VK.PA vs. SAF.PA
Compare and contrast key facts about Vallourec (VK.PA) and Safran SA (SAF.PA).
Performance
VK.PA vs. SAF.PA - Performance Comparison
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VK.PA vs. SAF.PA - Yearly Performance Comparison
Returns By Period
In the year-to-date period, VK.PA achieves a 37.48% return, which is significantly higher than SAF.PA's -2.29% return. Over the past 10 years, VK.PA has underperformed SAF.PA with an annualized return of -6.61%, while SAF.PA has yielded a comparatively higher 18.47% annualized return.
VK.PA
- 1D
- -0.83%
- 1M
- 10.73%
- YTD
- 37.48%
- 6M
- 28.62%
- 1Y
- 35.90%
- 3Y*
- 26.78%
- 5Y*
- 18.87%
- 10Y*
- -6.61%
SAF.PA
- 1D
- 4.01%
- 1M
- -13.54%
- YTD
- -2.29%
- 6M
- -2.61%
- 1Y
- 19.90%
- 3Y*
- 29.97%
- 5Y*
- 20.37%
- 10Y*
- 18.47%
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Return for Risk
VK.PA vs. SAF.PA — Risk / Return Rank
VK.PA
SAF.PA
VK.PA vs. SAF.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vallourec (VK.PA) and Safran SA (SAF.PA). 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.
| VK.PA | SAF.PA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.69 | +0.57 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.09 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 4.44 | 1.65 | +2.79 |
Martin ratioReturn relative to average drawdown | 9.76 | 6.74 | +3.02 |
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
| VK.PA | SAF.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.69 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.74 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.56 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.39 | -0.37 |
Correlation
The correlation between VK.PA and SAF.PA is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VK.PA vs. SAF.PA - Dividend Comparison
VK.PA's dividend yield for the trailing twelve months is around 6.95%, more than SAF.PA's 1.00% yield.
Drawdowns
VK.PA vs. SAF.PA - Drawdown Comparison
The maximum VK.PA drawdown since its inception was -99.47%, which is greater than SAF.PA's maximum drawdown of -92.64%. Use the drawdown chart below to compare losses from any high point for VK.PA and SAF.PA.
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Drawdown Indicators
| VK.PA | SAF.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.47% | -92.64% | -6.83% |
Max Drawdown (1Y)Largest decline over 1 year | -16.51% | -20.97% | +4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -44.20% | -29.84% | -14.36% |
Max Drawdown (10Y)Largest decline over 10 years | -96.03% | -64.63% | -31.40% |
Current DrawdownCurrent decline from peak | -96.90% | -16.30% | -80.60% |
Average DrawdownAverage peak-to-trough decline | -51.64% | -36.15% | -15.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.91% | 5.14% | +0.77% |
Volatility
VK.PA vs. SAF.PA - Volatility Comparison
The current volatility for Vallourec (VK.PA) is 8.74%, while Safran SA (SAF.PA) has a volatility of 10.41%. This indicates that VK.PA experiences smaller price fluctuations and is considered to be less risky than SAF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VK.PA | SAF.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.74% | 10.41% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 19.11% | 19.56% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.19% | 28.69% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.82% | 27.16% | +16.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.86% | 32.57% | +22.29% |
Financials
VK.PA vs. SAF.PA - Financials Comparison
This section allows you to compare key financial metrics between Vallourec and Safran SA. 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