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

Performance

SPM.MI vs. NRDBY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Saipem SpA (SPM.MI) and Nordea Bank Abp ADR (NRDBY). 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 NRDBY is traded in USD. To make them comparable, the NRDBY 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 65.98% return, which is significantly higher than NRDBY's 1.38% return.


SPM.MI

1D
3.50%
1M
20.15%
YTD
65.98%
6M
60.68%
1Y
124.89%
3Y*
44.50%
5Y*
-5.84%
10Y*
-6.14%

NRDBY

1D
0.07%
1M
1.44%
YTD
1.38%
6M
16.49%
1Y
43.17%
3Y*
24.99%
5Y*
23.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPM.MI vs. NRDBY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPM.MI
Saipem SpA
65.98%4.55%70.68%30.38%-75.67%-16.27%-49.16%33.41%-39.34%
NRDBY
Nordea Bank Abp ADR
1.38%64.73%1.94%20.74%1.20%73.56%9.03%8.81%-21.03%

Correlation

The correlation between SPM.MI and NRDBY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


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Saipem SpA

Nordea Bank Abp ADR

Return for Risk

SPM.MI vs. NRDBY — 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: 9595
Overall Rank
SPM.MI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SPM.MI Sortino Ratio Rank: 9393
Sortino Ratio Rank
SPM.MI Omega Ratio Rank: 9494
Omega Ratio Rank
SPM.MI Calmar Ratio Rank: 9595
Calmar Ratio Rank
SPM.MI Martin Ratio Rank: 9595
Martin Ratio Rank

NRDBY
NRDBY Risk / Return Rank: 8686
Overall Rank
NRDBY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NRDBY Sortino Ratio Rank: 8585
Sortino Ratio Rank
NRDBY Omega Ratio Rank: 8484
Omega Ratio Rank
NRDBY Calmar Ratio Rank: 8484
Calmar Ratio Rank
NRDBY Martin Ratio Rank: 8888
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. NRDBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saipem SpA (SPM.MI) and Nordea Bank Abp ADR (NRDBY). 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.MINRDBYDifference

Sharpe ratio

Return per unit of total volatility

3.14

1.58

+1.56

Sortino ratio

Return per unit of downside risk

3.36

2.14

+1.22

Omega ratio

Gain probability vs. loss probability

1.48

1.30

+0.19

Calmar ratio

Return relative to maximum drawdown

6.45

2.54

+3.91

Martin ratio

Return relative to average drawdown

17.87

10.14

+7.73

SPM.MI vs. NRDBY - Sharpe Ratio Comparison

The current SPM.MI Sharpe Ratio is 3.14, which is higher than the NRDBY Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of SPM.MI and NRDBY, 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.MINRDBYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

1.58

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.98

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.64

-0.64

Drawdowns

SPM.MI vs. NRDBY - Drawdown Comparison

The maximum SPM.MI drawdown since its inception was -99.52%, which is greater than NRDBY's maximum drawdown of -47.45%. Use the drawdown chart below to compare losses from any high point for SPM.MI and NRDBY.


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Drawdown Indicators


SPM.MINRDBYDifference

Max Drawdown

Largest peak-to-trough decline

-99.52%

-50.06%

-49.46%

Max Drawdown (1Y)

Largest decline over 1 year

-14.69%

-15.24%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-90.10%

-30.66%

-59.44%

Max Drawdown (10Y)

Largest decline over 10 years

-95.90%

Current Drawdown

Current decline from peak

-96.42%

-8.50%

-87.92%

Average Drawdown

Average peak-to-trough decline

-44.15%

-10.79%

-33.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

4.50%

+1.35%

Volatility

SPM.MI vs. NRDBY - Volatility Comparison

Saipem SpA (SPM.MI) has a higher volatility of 10.42% compared to Nordea Bank Abp ADR (NRDBY) at 8.86%. This indicates that SPM.MI's price experiences larger fluctuations and is considered to be riskier than NRDBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPM.MINRDBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.42%

8.86%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

22.00%

14.99%

+7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

33.35%

23.93%

+9.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.66%

23.57%

+46.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.03%

27.83%

+30.20%

Dividends

SPM.MI vs. NRDBY - Dividend Comparison

SPM.MI's dividend yield for the trailing twelve months is around 4.22%, less than NRDBY's 6.50% yield.


TTM2025202420232022202120202019
SPM.MI
Saipem SpA
4.22%7.01%0.00%0.00%0.00%0.00%0.46%0.00%
NRDBY
Nordea Bank Abp ADR
6.50%5.17%9.06%7.05%7.23%7.50%10.93%9.61%

Financials

SPM.MI vs. NRDBY - Financials Comparison

This section allows you to compare key financial metrics between Saipem SpA and Nordea Bank Abp ADR. 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, NRDBY values in USD