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 9.17%/yr vs 3.62%/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 -11.38% return, which is significantly lower than T's -3.08% return. Over the past 10 years, SAXPY has outperformed T with an annualized return of 9.17%, while T has yielded a comparatively lower 3.62% annualized return.
SAXPY
- 1D
- -1.10%
- 1M
- 1.78%
- YTD
- -11.38%
- 6M
- -7.76%
- 1Y
- 0.91%
- 3Y*
- 11.02%
- 5Y*
- 9.57%
- 10Y*
- 9.17%
T
- 1D
- -4.42%
- 1M
- -9.77%
- YTD
- -3.08%
- 6M
- -4.92%
- 1Y
- -12.10%
- 3Y*
- 22.12%
- 5Y*
- 7.39%
- 10Y*
- 3.62%
SAXPY vs. T - Yearly Performance Comparison
Correlation
The correlation between SAXPY and T is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2008 | 0.29 |
The correlation between SAXPY and T shifts across timeframes, from 0.11 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SAXPY:
$0.72
T:
$3.04
SAXPY:
28.76
T:
7.73
SAXPY:
0.69
T:
0.32
SAXPY:
4.19
T:
1.35
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.
| SAXPY | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.92 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | -0.59 | +0.65 |
| Martin ratioReturn relative to average drawdown | 0.14 | -1.20 | +1.34 |
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
| SAXPY | T | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | -0.56 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.31 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.15 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.38 | +0.12 |
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% | -20.60% | +6.46% |
Max Drawdown (3Y)Largest decline over 3 years | -15.58% | -20.60% | +5.02% |
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 | -11.55% | -18.23% | +6.68% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -15.72% | +7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.65% | 10.08% | -3.43% |
Volatility
SAXPY vs. T - Volatility Comparison
The current volatility for Sampo OYJ (SAXPY) is 5.28%, while AT&T Inc. (T) has a volatility of 6.96%. 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 | 5.28% | 6.96% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.71% | 17.27% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 21.86% | -4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.26% | 23.92% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.47% | 23.69% | +0.78% |
Dividends
SAXPY vs. T - Dividend Comparison
SAXPY's dividend yield for the trailing twelve months is around 4.05%, less than T's 4.71% 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 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (6.96%) compared to SAXPY (5.28%). In terms of maximum drawdown, SAXPY dropped -52.24% vs T's -64.15%.
SAXPY currently has the higher Sharpe Ratio (0.05 vs -0.56), 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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