SAFRY vs. MTUAY
SAFRY (Safran SA) and MTUAY (MTU Aero Engines AG) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 10 years, SAFRY returned 20.00%/yr vs 16.24%/yr for MTUAY. At a 0.41 correlation, their price movements are largely independent.
Performance
SAFRY vs. MTUAY - Performance Comparison
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Returns By Period
In the year-to-date period, SAFRY achieves a 2.56% return, which is significantly higher than MTUAY's -12.05% return. Over the past 10 years, SAFRY has outperformed MTUAY with an annualized return of 20.00%, while MTUAY has yielded a comparatively lower 16.24% annualized return.
SAFRY
- 1D
- 1.37%
- 1M
- 7.84%
- YTD
- 2.56%
- 6M
- 4.12%
- 1Y
- 19.74%
- 3Y*
- 34.38%
- 5Y*
- 19.82%
- 10Y*
- 20.00%
MTUAY
- 1D
- 0.01%
- 1M
- 7.09%
- YTD
- -12.05%
- 6M
- -11.53%
- 1Y
- -8.31%
- 3Y*
- 14.44%
- 5Y*
- 8.41%
- 10Y*
- 16.24%
SAFRY vs. MTUAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAFRY Safran SA | 2.56% | 61.48% | 24.75% | 42.67% | 2.63% | -13.43% | -8.37% | 31.49% | 17.99% | 46.30% |
MTUAY MTU Aero Engines AG | -12.05% | 26.67% | 54.85% | 1.39% | 7.65% | -21.51% | -8.19% | 63.25% | 1.46% | 57.35% |
Correlation
The correlation between SAFRY and MTUAY is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2008 | 0.41 |
Over the past year, SAFRY and MTUAY have become more correlated (0.74) than their long-term average of 0.41, meaning their price movements have been converging.
Fundamentals
SAFRY:
$147.50B
MTUAY:
$19.62B
SAFRY:
€3.89
MTUAY:
€16.10
SAFRY:
19.63
MTUAY:
9.73
SAFRY:
0.01
MTUAY:
0.15
SAFRY:
2.17
MTUAY:
1.08
SAFRY:
8.59
MTUAY:
3.93
SAFRY:
€58.78B
MTUAY:
€15.80B
SAFRY:
€22.83B
MTUAY:
€3.02B
SAFRY:
€6.39B
MTUAY:
€2.53B
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Return for Risk
SAFRY vs. MTUAY — Risk / Return Rank
SAFRY
MTUAY
SAFRY vs. MTUAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAFRY) and MTU Aero Engines AG (MTUAY). 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.
| SAFRY | MTUAY | 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 | 1.13 | 0.99 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | -0.26 | +1.06 |
| Martin ratioReturn relative to average drawdown | 2.06 | -0.60 | +2.66 |
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Drawdowns
SAFRY vs. MTUAY - Drawdown Comparison
The maximum SAFRY drawdown since its inception was -65.58%, roughly equal to the maximum MTUAY drawdown of -64.31%. Use the drawdown chart below to compare losses from any high point for SAFRY and MTUAY.
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Drawdown Indicators
| SAFRY | MTUAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -64.31% | -1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -24.57% | -32.62% | +8.05% |
Max Drawdown (3Y)Largest decline over 3 years | -24.57% | -34.69% | +10.12% |
Max Drawdown (5Y)Largest decline over 5 years | -41.98% | -43.53% | +1.55% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | -64.31% | -1.27% |
Current DrawdownCurrent decline from peak | -12.89% | -22.93% | +10.04% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -12.29% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.60% | 13.88% | -4.28% |
Volatility
SAFRY vs. MTUAY - Volatility Comparison
Safran SA (SAFRY) and MTU Aero Engines AG (MTUAY) have volatilities of 11.51% and 11.82%, 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
| SAFRY | MTUAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.51% | 11.82% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 28.81% | 28.59% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.78% | 33.99% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.83% | 32.31% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.32% | 35.69% | -0.37% |
Dividends
SAFRY vs. MTUAY - Dividend Comparison
SAFRY's dividend yield for the trailing twelve months is around 1.11%, less than MTUAY's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTUAY MTU Aero Engines AG | 1.17% | 0.60% | 0.66% | 1.63% | 1.07% | 0.73% | 1.02% | 0.79% | 1.11% | 1.85% | 2.87% | 0.00% |
SAFRY Safran SA | 1.11% | 0.93% | 1.09% | 0.83% | 0.42% | 0.43% | 0.00% | 1.32% | 1.60% | 1.60% | 4.16% | 1.98% |
Financials
SAFRY vs. MTUAY - Financials Comparison
This section allows you to compare key financial metrics between Safran SA and MTU Aero Engines AG. 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
SAFRY vs. MTUAY - Profitability Comparison
SAFRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Safran SA reported a gross profit of 1.96B and revenue of 16.20B. Therefore, the gross margin over that period was 12.1%.
MTUAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MTU Aero Engines AG reported a gross profit of 853.63M and revenue of 4.53B. Therefore, the gross margin over that period was 18.8%.
SAFRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Safran SA reported an operating income of 1.91B and revenue of 16.20B, resulting in an operating margin of 11.8%.
MTUAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MTU Aero Engines AG reported an operating income of 620.37M and revenue of 4.53B, resulting in an operating margin of 13.7%.
SAFRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Safran SA reported a net income of 2.12B and revenue of 16.20B, resulting in a net margin of 13.1%.
MTUAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MTU Aero Engines AG reported a net income of 512.18M and revenue of 4.53B, resulting in a net margin of 11.3%.
Frequently Asked Questions
SAFRY and MTUAY have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTUAY has higher volatility (11.82%) compared to SAFRY (11.51%). In terms of maximum drawdown, SAFRY dropped -65.58% vs MTUAY's -64.31%.
SAFRY currently has the higher Sharpe Ratio (0.61 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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