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0P6M.L vs. VIGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0P6M.L vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Siemens AG Class N (0P6M.L) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0P6M.L is traded in EUR, while VIGIX is traded in USD. To make them comparable, the VIGIX values have been converted to EUR using the latest available exchange rates.

Returns By Period


0P6M.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VIGIX

1D
0.13%
1M
4.89%
YTD
11.01%
6M
8.72%
1Y
26.73%
3Y*
22.74%
5Y*
16.23%
10Y*
17.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

0P6M.L vs. VIGIX — Risk / Return Rank

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

0P6M.L

VIGIX
VIGIX Risk / Return Rank: 3232
Overall Rank
VIGIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 3636
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 2626
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.

0P6M.L vs. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens AG Class N (0P6M.L) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

0P6M.L vs. VIGIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


0P6M.LVIGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

Drawdowns

0P6M.L vs. VIGIX - Drawdown Comparison


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Drawdown Indicators


0P6M.LVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.38%

Max Drawdown (1Y)

Largest decline over 1 year

-15.71%

Max Drawdown (3Y)

Largest decline over 3 years

-27.51%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

Max Drawdown (10Y)

Largest decline over 10 years

-31.81%

Current Drawdown

Current decline from peak

-1.07%

Average Drawdown

Average peak-to-trough decline

-7.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

Volatility

0P6M.L vs. VIGIX - Volatility Comparison


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Volatility by Period


0P6M.LVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.88%

Dividends

0P6M.L vs. VIGIX - Dividend Comparison

0P6M.L has not paid dividends to shareholders, while VIGIX's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM20252024202320222021202020192018201720162015
0P6M.L
Siemens AG Class N
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.37%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%
Portfolio Optimizer

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