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 10.79%/yr vs 1.68%/yr for T. At a 0.28 correlation, their price movements are largely independent.
Performance
SAXPY vs. T - Performance Comparison
Loading charts...
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%
SAXPY vs. T - Yearly Performance Comparison
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
SAXPY:
$117.67B
T:
$147.86B
SAXPY:
€0.75
T:
$3.05
SAXPY:
25.73
T:
6.97
SAXPY:
0.62
T:
0.29
SAXPY:
3.75
T:
1.22
SAXPY:
€11.42B
T:
$125.65B
SAXPY:
€8.19B
T:
$105.41B
SAXPY:
€2.30B
T:
$54.70B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +0.95 | ||
| 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 |
Loading charts...
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.
Loading charts...
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% | -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 DrawdownCurrent decline from peak | -5.67% | -25.12% | +19.45% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -15.74% | +7.19% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| SAXPY | T | Difference | |
|---|---|---|---|
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.
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 0.08, 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.
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.
Open Portfolio Optimizer