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SID vs. NOK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SID vs. NOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Siderúrgica Nacional (SID) and Nokia Corporation (NOK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SID achieves a -34.37% return, which is significantly lower than NOK's 125.22% return. Over the past 10 years, SID has underperformed NOK with an annualized return of -2.25%, while NOK has yielded a comparatively higher 13.11% annualized return.


SID

1D
1.94%
1M
-22.22%
YTD
-34.37%
6M
-35.98%
1Y
-26.57%
3Y*
-23.59%
5Y*
-28.62%
10Y*
-2.25%

NOK

1D
6.97%
1M
-6.72%
YTD
125.22%
6M
122.81%
1Y
188.77%
3Y*
58.68%
5Y*
26.42%
10Y*
13.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SID vs. NOK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SID
Companhia Siderúrgica Nacional
-34.37%11.11%-59.60%69.73%-29.68%-22.18%72.67%68.56%-10.61%-24.15%
NOK
Nokia Corporation
125.22%50.85%34.33%-23.97%-24.44%59.08%5.39%-34.91%30.04%-0.22%

Correlation

The correlation between SID and NOK is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.24

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

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 14, 1997

0.31

The correlation between SID and NOK shifts across timeframes, from 0.20 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SID:

$1.39B

NOK:

$82.58B

EPS

SID:

-R$1.51

NOK:

€0.14

PS Ratio

SID:

0.16

NOK:

3.49

PB Ratio

SID:

0.56

NOK:

3.40

Total Revenue (TTM)

SID:

R$44.47B

NOK:

€20.00B

Gross Profit (TTM)

SID:

R$12.14B

NOK:

€8.82B

EBITDA (TTM)

SID:

R$7.32B

NOK:

€2.24B

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Return for Risk

SID vs. NOK — Risk / Return Rank

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

SID
SID Risk / Return Rank: 2222
Overall Rank
SID Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SID Sortino Ratio Rank: 2323
Sortino Ratio Rank
SID Omega Ratio Rank: 2424
Omega Ratio Rank
SID Calmar Ratio Rank: 2424
Calmar Ratio Rank
SID Martin Ratio Rank: 1717
Martin Ratio Rank

NOK
NOK Risk / Return Rank: 9595
Overall Rank
NOK Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NOK Sortino Ratio Rank: 9595
Sortino Ratio Rank
NOK Omega Ratio Rank: 9595
Omega Ratio Rank
NOK Calmar Ratio Rank: 9696
Calmar Ratio Rank
NOK Martin Ratio Rank: 9494
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.

SID vs. NOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Siderúrgica Nacional (SID) and Nokia Corporation (NOK). 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.


SIDNOKDifference
Sharpe ratioReturn per unit of total volatility

-3.98

Sortino ratioReturn per unit of downside risk

-4.33

Omega ratioGain probability vs. loss probability

0.96

1.54

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.52

7.77

-8.29

Martin ratioReturn relative to average drawdown

-1.13

15.79

-16.92

SID vs. NOK - Sharpe Ratio Comparison

The current SID Sharpe Ratio is -0.47, which is lower than the NOK Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of SID and NOK, 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

SID vs. NOK - Drawdown Comparison

The maximum SID drawdown since its inception was -95.79%, roughly equal to the maximum NOK drawdown of -95.99%. Use the drawdown chart below to compare losses from any high point for SID and NOK.


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Drawdown Indicators


SIDNOKDifference

Max Drawdown

Largest peak-to-trough decline

-95.79%

-95.99%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-51.42%

-24.45%

-26.97%

Max Drawdown (3Y)

Largest decline over 3 years

-71.61%

-29.74%

-41.87%

Max Drawdown (5Y)

Largest decline over 5 years

-83.38%

-50.56%

-32.82%

Max Drawdown (10Y)

Largest decline over 10 years

-84.09%

-62.56%

-21.53%

Current Drawdown

Current decline from peak

-89.95%

-51.34%

-38.61%

Average Drawdown

Average peak-to-trough decline

-51.73%

-64.84%

+13.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.61%

12.01%

+11.60%

Volatility

SID vs. NOK - Volatility Comparison

The current volatility for Companhia Siderúrgica Nacional (SID) is 20.92%, while Nokia Corporation (NOK) has a volatility of 26.13%. This indicates that SID experiences smaller price fluctuations and is considered to be less risky than NOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIDNOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.92%

26.13%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

47.23%

42.28%

+4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

57.31%

54.23%

+3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.66%

37.37%

+16.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.22%

40.65%

+18.57%

Dividends

SID vs. NOK - Dividend Comparison

SID has not paid dividends to shareholders, while NOK's dividend yield for the trailing twelve months is around 1.14%.


PositionTTM20252024202320222021202020192018201720162015
NOK
Nokia Corporation
1.14%2.45%3.17%3.51%1.32%0.00%0.00%3.01%4.06%4.07%6.02%2.22%
SID
Companhia Siderúrgica Nacional
0.00%0.00%15.93%12.83%14.31%8.41%0.03%6.89%0.00%0.00%0.00%14.30%

Financials

SID vs. NOK - Financials Comparison

This section allows you to compare key financial metrics between Companhia Siderúrgica Nacional and Nokia Corporation. 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


4.00B6.00B8.00B10.00B12.00B14.00B16.00B20222023202420252026
10.41B
4.50B
(SID) Total Revenue
(NOK) Total Revenue
Please note, different currencies. SID values in BRL, NOK values in EUR

SID vs. NOK - Profitability Comparison

The chart below illustrates the profitability comparison between Companhia Siderúrgica Nacional and Nokia Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%50.0%55.0%20222023202420252026
23.1%
44.2%
Portfolio components
SID - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Companhia Siderúrgica Nacional reported a gross profit of 2.41B and revenue of 10.41B. Therefore, the gross margin over that period was 23.1%.

NOK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nokia Corporation reported a gross profit of 1.99B and revenue of 4.50B. Therefore, the gross margin over that period was 44.2%.

SID - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Companhia Siderúrgica Nacional reported an operating income of 803.82M and revenue of 10.41B, resulting in an operating margin of 7.7%.

NOK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nokia Corporation reported an operating income of 63.00M and revenue of 4.50B, resulting in an operating margin of 1.4%.

SID - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Companhia Siderúrgica Nacional reported a net income of -604.01M and revenue of 10.41B, resulting in a net margin of -5.8%.

NOK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nokia Corporation reported a net income of 86.00M and revenue of 4.50B, resulting in a net margin of 1.9%.


Frequently Asked Questions


SID and NOK have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOK has higher volatility (26.13%) compared to SID (20.92%). In terms of maximum drawdown, SID dropped -95.79% vs NOK's -95.99%.

NOK currently has the higher Sharpe Ratio (3.51 vs -0.47), 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 SID and NOK

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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