SAF.PA vs. VK.PA
Compare and contrast key facts about Safran SA (SAF.PA) and Vallourec (VK.PA).
Performance
SAF.PA vs. VK.PA - Performance Comparison
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SAF.PA vs. VK.PA - Yearly Performance Comparison
Returns By Period
In the year-to-date period, SAF.PA achieves a -2.29% return, which is significantly lower than VK.PA's 37.48% return. Over the past 10 years, SAF.PA has outperformed VK.PA with an annualized return of 18.47%, while VK.PA has yielded a comparatively lower -6.61% annualized return.
SAF.PA
- 1D
- 4.01%
- 1M
- -13.54%
- YTD
- -2.29%
- 6M
- -2.61%
- 1Y
- 19.90%
- 3Y*
- 29.97%
- 5Y*
- 20.37%
- 10Y*
- 18.47%
VK.PA
- 1D
- -0.83%
- 1M
- 10.73%
- YTD
- 37.48%
- 6M
- 28.62%
- 1Y
- 35.90%
- 3Y*
- 26.78%
- 5Y*
- 18.87%
- 10Y*
- -6.61%
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Return for Risk
SAF.PA vs. VK.PA — Risk / Return Rank
SAF.PA
VK.PA
SAF.PA vs. VK.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAF.PA) and Vallourec (VK.PA). 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 | VK.PA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.26 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.78 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 4.44 | -2.79 |
Martin ratioReturn relative to average drawdown | 6.74 | 9.76 | -3.02 |
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 | VK.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.26 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.42 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | -0.12 | +0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.02 | +0.37 |
Correlation
The correlation between SAF.PA and VK.PA is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SAF.PA vs. VK.PA - Dividend Comparison
SAF.PA's dividend yield for the trailing twelve months is around 1.00%, less than VK.PA's 6.95% yield.
Drawdowns
SAF.PA vs. VK.PA - Drawdown Comparison
The maximum SAF.PA drawdown since its inception was -92.64%, smaller than the maximum VK.PA drawdown of -99.47%. Use the drawdown chart below to compare losses from any high point for SAF.PA and VK.PA.
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Drawdown Indicators
| SAF.PA | VK.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.64% | -99.47% | +6.83% |
Max Drawdown (1Y)Largest decline over 1 year | -20.97% | -16.51% | -4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -29.84% | -44.20% | +14.36% |
Max Drawdown (10Y)Largest decline over 10 years | -64.63% | -96.03% | +31.40% |
Current DrawdownCurrent decline from peak | -16.30% | -96.90% | +80.60% |
Average DrawdownAverage peak-to-trough decline | -36.15% | -51.64% | +15.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 5.91% | -0.77% |
Volatility
SAF.PA vs. VK.PA - Volatility Comparison
Safran SA (SAF.PA) has a higher volatility of 10.41% compared to Vallourec (VK.PA) at 8.74%. This indicates that SAF.PA's price experiences larger fluctuations and is considered to be riskier than VK.PA 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 | VK.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.41% | 8.74% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 19.56% | 19.11% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.69% | 28.19% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.16% | 43.82% | -16.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.57% | 54.86% | -22.29% |
Financials
SAF.PA vs. VK.PA - Financials Comparison
This section allows you to compare key financial metrics between Safran SA and Vallourec. 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