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

Performance

SPM.MI vs. COP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Saipem SpA (SPM.MI) and ConocoPhillips Company (COP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPM.MI is traded in EUR, while COP is traded in USD. To make them comparable, the COP values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPM.MI achieves a 85.28% return, which is significantly higher than COP's 29.54% return. Over the past 10 years, SPM.MI has underperformed COP with an annualized return of -5.93%, while COP has yielded a comparatively higher 13.36% annualized return.


SPM.MI

1D
0.46%
1M
4.39%
YTD
85.28%
6M
84.14%
1Y
93.67%
3Y*
56.73%
5Y*
-2.99%
10Y*
-5.93%

COP

1D
0.00%
1M
6.02%
YTD
29.54%
6M
29.34%
1Y
37.22%
3Y*
5.12%
5Y*
19.96%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPM.MI vs. COP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPM.MI
Saipem SpA
85.28%4.55%70.68%30.38%-75.67%-16.27%-49.16%33.41%-14.21%-28.87%
COP
ConocoPhillips Company
29.54%-13.93%-6.22%-1.07%82.33%100.56%-41.31%9.04%21.06%-1.81%

Correlation

The correlation between SPM.MI and COP is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.25

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

0.28

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

0.35

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

0.33

The correlation between SPM.MI and COP shifts across timeframes, from 0.22 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPM.MI vs. COP — 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: 9292
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: 9393
Martin Ratio Rank

COP
COP Risk / Return Rank: 7878
Overall Rank
COP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
COP Sortino Ratio Rank: 7575
Sortino Ratio Rank
COP Omega Ratio Rank: 7272
Omega Ratio Rank
COP Calmar Ratio Rank: 8282
Calmar Ratio Rank
COP Martin Ratio Rank: 8080
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. COP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saipem SpA (SPM.MI) and ConocoPhillips Company (COP). 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.MICOPDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.45

1.21

+0.25

Calmar ratioReturn relative to maximum drawdown

6.51

2.21

+4.29

Martin ratioReturn relative to average drawdown

16.42

5.23

+11.19

SPM.MI vs. COP - Sharpe Ratio Comparison

The current SPM.MI Sharpe Ratio is 3.05, which is higher than the COP Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SPM.MI and COP, 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.MICOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

1.22

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.60

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.35

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.23

-0.23

Drawdowns

SPM.MI vs. COP - Drawdown Comparison

The maximum SPM.MI drawdown since its inception was -99.52%, which is greater than COP's maximum drawdown of -68.91%. Use the drawdown chart below to compare losses from any high point for SPM.MI and COP.


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Drawdown Indicators


SPM.MICOPDifference

Max Drawdown

Largest peak-to-trough decline

-99.52%

-68.91%

-30.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.69%

-16.89%

+2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-41.10%

-38.11%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-89.70%

-41.06%

-48.64%

Max Drawdown (10Y)

Largest decline over 10 years

-95.90%

-68.91%

-26.99%

Current Drawdown

Current decline from peak

-96.01%

-16.08%

-79.93%

Average Drawdown

Average peak-to-trough decline

-44.38%

-20.85%

-23.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

7.13%

-1.31%

Volatility

SPM.MI vs. COP - Volatility Comparison

Saipem SpA (SPM.MI) has a higher volatility of 11.02% compared to ConocoPhillips Company (COP) at 7.93%. This indicates that SPM.MI's price experiences larger fluctuations and is considered to be riskier than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPM.MICOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.02%

7.93%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

24.81%

23.96%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

31.45%

30.74%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.86%

33.28%

+36.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.80%

38.30%

+19.50%

Dividends

SPM.MI vs. COP - Dividend Comparison

SPM.MI's dividend yield for the trailing twelve months is around 3.93%, more than COP's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
COP
ConocoPhillips Company
2.78%3.40%3.35%3.37%4.23%2.70%4.23%2.05%1.86%1.93%1.99%6.30%
SPM.MI
Saipem SpA
3.93%7.01%0.00%0.00%0.00%0.00%0.46%0.00%0.00%0.00%0.00%0.00%

Financials

SPM.MI vs. COP - Financials Comparison

This section allows you to compare key financial metrics between Saipem SpA and ConocoPhillips Company. 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


Please note, different currencies. SPM.MI values in EUR, COP values in USD

Frequently Asked Questions


SPM.MI and COP have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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