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Siemens AG Class N (0P6M.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINDE0007236101
SectorIndustrials
IndustrySpecialty Industrial Machinery

Highlights

Market Cap€82.69B
EPS (TTM)€6.39
PE Ratio0.16
Year Range€114.12 - €189.34

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: 0P6M.L vs. URTH, 0P6M.L vs. IFX.DE, 0P6M.L vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Siemens AG Class N, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%MayJuneJulyAugustSeptemberOctober
380.92%
259.40%
0P6M.L (Siemens AG Class N)
Benchmark (^GSPC)

Returns By Period

Siemens AG Class N had a return of 12.53% year-to-date (YTD) and 46.58% in the last 12 months. Over the past 10 years, Siemens AG Class N had an annualized return of 12.78%, outperforming the S&P 500 benchmark which had an annualized return of 11.71%.


PeriodReturnBenchmark
Year-To-Date12.53%22.95%
1 month11.76%4.39%
6 months7.36%18.07%
1 year46.58%37.09%
5 years (annualized)19.05%14.48%
10 years (annualized)12.78%11.71%

Monthly Returns

The table below presents the monthly returns of 0P6M.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.68%10.12%-2.91%-0.07%-0.82%-0.68%-2.59%0.36%6.45%12.53%
202310.63%3.90%3.12%-1.60%4.82%-0.83%1.50%-10.17%-1.55%-9.06%23.44%9.98%34.36%
2022-8.32%-8.09%0.43%-5.98%4.21%-19.93%9.46%-5.24%-2.27%11.19%19.44%-2.34%-12.72%
20218.87%3.59%9.06%-1.42%-2.97%-0.80%-1.13%7.75%-0.31%-1.13%1.33%7.42%33.38%
2020-4.20%-13.48%-16.88%14.63%10.96%6.32%4.65%7.83%1.23%-6.53%11.07%4.93%15.93%
20192.29%0.32%-0.22%11.28%-4.97%3.12%-5.36%-8.12%8.03%5.55%12.94%-0.50%24.41%
20185.08%-8.46%-4.54%2.05%5.55%1.54%6.66%-7.27%-1.46%-7.81%0.67%-4.90%-13.62%
20170.57%8.33%4.24%3.17%-3.77%-4.77%2.80%-11.67%7.96%3.27%-6.29%1.26%3.15%
20160.12%-1.32%8.92%-1.60%5.86%-5.54%5.98%10.96%-3.72%-0.60%3.67%8.58%34.12%
20152.56%7.33%0.97%-3.25%-1.77%-5.67%7.53%-8.68%-9.29%13.73%6.92%-7.85%-0.56%
2014-3.38%2.96%1.29%-2.52%2.73%-0.88%-3.77%1.64%-0.23%-4.79%5.84%-1.48%-3.08%
20130.85%-2.18%6.03%-5.73%3.41%-5.02%8.63%-1.77%10.47%5.60%3.66%2.44%28.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 0P6M.L is 86, placing it in the top 14% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 0P6M.L is 8686
Combined Rank
The Sharpe Ratio Rank of 0P6M.L is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of 0P6M.L is 8383Sortino Ratio Rank
The Omega Ratio Rank of 0P6M.L is 8686Omega Ratio Rank
The Calmar Ratio Rank of 0P6M.L is 8888Calmar Ratio Rank
The Martin Ratio Rank of 0P6M.L is 8181Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Siemens AG Class N (0P6M.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0P6M.L
Sharpe ratio
The chart of Sharpe ratio for 0P6M.L, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.12
Sortino ratio
The chart of Sortino ratio for 0P6M.L, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.006.002.62
Omega ratio
The chart of Omega ratio for 0P6M.L, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for 0P6M.L, currently valued at 1.85, compared to the broader market0.002.004.006.001.85
Martin ratio
The chart of Martin ratio for 0P6M.L, currently valued at 7.21, compared to the broader market-10.000.0010.0020.0030.007.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.002.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.84, compared to the broader market-4.00-2.000.002.004.006.003.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.54, compared to the broader market0.002.004.006.002.54
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.73, compared to the broader market-10.000.0010.0020.0030.0018.73

Sharpe Ratio

The current Siemens AG Class N Sharpe ratio is 2.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Siemens AG Class N with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.12
2.58
0P6M.L (Siemens AG Class N)
Benchmark (^GSPC)

Dividends

Dividend History

Siemens AG Class N granted a 2.54% dividend yield in the last twelve months. The annual payout for that period amounted to €4.70 per share.


€0.00€1.00€2.00€3.00€4.0020232022202120202019201820172016201520142013
PeriodTTM20232022202120202019201820172016201520142013
Dividend€4.70€4.25€4.00€3.50€3.52€3.43€3.34€3.25€3.16€2.97€2.70€2.62

Dividend yield

2.54%2.51%3.09%2.29%2.99%3.26%3.80%3.10%3.01%3.66%3.20%2.91%

Monthly Dividends

The table displays the monthly dividend distributions for Siemens AG Class N. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€4.70€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€4.70
2023€0.00€4.25€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€4.25
2022€0.00€4.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€4.00
2021€0.00€3.50€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.50
2020€0.00€3.52€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.52
2019€3.43€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.43
2018€0.00€3.34€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.34
2017€0.00€3.25€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.25
2016€3.16€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.16
2015€2.97€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€2.97
2014€2.70€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€2.70
2013€2.62€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€2.62

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.5%
Siemens AG Class N has a dividend yield of 2.54%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%46.4%
Siemens AG Class N has a payout ratio of 46.35%, which is quite average when compared to the overall market. This suggests that Siemens AG Class N strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.68%
0
0P6M.L (Siemens AG Class N)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Siemens AG Class N. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Siemens AG Class N was 67.82%, occurring on Oct 28, 2008. Recovery took 1225 trading sessions.

The current Siemens AG Class N drawdown is 1.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.82%Jul 16, 2007299Oct 28, 20081225Sep 19, 20131524
-61.7%Jun 12, 200189Oct 9, 2002463Feb 22, 2006552
-49.04%Apr 27, 2017727Mar 18, 2020109Aug 26, 2020836
-38.94%Jan 6, 2022124Jul 5, 2022171Mar 8, 2023295
-26.93%Jun 16, 202394Oct 26, 202335Dec 14, 2023129

Volatility

Volatility Chart

The current Siemens AG Class N volatility is 6.70%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
6.70%
2.77%
0P6M.L (Siemens AG Class N)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Siemens AG Class N over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Siemens AG Class N.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items