SAMPO.HE vs. ELISA.HE
SAMPO.HE (Sampo Oyj) and ELISA.HE (Elisa Oyj) are both stocks. SAMPO.HE operates in Insurance - Diversified (Financial Services), while ELISA.HE operates in Telecom Services (Communication Services). Over the past 10 years, SAMPO.HE returned 8.05%/yr vs 5.53%/yr for ELISA.HE. At a 0.31 correlation, their price movements are largely independent.
Performance
SAMPO.HE vs. ELISA.HE - Performance Comparison
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Returns By Period
In the year-to-date period, SAMPO.HE achieves a -10.81% return, which is significantly lower than ELISA.HE's 6.34% return. Over the past 10 years, SAMPO.HE has outperformed ELISA.HE with an annualized return of 8.05%, while ELISA.HE has yielded a comparatively lower 5.53% annualized return.
SAMPO.HE
- 1D
- -0.32%
- 1M
- -1.05%
- YTD
- -10.81%
- 6M
- -7.29%
- 1Y
- -1.71%
- 3Y*
- 8.40%
- 5Y*
- 10.96%
- 10Y*
- 8.05%
ELISA.HE
- 1D
- -0.75%
- 1M
- -4.03%
- YTD
- 6.34%
- 6M
- 6.85%
- 1Y
- -13.97%
- 3Y*
- -5.33%
- 5Y*
- -0.37%
- 10Y*
- 5.53%
SAMPO.HE vs. ELISA.HE - Yearly Performance Comparison
Correlation
The correlation between SAMPO.HE and ELISA.HE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 1999 | 0.31 |
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Return for Risk
SAMPO.HE vs. ELISA.HE — Risk / Return Rank
SAMPO.HE
ELISA.HE
SAMPO.HE vs. ELISA.HE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sampo Oyj (SAMPO.HE) and Elisa Oyj (ELISA.HE). 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.
| SAMPO.HE | ELISA.HE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.87 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | -0.65 | +0.53 |
| Martin ratioReturn relative to average drawdown | -0.25 | -1.18 | +0.93 |
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
| SAMPO.HE | ELISA.HE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | -0.77 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | -0.02 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.28 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.22 | +0.27 |
Drawdowns
SAMPO.HE vs. ELISA.HE - Drawdown Comparison
The maximum SAMPO.HE drawdown since its inception was -77.78%, smaller than the maximum ELISA.HE drawdown of -92.10%. Use the drawdown chart below to compare losses from any high point for SAMPO.HE and ELISA.HE.
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Drawdown Indicators
| SAMPO.HE | ELISA.HE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.78% | -92.10% | +14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -21.54% | +7.99% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -23.46% | +9.91% |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | -30.01% | +10.84% |
Max Drawdown (10Y)Largest decline over 10 years | -45.81% | -30.01% | -15.80% |
Current DrawdownCurrent decline from peak | -10.81% | -20.90% | +10.09% |
Average DrawdownAverage peak-to-trough decline | -14.25% | -39.01% | +24.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.42% | 11.82% | -5.40% |
Volatility
SAMPO.HE vs. ELISA.HE - Volatility Comparison
Sampo Oyj (SAMPO.HE) has a higher volatility of 5.22% compared to Elisa Oyj (ELISA.HE) at 4.02%. This indicates that SAMPO.HE's price experiences larger fluctuations and is considered to be riskier than ELISA.HE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAMPO.HE | ELISA.HE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 4.02% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 12.24% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 18.45% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 16.94% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 19.71% | +1.90% |
Dividends
SAMPO.HE vs. ELISA.HE - Dividend Comparison
SAMPO.HE's dividend yield for the trailing twelve months is around 4.06%, less than ELISA.HE's 4.47% yield.
Financials
SAMPO.HE vs. ELISA.HE - Financials Comparison
This section allows you to compare key financial metrics between Sampo Oyj and Elisa Oyj. 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
Frequently Asked Questions
SAMPO.HE and ELISA.HE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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