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TELNY vs. SAXPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TELNY vs. SAXPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telenor ASA ADR (TELNY) and Sampo OYJ (SAXPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TELNY achieves a 3.28% return, which is significantly higher than SAXPY's -11.86% return. Over the past 10 years, TELNY has underperformed SAXPY with an annualized return of 7.25%, while SAXPY has yielded a comparatively higher 10.96% annualized return.


TELNY

1D
0.48%
1M
-10.79%
YTD
3.28%
6M
4.57%
1Y
1.25%
3Y*
20.80%
5Y*
4.11%
10Y*
7.25%

SAXPY

1D
0.34%
1M
-3.71%
YTD
-11.86%
6M
-11.82%
1Y
1.10%
3Y*
11.95%
5Y*
9.48%
10Y*
10.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TELNY vs. SAXPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TELNY
Telenor ASA ADR
3.28%38.41%4.53%33.74%-35.05%-1.85%0.85%-2.97%-2.17%56.53%
SAXPY
Sampo OYJ
-11.86%55.00%-2.90%-2.91%14.62%21.41%7.48%7.21%-14.71%36.25%

Correlation

The correlation between TELNY and SAXPY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.36

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

0.40

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

0.39

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.39

Fundamentals

Market Cap

TELNY:

$20.03B

SAXPY:

$54.41B

EPS

TELNY:

NOK 10.35

SAXPY:

€0.72

PE Ratio

TELNY:

13.93

SAXPY:

25.17

PEG Ratio

TELNY:

11.04

SAXPY:

0.60

PS Ratio

TELNY:

2.51

SAXPY:

3.67

PB Ratio

TELNY:

2.60

SAXPY:

6.16

Total Revenue (TTM)

TELNY:

NOK 78.35B

SAXPY:

€11.42B

Gross Profit (TTM)

TELNY:

NOK 54.58B

SAXPY:

€8.19B

EBITDA (TTM)

TELNY:

NOK 43.17B

SAXPY:

€2.30B

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Return for Risk

TELNY vs. SAXPY — Risk / Return Rank

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

TELNY
TELNY Risk / Return Rank: 4242
Overall Rank
TELNY Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TELNY Sortino Ratio Rank: 3838
Sortino Ratio Rank
TELNY Omega Ratio Rank: 3838
Omega Ratio Rank
TELNY Calmar Ratio Rank: 4545
Calmar Ratio Rank
TELNY Martin Ratio Rank: 4545
Martin Ratio Rank

SAXPY
SAXPY Risk / Return Rank: 4242
Overall Rank
SAXPY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SAXPY Sortino Ratio Rank: 3737
Sortino Ratio Rank
SAXPY Omega Ratio Rank: 3737
Omega Ratio Rank
SAXPY Calmar Ratio Rank: 4646
Calmar Ratio Rank
SAXPY Martin Ratio Rank: 4545
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.

TELNY vs. SAXPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telenor ASA ADR (TELNY) and Sampo OYJ (SAXPY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TELNYSAXPYDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.03

1.03

+0.01

Calmar ratioReturn relative to maximum drawdown

0.06

0.08

-0.02

Martin ratioReturn relative to average drawdown

0.14

0.15

-0.02

TELNY vs. SAXPY - Sharpe Ratio Comparison

The current TELNY Sharpe Ratio is 0.05, which is comparable to the SAXPY Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of TELNY and SAXPY, 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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Drawdowns

TELNY vs. SAXPY - Drawdown Comparison

The maximum TELNY drawdown since its inception was -81.49%, which is greater than SAXPY's maximum drawdown of -52.24%. Use the drawdown chart below to compare losses from any high point for TELNY and SAXPY.


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Drawdown Indicators


TELNYSAXPYDifference

Max Drawdown

Largest peak-to-trough decline

-81.49%

-52.24%

-29.25%

Max Drawdown (1Y)

Largest decline over 1 year

-20.00%

-14.14%

-5.86%

Max Drawdown (3Y)

Largest decline over 3 years

-20.00%

-15.58%

-4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

-24.90%

-21.47%

Max Drawdown (10Y)

Largest decline over 10 years

-50.97%

-52.24%

+1.27%

Current Drawdown

Current decline from peak

-19.61%

-12.02%

-7.59%

Average Drawdown

Average peak-to-trough decline

-23.11%

-8.55%

-14.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.22%

7.17%

+2.05%

Volatility

TELNY vs. SAXPY - Volatility Comparison

Telenor ASA ADR (TELNY) has a higher volatility of 5.97% compared to Sampo OYJ (SAXPY) at 4.47%. This indicates that TELNY's price experiences larger fluctuations and is considered to be riskier than SAXPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TELNYSAXPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

4.47%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

13.96%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

17.62%

+6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

20.27%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.80%

24.18%

+0.62%

Dividends

TELNY vs. SAXPY - Dividend Comparison

TELNY's dividend yield for the trailing twelve months is around 6.44%, more than SAXPY's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
SAXPY
Sampo OYJ
4.07%3.10%4.77%14.96%8.53%4.07%6.34%8.80%7.18%9.25%10.54%4.27%
TELNY
Telenor ASA ADR
6.44%5.85%8.06%7.72%10.95%6.79%5.53%5.39%7.99%7.00%9.13%5.40%

Financials

TELNY vs. SAXPY - Financials Comparison

This section allows you to compare key financial metrics between Telenor ASA ADR and Sampo OYJ. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B20222023202420252026
18.20B
2.50B
(TELNY) Total Revenue
(SAXPY) Total Revenue
Please note, different currencies. TELNY values in NOK, SAXPY values in EUR

TELNY vs. SAXPY - Profitability Comparison

The chart below illustrates the profitability comparison between Telenor ASA ADR and Sampo OYJ over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
78.0%
100.0%
Portfolio components
TELNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Telenor ASA ADR reported a gross profit of 14.20B and revenue of 18.20B. Therefore, the gross margin over that period was 78.0%.

SAXPY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sampo OYJ reported a gross profit of 2.50B and revenue of 2.50B. Therefore, the gross margin over that period was 100.0%.

TELNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Telenor ASA ADR reported an operating income of 4.12B and revenue of 18.20B, resulting in an operating margin of 22.6%.

SAXPY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sampo OYJ reported an operating income of 28.46M and revenue of 2.50B, resulting in an operating margin of 1.1%.

TELNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Telenor ASA ADR reported a net income of 8.21B and revenue of 18.20B, resulting in a net margin of 45.1%.

SAXPY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sampo OYJ reported a net income of -46.76M and revenue of 2.50B, resulting in a net margin of -1.9%.


Frequently Asked Questions


TELNY and SAXPY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TELNY has higher volatility (5.97%) compared to SAXPY (4.47%). In terms of maximum drawdown, TELNY dropped -81.49% vs SAXPY's -52.24%.

SAXPY currently has the higher Sharpe Ratio (0.06 vs 0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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