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SPM.MI vs. ALREW.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPM.MI vs. ALREW.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Saipem SpA (SPM.MI) and Reworld Media Société Anonyme (ALREW.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPM.MI achieves a 84.43% return, which is significantly higher than ALREW.PA's 3.18% return. Over the past 10 years, SPM.MI has underperformed ALREW.PA with an annualized return of -5.72%, while ALREW.PA has yielded a comparatively higher 6.18% annualized return.


SPM.MI

1D
-0.46%
1M
-3.72%
YTD
84.43%
6M
89.67%
1Y
99.12%
3Y*
56.01%
5Y*
-3.08%
10Y*
-5.72%

ALREW.PA

1D
-4.14%
1M
-4.71%
YTD
3.18%
6M
8.72%
1Y
1.82%
3Y*
-27.77%
5Y*
-17.31%
10Y*
6.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPM.MI vs. ALREW.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPM.MI
Saipem SpA
84.43%4.55%70.68%30.38%-75.67%-16.27%-49.16%33.41%-14.21%-28.87%
ALREW.PA
Reworld Media Société Anonyme
3.18%-11.74%-49.44%-38.73%-22.22%135.65%15.27%83.95%-17.40%49.59%

Correlation

The correlation between SPM.MI and ALREW.PA is 0.03, 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

0.03

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

0.18

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

0.15

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

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2009

0.10

The correlation between SPM.MI and ALREW.PA shifts across timeframes, from 0.03 (1 year) to 0.18 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPM.MI vs. ALREW.PA — Risk / Return Rank

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

SPM.MI
SPM.MI Risk / Return Rank: 9393
Overall Rank
SPM.MI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SPM.MI Sortino Ratio Rank: 9393
Sortino Ratio Rank
SPM.MI Omega Ratio Rank: 9191
Omega Ratio Rank
SPM.MI Calmar Ratio Rank: 9494
Calmar Ratio Rank
SPM.MI Martin Ratio Rank: 9494
Martin Ratio Rank

ALREW.PA
ALREW.PA Risk / Return Rank: 4242
Overall Rank
ALREW.PA Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ALREW.PA Sortino Ratio Rank: 4242
Sortino Ratio Rank
ALREW.PA Omega Ratio Rank: 4040
Omega Ratio Rank
ALREW.PA Calmar Ratio Rank: 4242
Calmar Ratio Rank
ALREW.PA Martin Ratio Rank: 4141
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.

SPM.MI vs. ALREW.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saipem SpA (SPM.MI) and Reworld Media Société Anonyme (ALREW.PA). 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.


SPM.MIALREW.PADifference
Sharpe ratioReturn per unit of total volatility

+3.12

Sortino ratioReturn per unit of downside risk

+3.16

Omega ratioGain probability vs. loss probability

1.46

1.05

+0.41

Calmar ratioReturn relative to maximum drawdown

6.75

0.05

+6.70

Martin ratioReturn relative to average drawdown

17.06

0.08

+16.98

SPM.MI vs. ALREW.PA - Sharpe Ratio Comparison

The current SPM.MI Sharpe Ratio is 3.15, which is higher than the ALREW.PA Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SPM.MI and ALREW.PA, 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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Sharpe Ratios by Period


SPM.MIALREW.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

0.04

+3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.35

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.12

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

-0.06

+0.07

Drawdowns

SPM.MI vs. ALREW.PA - Drawdown Comparison

The maximum SPM.MI drawdown since its inception was -99.52%, roughly equal to the maximum ALREW.PA drawdown of -98.88%. Use the drawdown chart below to compare losses from any high point for SPM.MI and ALREW.PA.


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Drawdown Indicators


SPM.MIALREW.PADifference

Max Drawdown

Largest peak-to-trough decline

-99.52%

-98.88%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.69%

-35.32%

+20.63%

Max Drawdown (3Y)

Largest decline over 3 years

-41.10%

-73.58%

+32.48%

Max Drawdown (5Y)

Largest decline over 5 years

-89.70%

-84.38%

-5.32%

Max Drawdown (10Y)

Largest decline over 10 years

-95.90%

-84.38%

-11.52%

Current Drawdown

Current decline from peak

-96.02%

-78.98%

-17.04%

Average Drawdown

Average peak-to-trough decline

-44.37%

-55.35%

+10.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.81%

22.07%

-16.26%

Volatility

SPM.MI vs. ALREW.PA - Volatility Comparison

Saipem SpA (SPM.MI) has a higher volatility of 11.07% compared to Reworld Media Société Anonyme (ALREW.PA) at 8.76%. This indicates that SPM.MI's price experiences larger fluctuations and is considered to be riskier than ALREW.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPM.MIALREW.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

8.76%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

24.81%

36.82%

-12.01%

Volatility (1Y)

Calculated over the trailing 1-year period

31.45%

49.29%

-17.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.87%

48.15%

+21.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.82%

51.51%

+6.31%

Dividends

SPM.MI vs. ALREW.PA - Dividend Comparison

SPM.MI's dividend yield for the trailing twelve months is around 3.95%, more than ALREW.PA's 1.23% yield.


PositionTTM202520242023202220212020
ALREW.PA
Reworld Media Société Anonyme
1.23%1.27%0.00%0.00%0.00%0.00%0.00%
SPM.MI
Saipem SpA
3.95%7.01%0.00%0.00%0.00%0.00%0.46%

Financials

SPM.MI vs. ALREW.PA - Financials Comparison

This section allows you to compare key financial metrics between Saipem SpA and Reworld Media Société Anonyme. 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


Values in EUR except per share items

Frequently Asked Questions


SPM.MI and ALREW.PA have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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