SAFRY vs. TKAMY
SAFRY (Safran SA) and TKAMY (Thyssenkrupp AG ADR) are both stocks. Both are in the Industrials sector — SAFRY in Aerospace & Defense, TKAMY in Metal Fabrication. Over the past 5 years, SAFRY returned 18.45%/yr vs 3.89%/yr for TKAMY. At a 0.40 correlation, their price movements are largely independent.
Performance
SAFRY vs. TKAMY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SAFRY achieves a -1.63% return, which is significantly lower than TKAMY's 22.54% return.
SAFRY
- 1D
- -1.05%
- 1M
- 1.10%
- YTD
- -1.63%
- 6M
- -1.71%
- 1Y
- 12.83%
- 3Y*
- 33.61%
- 5Y*
- 18.45%
- 10Y*
- 18.93%
TKAMY
- 1D
- -0.46%
- 1M
- 3.08%
- YTD
- 22.54%
- 6M
- 19.88%
- 1Y
- 37.43%
- 3Y*
- 22.04%
- 5Y*
- 3.89%
- 10Y*
- —
SAFRY vs. TKAMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAFRY Safran SA | -1.63% | 61.48% | 24.75% | 42.67% | 2.63% | -13.43% | -8.37% | 31.49% | 17.99% | 1.74% |
TKAMY Thyssenkrupp AG ADR | 22.54% | 175.88% | -40.20% | 18.03% | -44.90% | 11.12% | -26.67% | -21.38% | -40.96% | -2.14% |
Correlation
The correlation between SAFRY and TKAMY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2017 | 0.40 |
Fundamentals
SAFRY:
$141.47B
TKAMY:
$8.13B
SAFRY:
$3.89
TKAMY:
$0.10
SAFRY:
21.79
TKAMY:
133.98
SAFRY:
0.01
TKAMY:
2.33
SAFRY:
2.41
TKAMY:
0.25
SAFRY:
9.54
TKAMY:
0.89
SAFRY:
$58.78B
TKAMY:
$32.06B
SAFRY:
$22.83B
TKAMY:
$3.66B
SAFRY:
$6.39B
TKAMY:
$2.18B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SAFRY vs. TKAMY — Risk / Return Rank
SAFRY
TKAMY
SAFRY vs. TKAMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAFRY) and Thyssenkrupp AG ADR (TKAMY). 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 | TKAMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.16 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 0.77 | -0.25 |
| Martin ratioReturn relative to average drawdown | 1.37 | 1.62 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SAFRY | TKAMY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.60 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.07 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | -0.15 | +0.66 |
Drawdowns
SAFRY vs. TKAMY - Drawdown Comparison
The maximum SAFRY drawdown since its inception was -65.58%, smaller than the maximum TKAMY drawdown of -90.08%. Use the drawdown chart below to compare losses from any high point for SAFRY and TKAMY.
Loading charts...
Drawdown Indicators
| SAFRY | TKAMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -90.08% | +24.50% |
Max Drawdown (1Y)Largest decline over 1 year | -24.57% | -48.64% | +24.07% |
Max Drawdown (3Y)Largest decline over 3 years | -24.57% | -61.74% | +37.17% |
Max Drawdown (5Y)Largest decline over 5 years | -41.98% | -73.76% | +31.78% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | — | — |
Current DrawdownCurrent decline from peak | -16.45% | -56.26% | +39.81% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -63.94% | +51.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.42% | 23.24% | -13.82% |
Volatility
SAFRY vs. TKAMY - Volatility Comparison
The current volatility for Safran SA (SAFRY) is 10.83%, while Thyssenkrupp AG ADR (TKAMY) has a volatility of 12.43%. This indicates that SAFRY experiences smaller price fluctuations and is considered to be less risky than TKAMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SAFRY | TKAMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.83% | 12.43% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 28.62% | 42.73% | -14.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.59% | 63.09% | -30.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.78% | 54.68% | -24.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.32% | 55.15% | -19.83% |
Dividends
SAFRY vs. TKAMY - Dividend Comparison
SAFRY's dividend yield for the trailing twelve months is around 1.16%, less than TKAMY's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAFRY Safran SA | 1.16% | 0.93% | 1.09% | 0.83% | 0.42% | 0.43% | 0.00% | 1.32% | 1.60% | 1.60% | 4.16% | 1.98% |
TKAMY Thyssenkrupp AG ADR | 1.34% | 1.44% | 4.04% | 2.31% | 0.00% | 0.00% | 0.00% | 0.81% | 0.66% | 0.00% | 0.00% | 0.00% |
Financials
SAFRY vs. TKAMY - Financials Comparison
This section allows you to compare key financial metrics between Safran SA and Thyssenkrupp AG ADR. 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. TKAMY - 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%.
TKAMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Thyssenkrupp AG ADR reported a gross profit of 1.11B and revenue of 8.52B. Therefore, the gross margin over that period was 13.0%.
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%.
TKAMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Thyssenkrupp AG ADR reported an operating income of 94.53M and revenue of 8.52B, resulting in an operating margin of 1.1%.
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%.
TKAMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Thyssenkrupp AG ADR reported a net income of 1.02M and revenue of 8.52B, resulting in a net margin of 0.0%.
Frequently Asked Questions
SAFRY and TKAMY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TKAMY has higher volatility (12.43%) compared to SAFRY (10.83%). In terms of maximum drawdown, SAFRY dropped -65.58% vs TKAMY's -90.08%.
TKAMY currently has the higher Sharpe Ratio (0.60 vs 0.40), 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.
Find the right allocation for SAFRY and TKAMY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer