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

Performance

SAFRY vs. SAABY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Safran SA (SAFRY) and Saab AB (publ) (SAABY). 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 2.56% return, which is significantly higher than SAABY's -4.59% 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%

SAABY

1D
-3.70%
1M
4.71%
YTD
-4.59%
6M
0.99%
1Y
17.14%
3Y*
60.00%
5Y*
50.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAFRY vs. SAABY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SAFRY
Safran SA
2.56%61.48%24.75%42.67%2.63%-13.43%63.79%
SAABY
Saab AB (publ)
-4.59%177.56%39.85%47.07%67.28%-48.79%82.51%

Correlation

The correlation between SAFRY and SAABY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.30

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

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2020

0.17

Over the past year, SAFRY and SAABY have become more correlated (0.47) than their long-term average of 0.17, meaning their price movements have been converging.

Fundamentals

Market Cap

SAFRY:

$147.50B

SAABY:

$29.87B

EPS

SAFRY:

€3.89

SAABY:

SEK 5.98

PE Ratio

SAFRY:

19.63

SAABY:

43.63

PEG Ratio

SAFRY:

0.01

SAABY:

1.33

PS Ratio

SAFRY:

2.17

SAABY:

3.43

PB Ratio

SAFRY:

8.59

SAABY:

6.32

Total Revenue (TTM)

SAFRY:

€58.78B

SAABY:

SEK 82.29B

Gross Profit (TTM)

SAFRY:

€22.83B

SAABY:

SEK 17.87B

EBITDA (TTM)

SAFRY:

€6.39B

SAABY:

SEK 9.44B

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Return for Risk

SAFRY vs. SAABY — Risk / Return Rank

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

SAFRY
SAFRY Risk / Return Rank: 6161
Overall Rank
SAFRY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SAFRY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SAFRY Omega Ratio Rank: 5757
Omega Ratio Rank
SAFRY Calmar Ratio Rank: 6161
Calmar Ratio Rank
SAFRY Martin Ratio Rank: 6262
Martin Ratio Rank

SAABY
SAABY Risk / Return Rank: 5454
Overall Rank
SAABY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SAABY Sortino Ratio Rank: 5353
Sortino Ratio Rank
SAABY Omega Ratio Rank: 5050
Omega Ratio Rank
SAABY Calmar Ratio Rank: 5454
Calmar Ratio Rank
SAABY Martin Ratio Rank: 5656
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. SAABY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAFRY) and Saab AB (publ) (SAABY). 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.


SAFRYSAABYDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.13

1.10

+0.04

Calmar ratioReturn relative to maximum drawdown

0.81

0.46

+0.34

Martin ratioReturn relative to average drawdown

2.06

1.14

+0.92

SAFRY vs. SAABY - Sharpe Ratio Comparison

The current SAFRY Sharpe Ratio is 0.61, which is higher than the SAABY Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SAFRY and SAABY, 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. SAABY - Drawdown Comparison

The maximum SAFRY drawdown since its inception was -65.58%, which is greater than SAABY's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for SAFRY and SAABY.


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Drawdown Indicators


SAFRYSAABYDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-52.75%

-12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-24.57%

-37.04%

+12.47%

Max Drawdown (3Y)

Largest decline over 3 years

-24.57%

-37.04%

+12.47%

Max Drawdown (5Y)

Largest decline over 5 years

-41.98%

-37.04%

-4.94%

Max Drawdown (10Y)

Largest decline over 10 years

-65.58%

Current Drawdown

Current decline from peak

-12.89%

-31.92%

+19.03%

Average Drawdown

Average peak-to-trough decline

-12.25%

-16.96%

+4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.60%

15.01%

-5.41%

Volatility

SAFRY vs. SAABY - Volatility Comparison

The current volatility for Safran SA (SAFRY) is 11.51%, while Saab AB (publ) (SAABY) has a volatility of 15.37%. This indicates that SAFRY experiences smaller price fluctuations and is considered to be less risky than SAABY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAFRYSAABYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.51%

15.37%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

28.81%

33.13%

-4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

32.78%

47.86%

-15.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

47.05%

-17.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.32%

57.50%

-22.18%

Dividends

SAFRY vs. SAABY - Dividend Comparison

SAFRY's dividend yield for the trailing twelve months is around 1.11%, more than SAABY's 0.43% yield.


PositionTTM20252024202320222021202020192018201720162015
SAABY
Saab AB (publ)
0.43%0.36%0.73%0.84%1.24%2.19%0.00%0.00%0.00%0.00%0.00%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. SAABY - Financials Comparison

This section allows you to compare key financial metrics between Safran SA and Saab AB (publ). 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


10.00B15.00B20.00B25.00B202120222023202420252026
16.20B
19.16B
(SAFRY) Total Revenue
(SAABY) Total Revenue
Please note, different currencies. SAFRY values in EUR, SAABY values in SEK

SAFRY vs. SAABY - Profitability Comparison

The chart below illustrates the profitability comparison between Safran SA and Saab AB (publ) 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%10.0%20.0%30.0%40.0%50.0%202120222023202420252026
12.1%
23.4%
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%.

SAABY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a gross profit of 4.48B and revenue of 19.16B. Therefore, the gross margin over that period was 23.4%.

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%.

SAABY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported an operating income of 1.91B and revenue of 19.16B, resulting in an operating margin of 10.0%.

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%.

SAABY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saab AB (publ) reported a net income of 1.44B and revenue of 19.16B, resulting in a net margin of 7.5%.


Frequently Asked Questions


SAFRY and SAABY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAABY has higher volatility (15.37%) compared to SAFRY (11.51%). In terms of maximum drawdown, SAFRY dropped -65.58% vs SAABY's -52.75%.

SAFRY currently has the higher Sharpe Ratio (0.61 vs 0.36), 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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