SAXPY vs. T
SAXPY (Sampo OYJ) and T (AT&T Inc.) are both stocks. SAXPY operates in Insurance - Diversified (Financial Services), while T operates in Telecom Services (Communication Services). Over the past 10 years, SAXPY returned 10.66%/yr vs 2.70%/yr for T. At a 0.29 correlation, their price movements are largely independent.
Performance
SAXPY vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, SAXPY achieves a -12.55% return, which is significantly lower than T's -6.13% return. Over the past 10 years, SAXPY has outperformed T with an annualized return of 10.66%, while T has yielded a comparatively lower 2.70% annualized return.
SAXPY
- 1D
- -1.83%
- 1M
- -4.78%
- YTD
- -12.55%
- 6M
- -12.58%
- 1Y
- 0.22%
- 3Y*
- 12.06%
- 5Y*
- 9.36%
- 10Y*
- 10.66%
T
- 1D
- 3.21%
- 1M
- -9.70%
- YTD
- -6.13%
- 6M
- -4.67%
- 1Y
- -15.59%
- 3Y*
- 20.20%
- 5Y*
- 7.06%
- 10Y*
- 2.70%
SAXPY vs. T - Yearly Performance Comparison
Correlation
The correlation between SAXPY and T is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.29 |
The correlation between SAXPY and T shifts across timeframes, from 0.09 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SAXPY:
€0.72
T:
$3.04
SAXPY:
24.95
T:
7.49
SAXPY:
0.60
T:
0.31
SAXPY:
3.63
T:
1.31
SAXPY:
€11.42B
T:
$125.65B
SAXPY:
€8.19B
T:
$105.41B
SAXPY:
€2.30B
T:
$54.70B
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Return for Risk
SAXPY vs. T — Risk / Return Rank
SAXPY
T
SAXPY vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sampo OYJ (SAXPY) and AT&T Inc. (T). 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.
| SAXPY | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.90 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.66 | +0.68 |
| Martin ratioReturn relative to average drawdown | 0.03 | -1.40 | +1.43 |
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Drawdowns
SAXPY vs. T - Drawdown Comparison
The maximum SAXPY drawdown since its inception was -52.24%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for SAXPY and T.
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Drawdown Indicators
| SAXPY | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.24% | -64.15% | +11.91% |
Max Drawdown (1Y)Largest decline over 1 year | -14.14% | -23.57% | +9.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.58% | -23.57% | +7.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -32.01% | +7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -52.24% | -42.35% | -9.89% |
Current DrawdownCurrent decline from peak | -12.71% | -20.80% | +8.09% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -15.72% | +7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 11.14% | -4.05% |
Volatility
SAXPY vs. T - Volatility Comparison
The current volatility for Sampo OYJ (SAXPY) is 4.45%, while AT&T Inc. (T) has a volatility of 8.49%. This indicates that SAXPY experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAXPY | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 8.49% | -4.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 18.37% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 22.66% | -5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 24.12% | -3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.19% | 23.79% | +0.40% |
Dividends
SAXPY vs. T - Dividend Comparison
SAXPY's dividend yield for the trailing twelve months is around 4.10%, less than T's 4.87% yield.
Financials
SAXPY vs. T - Financials Comparison
This section allows you to compare key financial metrics between Sampo OYJ and AT&T 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SAXPY and T have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.49%) compared to SAXPY (4.45%). In terms of maximum drawdown, SAXPY dropped -52.24% vs T's -64.15%.
SAXPY currently has the higher Sharpe Ratio (0.01 vs -0.69), 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.
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