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0P6M.L vs. IFX.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


0P6M.LIFX.DE
YTD Return10.15%-17.67%
1Y Return50.66%14.07%
3Y Return (Ann)12.08%-7.68%
5Y Return (Ann)17.66%13.03%
10Y Return (Ann)11.97%16.05%
Sharpe Ratio2.160.25
Sortino Ratio2.710.64
Omega Ratio1.391.08
Calmar Ratio2.000.16
Martin Ratio7.180.64
Ulcer Index6.90%14.34%
Daily Std Dev22.89%37.58%
Max Drawdown-67.82%-99.57%
Current Drawdown-3.75%-54.48%

Fundamentals


0P6M.LIFX.DE
Market Cap€82.69B€39.94B
EPS€6.39€1.62
PE Ratio0.1619.01

Correlation

-0.50.00.51.00.4

The correlation between 0P6M.L and IFX.DE is 0.44, 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.

Performance

0P6M.L vs. IFX.DE - Performance Comparison

In the year-to-date period, 0P6M.L achieves a 10.15% return, which is significantly higher than IFX.DE's -17.67% return. Over the past 10 years, 0P6M.L has underperformed IFX.DE with an annualized return of 11.97%, while IFX.DE has yielded a comparatively higher 16.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
3.88%
-4.54%
0P6M.L
IFX.DE

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Risk-Adjusted Performance

0P6M.L vs. IFX.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens AG Class N (0P6M.L) and Infineon Technologies AG (IFX.DE). 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.


0P6M.L
Sharpe ratio
The chart of Sharpe ratio for 0P6M.L, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.90
Sortino ratio
The chart of Sortino ratio for 0P6M.L, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.006.002.49
Omega ratio
The chart of Omega ratio for 0P6M.L, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for 0P6M.L, currently valued at 1.93, compared to the broader market0.002.004.006.001.93
Martin ratio
The chart of Martin ratio for 0P6M.L, currently valued at 6.92, compared to the broader market-10.000.0010.0020.0030.006.92
IFX.DE
Sharpe ratio
The chart of Sharpe ratio for IFX.DE, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.000.20
Sortino ratio
The chart of Sortino ratio for IFX.DE, currently valued at 0.57, compared to the broader market-4.00-2.000.002.004.006.000.57
Omega ratio
The chart of Omega ratio for IFX.DE, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for IFX.DE, currently valued at 0.21, compared to the broader market0.002.004.006.000.21
Martin ratio
The chart of Martin ratio for IFX.DE, currently valued at 0.52, compared to the broader market-10.000.0010.0020.0030.000.52

0P6M.L vs. IFX.DE - Sharpe Ratio Comparison

The current 0P6M.L Sharpe Ratio is 2.16, which is higher than the IFX.DE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of 0P6M.L and IFX.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
1.90
0.20
0P6M.L
IFX.DE

Dividends

0P6M.L vs. IFX.DE - Dividend Comparison

0P6M.L's dividend yield for the trailing twelve months is around 2.59%, more than IFX.DE's 1.14% yield.


TTM20232022202120202019201820172016201520142013
0P6M.L
Siemens AG Class N
2.59%2.51%3.09%2.29%2.99%3.26%3.80%3.10%3.01%3.66%3.20%2.91%
IFX.DE
Infineon Technologies AG
1.14%0.85%0.95%0.54%0.86%1.33%1.44%0.96%1.21%1.33%1.36%1.55%

Drawdowns

0P6M.L vs. IFX.DE - Drawdown Comparison

The maximum 0P6M.L drawdown since its inception was -67.82%, smaller than the maximum IFX.DE drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for 0P6M.L and IFX.DE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-4.09%
-30.91%
0P6M.L
IFX.DE

Volatility

0P6M.L vs. IFX.DE - Volatility Comparison

The current volatility for Siemens AG Class N (0P6M.L) is 4.04%, while Infineon Technologies AG (IFX.DE) has a volatility of 7.77%. This indicates that 0P6M.L experiences smaller price fluctuations and is considered to be less risky than IFX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%MayJuneJulyAugustSeptemberOctober
4.04%
7.77%
0P6M.L
IFX.DE

Financials

0P6M.L vs. IFX.DE - Financials Comparison

This section allows you to compare key financial metrics between Siemens AG Class N and Infineon Technologies AG. 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