SAFRY vs. DAX

In the year-to-date period, SAFRY achieves a 37.12% return, which is significantly higher than DAX's 33.41% return. Over the past 10 years, SAFRY has outperformed DAX with an annualized return of 16.71%, while DAX has yielded a comparatively lower 7.45% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAFRY) and Global X DAX Germany ETF (DAX). 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.

The current SAFRY Sharpe Ratio is 1.03, which is lower than the DAX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of SAFRY and DAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SAFRY's dividend yield for the trailing twelve months is around 1.88%, more than DAX's 1.68% yield.

The maximum SAFRY drawdown since its inception was -65.58%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for SAFRY and DAX.

Safran SA (SAFRY) has a higher volatility of 5.60% compared to Global X DAX Germany ETF (DAX) at 4.56%. This indicates that SAFRY's price experiences larger fluctuations and is considered to be riskier than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.