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SRG.MI vs. PST.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SRG.MI vs. PST.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Snam SpA (SRG.MI) and Poste Italiane SpA (PST.MI). The values are adjusted to include any dividend payments, if applicable.

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SRG.MI vs. PST.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRG.MI
Snam SpA
17.80%40.52%-2.02%8.75%-10.01%21.35%3.29%29.10%-0.82%9.54%
PST.MI
Poste Italiane SpA
-2.42%67.45%42.28%20.54%-15.34%44.88%-12.97%54.07%17.78%5.90%

Returns By Period

In the year-to-date period, SRG.MI achieves a 17.80% return, which is significantly higher than PST.MI's -2.42% return. Over the past 10 years, SRG.MI has underperformed PST.MI with an annualized return of 10.06%, while PST.MI has yielded a comparatively higher 19.24% annualized return.


SRG.MI

1D
-0.43%
1M
-1.78%
YTD
17.80%
6M
31.21%
1Y
43.06%
3Y*
16.88%
5Y*
12.77%
10Y*
10.06%

PST.MI

1D
4.07%
1M
-7.38%
YTD
-2.42%
6M
6.26%
1Y
33.91%
3Y*
39.54%
5Y*
21.25%
10Y*
19.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SRG.MI vs. PST.MI — Risk / Return Rank

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

SRG.MI
SRG.MI Risk / Return Rank: 9494
Overall Rank
SRG.MI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SRG.MI Sortino Ratio Rank: 9494
Sortino Ratio Rank
SRG.MI Omega Ratio Rank: 9494
Omega Ratio Rank
SRG.MI Calmar Ratio Rank: 9292
Calmar Ratio Rank
SRG.MI Martin Ratio Rank: 9696
Martin Ratio Rank

PST.MI
PST.MI Risk / Return Rank: 8484
Overall Rank
PST.MI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PST.MI Sortino Ratio Rank: 8282
Sortino Ratio Rank
PST.MI Omega Ratio Rank: 8484
Omega Ratio Rank
PST.MI Calmar Ratio Rank: 7878
Calmar Ratio Rank
PST.MI Martin Ratio Rank: 8787
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.

SRG.MI vs. PST.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Snam SpA (SRG.MI) and Poste Italiane SpA (PST.MI). 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.


SRG.MIPST.MIDifference

Sharpe ratio

Return per unit of total volatility

2.69

1.80

+0.90

Sortino ratio

Return per unit of downside risk

3.42

2.27

+1.15

Omega ratio

Gain probability vs. loss probability

1.50

1.33

+0.16

Calmar ratio

Return relative to maximum drawdown

4.67

2.18

+2.49

Martin ratio

Return relative to average drawdown

18.14

8.95

+9.19

SRG.MI vs. PST.MI - Sharpe Ratio Comparison

The current SRG.MI Sharpe Ratio is 2.69, which is higher than the PST.MI Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SRG.MI and PST.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SRG.MIPST.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.80

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.99

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.76

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.70

-0.13

Correlation

The correlation between SRG.MI and PST.MI is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SRG.MI vs. PST.MI - Dividend Comparison

SRG.MI's dividend yield for the trailing twelve months is around 4.52%, less than PST.MI's 5.49% yield.


TTM20252024202320222021202020192018201720162015
SRG.MI
Snam SpA
4.52%5.14%6.59%5.91%5.79%4.71%5.16%4.83%5.64%5.15%6.39%6.29%
PST.MI
Poste Italiane SpA
5.49%5.35%6.56%6.59%6.74%4.41%5.66%5.88%6.01%6.22%5.39%0.00%

Drawdowns

SRG.MI vs. PST.MI - Drawdown Comparison

The maximum SRG.MI drawdown since its inception was -37.63%, smaller than the maximum PST.MI drawdown of -46.62%. Use the drawdown chart below to compare losses from any high point for SRG.MI and PST.MI.


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Drawdown Indicators


SRG.MIPST.MIDifference

Max Drawdown

Largest peak-to-trough decline

-37.63%

-46.62%

+8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-15.54%

+6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-25.68%

-35.75%

+10.07%

Max Drawdown (10Y)

Largest decline over 10 years

-37.63%

-46.62%

+8.99%

Current Drawdown

Current decline from peak

-1.78%

-10.50%

+8.72%

Average Drawdown

Average peak-to-trough decline

-6.81%

-9.57%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

3.79%

-1.42%

Volatility

SRG.MI vs. PST.MI - Volatility Comparison

The current volatility for Snam SpA (SRG.MI) is 5.51%, while Poste Italiane SpA (PST.MI) has a volatility of 9.69%. This indicates that SRG.MI experiences smaller price fluctuations and is considered to be less risky than PST.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRG.MIPST.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

9.69%

-4.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

14.16%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

18.87%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

21.31%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

25.13%

-3.70%

Financials

SRG.MI vs. PST.MI - Financials Comparison

This section allows you to compare key financial metrics between Snam SpA and Poste Italiane SpA. 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