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SAPMY vs. SU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SAPMY vs. SU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saipem SpA ADR (SAPMY) and Suncor Energy Inc. (SU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAPMY achieves a 102.80% return, which is significantly higher than SU's 35.49% return.


SAPMY

1D
3.37%
1M
0.36%
6M
99.42%
YTD
102.80%
1Y
102.31%
3Y*
148.08%
5Y*
3.63%
10Y*

SU

1D
1.30%
1M
-3.81%
6M
28.73%
YTD
35.49%
1Y
52.92%
3Y*
31.65%
5Y*
25.91%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAPMY vs. SU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAPMY
Saipem SpA ADR
102.80%382.30%50.00%45.45%-93.87%-22.79%-44.06%30.33%-17.61%18.54%
SU
Suncor Energy Inc.
35.49%29.69%16.22%6.40%32.31%54.94%-46.67%22.10%-21.27%20.40%

Correlation

The correlation between SAPMY and SU is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

0.17

The correlation between SAPMY and SU shifts across timeframes, from -0.02 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SAPMY:

$10.09B

SU:

$69.96B

EPS

SAPMY:

€0.24

SU:

CA$5.27

PE Ratio

SAPMY:

3.75

SU:

15.91

PS Ratio

SAPMY:

0.08

SU:

1.94

PB Ratio

SAPMY:

0.66

SU:

2.18

Total Revenue (TTM)

SAPMY:

€15.52B

SU:

CA$52.01B

Gross Profit (TTM)

SAPMY:

€5.53B

SU:

CA$28.85B

EBITDA (TTM)

SAPMY:

€1.58B

SU:

CA$16.36B

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Return for Risk

SAPMY vs. SU — Risk / Return Rank

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

SAPMY
SAPMY Risk / Return Rank: 8484
Overall Rank
SAPMY Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SAPMY Sortino Ratio Rank: 7979
Sortino Ratio Rank
SAPMY Omega Ratio Rank: 8585
Omega Ratio Rank
SAPMY Calmar Ratio Rank: 8989
Calmar Ratio Rank
SAPMY Martin Ratio Rank: 8888
Martin Ratio Rank

SU
SU Risk / Return Rank: 8989
Overall Rank
SU Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SU Sortino Ratio Rank: 8989
Sortino Ratio Rank
SU Omega Ratio Rank: 8989
Omega Ratio Rank
SU Calmar Ratio Rank: 8383
Calmar Ratio Rank
SU Martin Ratio Rank: 8888
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.

SAPMY vs. SU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saipem SpA ADR (SAPMY) and Suncor Energy Inc. (SU). 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.


SAPMYSUDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

3.51

2.47

+1.05

Martin ratioReturn relative to average drawdown

8.31

8.62

-0.30

SAPMY vs. SU - Sharpe Ratio Comparison

The current SAPMY Sharpe Ratio is 1.20, which is lower than the SU Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of SAPMY and SU, 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

SAPMY vs. SU - Drawdown Comparison

The maximum SAPMY drawdown since its inception was -99.36%, which is greater than SU's maximum drawdown of -80.22%. Use the drawdown chart below to compare losses from any high point for SAPMY and SU.


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Drawdown Indicators


SAPMYSUDifference

Max Drawdown

Largest peak-to-trough decline

-99.36%

-80.22%

-19.14%

Max Drawdown (1Y)

Largest decline over 1 year

-29.28%

-22.67%

-6.61%

Max Drawdown (3Y)

Largest decline over 3 years

-37.14%

-22.67%

-14.47%

Max Drawdown (5Y)

Largest decline over 5 years

-99.36%

-36.58%

-62.78%

Max Drawdown (10Y)

Largest decline over 10 years

-73.54%

Current Drawdown

Current decline from peak

-57.12%

-14.47%

-42.65%

Average Drawdown

Average peak-to-trough decline

-62.64%

-27.39%

-35.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.35%

6.47%

+5.88%

Volatility

SAPMY vs. SU - Volatility Comparison

Saipem SpA ADR (SAPMY) has a higher volatility of 20.60% compared to Suncor Energy Inc. (SU) at 9.54%. This indicates that SAPMY's price experiences larger fluctuations and is considered to be riskier than SU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAPMYSUDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.60%

9.54%

+11.06%

Volatility (6M)

Calculated over the trailing 6-month period

48.22%

21.13%

+27.09%

Volatility (1Y)

Calculated over the trailing 1-year period

85.79%

25.02%

+60.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

275.56%

32.94%

+242.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

209.31%

36.94%

+172.37%

Dividends

SAPMY vs. SU - Dividend Comparison

SAPMY's dividend yield for the trailing twelve months is around 3.88%, more than SU's 2.89% yield.


PositionTTM20252024202320222021202020192018201720162015
SAPMY
Saipem SpA ADR
3.88%77.01%0.00%0.00%169.09%0.00%0.22%0.00%0.00%0.00%0.00%0.00%
SU
Suncor Energy Inc.
2.89%3.72%4.51%5.27%4.56%3.34%4.93%3.84%4.24%4.16%3.55%4.42%

Financials

SAPMY vs. SU - Financials Comparison

This section allows you to compare key financial metrics between Saipem SpA ADR and Suncor Energy Inc.. 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


0.005.00B10.00B15.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
3.53B
15.42B
(SAPMY) Total Revenue
(SU) Total Revenue
Please note, different currencies. SAPMY values in EUR, SU values in CAD

SAPMY vs. SU - Profitability Comparison

The chart below illustrates the profitability comparison between Saipem SpA ADR and Suncor Energy Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-60.0%-40.0%-20.0%0.0%20.0%40.0%60.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
28.3%
48.8%
Portfolio components
SAPMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Saipem SpA ADR reported a gross profit of 998.00M and revenue of 3.53B. Therefore, the gross margin over that period was 28.3%.

SU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Suncor Energy Inc. reported a gross profit of 7.53B and revenue of 15.42B. Therefore, the gross margin over that period was 48.8%.

SAPMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Saipem SpA ADR reported an operating income of 157.00M and revenue of 3.53B, resulting in an operating margin of 4.5%.

SU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Suncor Energy Inc. reported an operating income of 2.90B and revenue of 15.42B, resulting in an operating margin of 18.8%.

SAPMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Saipem SpA ADR reported a net income of 78.00M and revenue of 3.53B, resulting in a net margin of 2.2%.

SU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Suncor Energy Inc. reported a net income of 2.10B and revenue of 15.42B, resulting in a net margin of 13.6%.


Frequently Asked Questions


SAPMY and SU have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAPMY has higher volatility (20.60%) compared to SU (9.54%). In terms of maximum drawdown, SAPMY dropped -99.36% vs SU's -80.22%.

SU currently has the higher Sharpe Ratio (2.23 vs 1.20), 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

Find the right allocation for SAPMY and SU

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