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SAXPY vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SAXPY vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sampo OYJ (SAXPY) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAXPY achieves a -5.49% return, which is significantly higher than T's -11.25% return. Over the past 10 years, SAXPY has outperformed T with an annualized return of 10.79%, while T has yielded a comparatively lower 1.68% annualized return.


SAXPY

1D
0.37%
1M
5.52%
6M
-0.08%
YTD
-5.49%
1Y
3.24%
3Y*
16.11%
5Y*
10.98%
10Y*
10.79%

T

1D
-1.25%
1M
-8.55%
6M
-6.48%
YTD
-11.25%
1Y
-17.96%
3Y*
19.78%
5Y*
5.75%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAXPY vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAXPY
Sampo OYJ
-5.49%55.00%-2.90%-2.91%14.62%21.41%7.48%7.21%-14.71%36.25%
T
AT&T Inc.
-11.25%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between SAXPY and T is 0.08, 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

0.08

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

0.13

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

0.21

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

0.28

Over the past year, the correlation between SAXPY and T has dropped to 0.08 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SAXPY:

$117.67B

T:

$147.86B

EPS

SAXPY:

€0.75

T:

$3.05

PE Ratio

SAXPY:

25.73

T:

6.97

PEG Ratio

SAXPY:

0.62

T:

0.29

PS Ratio

SAXPY:

3.75

T:

1.22

Total Revenue (TTM)

SAXPY:

€11.42B

T:

$125.65B

Gross Profit (TTM)

SAXPY:

€8.19B

T:

$105.41B

EBITDA (TTM)

SAXPY:

€2.30B

T:

$54.70B

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Return for Risk

SAXPY vs. T — Risk / Return Rank

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

SAXPY
SAXPY Risk / Return Rank: 4848
Overall Rank
SAXPY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SAXPY Sortino Ratio Rank: 4343
Sortino Ratio Rank
SAXPY Omega Ratio Rank: 4343
Omega Ratio Rank
SAXPY Calmar Ratio Rank: 5252
Calmar Ratio Rank
SAXPY Martin Ratio Rank: 5151
Martin Ratio Rank

T
T Risk / Return Rank: 1414
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1313
Sortino Ratio Rank
T Omega Ratio Rank: 1515
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 88
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.

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.


SAXPYTDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.05

0.88

+0.16

Calmar ratioReturn relative to maximum drawdown

0.23

-0.62

+0.85

Martin ratioReturn relative to average drawdown

0.44

-1.43

+1.86

SAXPY vs. T - Sharpe Ratio Comparison

The current SAXPY Sharpe Ratio is 0.18, which is higher than the T Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of SAXPY and T, 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

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


SAXPYTDifference

Max Drawdown

Largest peak-to-trough decline

-52.24%

-64.15%

+11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-28.89%

+14.75%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

-28.89%

+13.31%

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 Drawdown

Current decline from peak

-5.67%

-25.12%

+19.45%

Average Drawdown

Average peak-to-trough decline

-8.55%

-15.74%

+7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

12.62%

-5.22%

Volatility

SAXPY vs. T - Volatility Comparison

The current volatility for Sampo OYJ (SAXPY) is 4.84%, while AT&T Inc. (T) has a volatility of 10.03%. 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


SAXPYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

10.03%

-5.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.98%

19.84%

-5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

23.51%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

24.37%

-4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.10%

23.90%

+0.20%

Dividends

SAXPY vs. T - Dividend Comparison

SAXPY's dividend yield for the trailing twelve months is around 3.79%, less than T's 5.22% yield.


PositionTTM20252024202320222021202020192018201720162015
SAXPY
Sampo OYJ
3.79%3.10%4.77%14.96%8.53%4.07%6.34%8.80%7.18%9.25%10.54%4.27%
T
AT&T Inc.
5.22%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
2.50B
33.47B
(SAXPY) Total Revenue
(T) Total Revenue
Please note, different currencies. SAXPY values in EUR, T values in USD

Frequently Asked Questions


SAXPY and T have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (10.03%) compared to SAXPY (4.84%). In terms of maximum drawdown, SAXPY dropped -52.24% vs T's -64.15%.

SAXPY currently has the higher Sharpe Ratio (0.18 vs -0.77), 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 SAXPY and T

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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