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SAFRY vs. NWG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SAFRY vs. NWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Safran SA (SAFRY) and NatWest Group plc (NWG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAFRY achieves a 9.85% return, which is significantly higher than NWG's 2.98% return. Over the past 10 years, SAFRY has outperformed NWG with an annualized return of 20.74%, while NWG has yielded a comparatively lower 18.22% annualized return.


SAFRY

1D
-0.16%
1M
16.66%
YTD
9.85%
6M
7.81%
1Y
26.72%
3Y*
37.05%
5Y*
21.26%
10Y*
20.74%

NWG

1D
-1.31%
1M
10.34%
YTD
2.98%
6M
2.57%
1Y
34.75%
3Y*
54.23%
5Y*
32.15%
10Y*
18.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAFRY vs. NWG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAFRY
Safran SA
9.85%61.48%24.75%42.67%2.63%-13.43%-8.37%31.49%17.99%46.30%
NWG
NatWest Group plc
2.98%81.29%92.31%-4.69%11.23%39.24%-24.92%29.18%-26.25%38.16%

Correlation

The correlation between SAFRY and NWG is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.41

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

0.47

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

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2007

0.34

The correlation between SAFRY and NWG shifts across timeframes, from 0.34 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SAFRY:

$157.98B

NWG:

$34.75B

EPS

SAFRY:

€3.89

NWG:

£2.95

PE Ratio

SAFRY:

21.39

NWG:

4.42

PEG Ratio

SAFRY:

0.01

NWG:

0.17

PS Ratio

SAFRY:

2.36

NWG:

0.90

PB Ratio

SAFRY:

9.36

NWG:

0.60

Total Revenue (TTM)

SAFRY:

€58.78B

NWG:

£29.58B

Gross Profit (TTM)

SAFRY:

€22.83B

NWG:

£16.97B

EBITDA (TTM)

SAFRY:

€6.39B

NWG:

£9.10B

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Return for Risk

SAFRY vs. NWG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAFRY
SAFRY Risk / Return Rank: 6666
Overall Rank
SAFRY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SAFRY Sortino Ratio Rank: 6565
Sortino Ratio Rank
SAFRY Omega Ratio Rank: 6262
Omega Ratio Rank
SAFRY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SAFRY Martin Ratio Rank: 6767
Martin Ratio Rank

NWG
NWG Risk / Return Rank: 7070
Overall Rank
NWG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NWG Sortino Ratio Rank: 7070
Sortino Ratio Rank
NWG Omega Ratio Rank: 6767
Omega Ratio Rank
NWG Calmar Ratio Rank: 6969
Calmar Ratio Rank
NWG Martin Ratio Rank: 7070
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.

SAFRY vs. NWG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAFRY) and NatWest Group plc (NWG). 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.


SAFRYNWGDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratioReturn relative to maximum drawdown

1.09

1.45

-0.36

Martin ratioReturn relative to average drawdown

2.77

3.60

-0.83

SAFRY vs. NWG - Sharpe Ratio Comparison

The current SAFRY Sharpe Ratio is 0.81, which is comparable to the NWG Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SAFRY and NWG, 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

SAFRY vs. NWG - Drawdown Comparison

The maximum SAFRY drawdown since its inception was -65.58%, smaller than the maximum NWG drawdown of -96.96%. Use the drawdown chart below to compare losses from any high point for SAFRY and NWG.


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Drawdown Indicators


SAFRYNWGDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-96.96%

+31.38%

Max Drawdown (1Y)

Largest decline over 1 year

-24.57%

-24.03%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-24.57%

-34.62%

+10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-41.03%

-40.56%

-0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-65.58%

-67.34%

+1.76%

Current Drawdown

Current decline from peak

-6.70%

-68.99%

+62.29%

Average Drawdown

Average peak-to-trough decline

-12.24%

-86.17%

+73.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.67%

9.67%

0.00%

Volatility

SAFRY vs. NWG - Volatility Comparison

Safran SA (SAFRY) has a higher volatility of 10.33% compared to NatWest Group plc (NWG) at 9.46%. This indicates that SAFRY's price experiences larger fluctuations and is considered to be riskier than NWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAFRYNWGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.33%

9.46%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

29.17%

24.76%

+4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

32.99%

31.79%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.91%

33.63%

-3.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.21%

37.19%

-1.98%

Dividends

SAFRY vs. NWG - Dividend Comparison

SAFRY's dividend yield for the trailing twelve months is around 1.04%, less than NWG's 5.07% yield.


PositionTTM20252024202320222021202020192018201720162015
NWG
NatWest Group plc
5.07%3.69%4.36%9.42%11.57%2.74%4.59%9.75%0.91%0.00%0.00%0.00%
SAFRY
Safran SA
1.04%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. NWG - Financials Comparison

This section allows you to compare key financial metrics between Safran SA and NatWest Group plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B202120222023202420252026
16.20B
7.39B
(SAFRY) Total Revenue
(NWG) Total Revenue
Please note, different currencies. SAFRY values in EUR, NWG values in GBP

SAFRY vs. NWG - Profitability Comparison

The chart below illustrates the profitability comparison between Safran SA and NatWest Group plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202120222023202420252026
12.1%
59.0%
Portfolio components
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%.

NWG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NatWest Group plc reported a gross profit of 4.36B and revenue of 7.39B. Therefore, the gross margin over that period was 59.0%.

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%.

NWG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NatWest Group plc reported an operating income of 2.03B and revenue of 7.39B, resulting in an operating margin of 27.5%.

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%.

NWG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NatWest Group plc reported a net income of 1.51B and revenue of 7.39B, resulting in a net margin of 20.4%.


Frequently Asked Questions


SAFRY and NWG have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAFRY has higher volatility (10.33%) compared to NWG (9.46%). In terms of maximum drawdown, SAFRY dropped -65.58% vs NWG's -96.96%.

NWG currently has the higher Sharpe Ratio (1.10 vs 0.81), 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.

Portfolio Optimizer

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