, the SAFRY 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 -0.10% return, which is significantly higher than SAFRY's -0.25% return. Both investments have delivered pretty close results over the past 10 years, with SAF.PA having a 18.08% annualized return and SAFRY not far ahead at 18.32%.
SAF.PA
- 1D
- -1.41%
- 1M
- 12.03%
- YTD
- -0.10%
- 6M
- 0.14%
- 1Y
- 12.11%
- 3Y*
- 29.72%
- 5Y*
- 20.25%
- 10Y*
- 18.08%
SAFRY
- 1D
- -0.92%
- 1M
- 11.78%
- YTD
- -0.25%
- 6M
- -0.94%
- 1Y
- 11.06%
- 3Y*
- 29.53%
- 5Y*
- 20.08%
- 10Y*
- 18.32%
SAF.PA vs. SAFRY - Yearly Performance Comparison
Correlation
The correlation between SAF.PA and SAFRY is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2007 | 0.69 |
The correlation between SAF.PA and SAFRY shifts across timeframes, from 0.69 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SAF.PA vs. SAFRY — Risk / Return Rank
SAF.PA
SAFRY
SAF.PA vs. SAFRY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAF.PA) and Safran SA (SAFRY). 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 | SAFRY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.09 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 0.47 | +0.04 |
| Martin ratioReturn relative to average drawdown | 1.39 | 1.25 | +0.15 |
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 | SAFRY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.36 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.73 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.54 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.57 | -0.19 |
Drawdowns
SAF.PA vs. SAFRY - Drawdown Comparison
The maximum SAF.PA drawdown since its inception was -92.64%, which is greater than SAFRY's maximum drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for SAF.PA and SAFRY.
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Drawdown Indicators
| SAF.PA | SAFRY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.64% | -64.59% | -28.05% |
Max Drawdown (1Y)Largest decline over 1 year | -23.62% | -23.87% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -23.62% | -24.37% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -29.84% | -29.98% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -64.63% | -64.59% | -0.04% |
Current DrawdownCurrent decline from peak | -14.43% | -14.91% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -36.06% | -11.54% | -24.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.63% | 8.89% | -0.26% |
Volatility
SAF.PA vs. SAFRY - Volatility Comparison
Safran SA (SAF.PA) and Safran SA (SAFRY) have volatilities of 13.02% and 13.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAF.PA | SAFRY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.02% | 13.49% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 27.53% | 27.33% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.24% | 31.17% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.31% | 27.78% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.13% | 33.91% | -0.78% |
Dividends
SAF.PA vs. SAFRY - Dividend Comparison
SAF.PA's dividend yield for the trailing twelve months is around 1.14%, less than SAFRY's 1.16% yield.
Financials
SAF.PA vs. SAFRY - Financials Comparison
This section allows you to compare key financial metrics between Safran SA and Safran SA. 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 SAFRY have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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