SAFRY vs. SAF.PA
Compare and contrast key facts about Safran SA (SAFRY) and Safran SA (SAF.PA).
Performance
SAFRY vs. SAF.PA - Performance Comparison
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SAFRY vs. SAF.PA - Yearly Performance Comparison
Different Trading Currencies
SAFRY is traded in USD, while SAF.PA is traded in EUR. To make them comparable, the SAF.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAFRY achieves a -5.77% return, which is significantly higher than SAF.PA's -7.43% return. Both investments have delivered pretty close results over the past 10 years, with SAFRY having a 18.73% annualized return and SAF.PA not far behind at 18.19%.
SAFRY
- 1D
- 4.23%
- 1M
- -18.46%
- YTD
- -5.77%
- 6M
- -7.11%
- 1Y
- 25.24%
- 3Y*
- 31.72%
- 5Y*
- 19.28%
- 10Y*
- 18.73%
SAF.PA
- 1D
- 2.81%
- 1M
- -19.52%
- YTD
- -7.43%
- 6M
- -8.17%
- 1Y
- 24.95%
- 3Y*
- 31.10%
- 5Y*
- 19.01%
- 10Y*
- 18.19%
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Return for Risk
SAFRY vs. SAF.PA — Risk / Return Rank
SAFRY
SAF.PA
SAFRY vs. SAF.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAFRY) and Safran SA (SAF.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.
| SAFRY | SAF.PA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.84 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.29 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.16 | -0.10 |
Martin ratioReturn relative to average drawdown | 4.17 | 5.11 | -0.94 |
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
| SAFRY | SAF.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.84 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.64 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.53 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.47 | +0.05 |
Correlation
The correlation between SAFRY and SAF.PA is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SAFRY vs. SAF.PA - Dividend Comparison
SAFRY's dividend yield for the trailing twelve months is around 0.99%, less than SAF.PA's 1.04% yield.
Drawdowns
SAFRY vs. SAF.PA - Drawdown Comparison
The maximum SAFRY drawdown since its inception was -65.58%, roughly equal to the maximum SAF.PA drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for SAFRY and SAF.PA.
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Drawdown Indicators
| SAFRY | SAF.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -92.64% | +27.06% |
Max Drawdown (1Y)Largest decline over 1 year | -23.21% | -20.97% | -2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -42.39% | -29.84% | -12.55% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | -64.63% | -0.95% |
Current DrawdownCurrent decline from peak | -19.96% | -19.53% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -36.16% | +23.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.90% | 5.10% | +0.80% |
Volatility
SAFRY vs. SAF.PA - Volatility Comparison
Safran SA (SAFRY) has a higher volatility of 11.57% compared to Safran SA (SAF.PA) at 10.72%. This indicates that SAFRY's price experiences larger fluctuations and is considered to be riskier than SAF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAFRY | SAF.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.57% | 10.72% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 20.87% | 19.91% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.48% | 29.44% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.65% | 29.16% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.75% | 33.97% | +0.78% |
Financials
SAFRY vs. SAF.PA - Financials Comparison
This section allows you to compare key financial metrics between Safran SA and Safran SA. 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