SPM.MI vs. KHC
SPM.MI (Saipem SpA) and KHC (The Kraft Heinz Company) are both stocks. SPM.MI operates in Oil & Gas Equipment & Services (Energy), while KHC operates in Packaged Foods (Consumer Defensive). Over the past 10 years, SPM.MI returned -5.93%/yr vs -8.55%/yr for KHC. At a 0.05 correlation, their price movements are largely independent.
Performance
SPM.MI vs. KHC - Performance Comparison
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Different Trading Currencies
SPM.MI is traded in EUR, while KHC is traded in USD. To make them comparable, the KHC 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 KHC's -1.72% return. Over the past 10 years, SPM.MI has outperformed KHC with an annualized return of -5.93%, while KHC has yielded a comparatively lower -8.55% 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%
KHC
- 1D
- 0.00%
- 1M
- -1.85%
- YTD
- -1.72%
- 6M
- -3.66%
- 1Y
- -10.85%
- 3Y*
- -12.38%
- 5Y*
- -6.61%
- 10Y*
- -8.55%
SPM.MI vs. KHC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPM.MI Saipem SpA | 85.28% | 4.55% | 70.68% | 30.38% | -75.67% | -16.27% | -49.16% | 33.41% | -14.21% | -28.87% |
KHC The Kraft Heinz Company | -1.72% | -26.24% | -7.21% | -7.89% | 25.50% | 16.06% | 4.40% | -19.42% | -39.54% | -19.63% |
Correlation
The correlation between SPM.MI and KHC is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.05 |
The correlation between SPM.MI and KHC shifts across timeframes, from -0.07 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPM.MI vs. KHC — Risk / Return Rank
SPM.MI
KHC
SPM.MI vs. KHC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saipem SpA (SPM.MI) and The Kraft Heinz Company (KHC). 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.MI | KHC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.48 | ||
| Sortino ratioReturn per unit of downside risk | +4.01 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.95 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 6.51 | -0.47 | +6.97 |
| Martin ratioReturn relative to average drawdown | 16.42 | -0.81 | +17.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPM.MI | KHC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.05 | -0.44 | +3.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | -0.29 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | -0.31 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | -0.23 | +0.23 |
Drawdowns
SPM.MI vs. KHC - Drawdown Comparison
The maximum SPM.MI drawdown since its inception was -99.52%, which is greater than KHC's maximum drawdown of -77.25%. Use the drawdown chart below to compare losses from any high point for SPM.MI and KHC.
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Drawdown Indicators
| SPM.MI | KHC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.52% | -77.25% | -22.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.69% | -23.41% | +8.72% |
Max Drawdown (3Y)Largest decline over 3 years | -41.10% | -43.66% | +2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -89.70% | -47.72% | -41.98% |
Max Drawdown (10Y)Largest decline over 10 years | -95.90% | -77.25% | -18.65% |
Current DrawdownCurrent decline from peak | -96.01% | -66.39% | -29.62% |
Average DrawdownAverage peak-to-trough decline | -44.38% | -44.94% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.82% | 13.47% | -7.65% |
Volatility
SPM.MI vs. KHC - Volatility Comparison
Saipem SpA (SPM.MI) has a higher volatility of 11.02% compared to The Kraft Heinz Company (KHC) at 6.99%. This indicates that SPM.MI's price experiences larger fluctuations and is considered to be riskier than KHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPM.MI | KHC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 6.99% | +4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 24.81% | 18.42% | +6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.45% | 24.89% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.86% | 22.94% | +46.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.80% | 27.61% | +30.19% |
Dividends
SPM.MI vs. KHC - Dividend Comparison
SPM.MI's dividend yield for the trailing twelve months is around 3.93%, less than KHC's 6.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | 6.85% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
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. KHC - Financials Comparison
This section allows you to compare key financial metrics between Saipem SpA and The Kraft Heinz 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SPM.MI and KHC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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