1ALV.MI vs. ENR.DE
1ALV.MI (Allianz SE) and ENR.DE (Siemens Energy AG) are both stocks. 1ALV.MI operates in Insurance - Diversified (Financial Services), while ENR.DE operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, 1ALV.MI returned 16.64%/yr vs 43.14%/yr for ENR.DE. At a 0.31 correlation, their price movements are largely independent.
Performance
1ALV.MI vs. ENR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 1ALV.MI achieves a -1.29% return, which is significantly lower than ENR.DE's 30.29% return.
1ALV.MI
- 1D
- 0.16%
- 1M
- -1.18%
- YTD
- -1.29%
- 6M
- 1.72%
- 1Y
- 13.34%
- 3Y*
- 26.48%
- 5Y*
- 16.64%
- 10Y*
- 15.35%
ENR.DE
- 1D
- 1.71%
- 1M
- -7.87%
- YTD
- 30.29%
- 6M
- 31.21%
- 1Y
- 84.94%
- 3Y*
- 89.61%
- 5Y*
- 43.14%
- 10Y*
- —
1ALV.MI vs. ENR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
1ALV.MI Allianz SE | -1.29% | 41.28% | 27.38% | 24.91% | 3.79% | 7.10% | 23.84% |
ENR.DE Siemens Energy AG | 30.29% | 138.98% | 319.83% | -31.74% | -21.43% | -25.03% | 36.30% |
Correlation
The correlation between 1ALV.MI and ENR.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.31 |
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Return for Risk
1ALV.MI vs. ENR.DE — Risk / Return Rank
1ALV.MI
ENR.DE
1ALV.MI vs. ENR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE (1ALV.MI) and Siemens Energy AG (ENR.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.
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.
| 1ALV.MI | ENR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.28 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 3.24 | -2.41 |
| Martin ratioReturn relative to average drawdown | 2.07 | 11.40 | -9.33 |
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Drawdowns
1ALV.MI vs. ENR.DE - Drawdown Comparison
The maximum 1ALV.MI drawdown since its inception was -72.36%, smaller than the maximum ENR.DE drawdown of -79.51%. Use the drawdown chart below to compare losses from any high point for 1ALV.MI and ENR.DE.
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Drawdown Indicators
| 1ALV.MI | ENR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.36% | -79.51% | +7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -26.08% | +14.27% |
Max Drawdown (3Y)Largest decline over 3 years | -12.25% | -70.62% | +58.37% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -74.46% | +46.88% |
Max Drawdown (10Y)Largest decline over 10 years | -48.02% | — | — |
Current DrawdownCurrent decline from peak | -5.35% | -16.75% | +11.40% |
Average DrawdownAverage peak-to-trough decline | -16.89% | -28.40% | +11.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 7.43% | -2.70% |
Volatility
1ALV.MI vs. ENR.DE - Volatility Comparison
The current volatility for Allianz SE (1ALV.MI) is 5.86%, while Siemens Energy AG (ENR.DE) has a volatility of 14.87%. This indicates that 1ALV.MI experiences smaller price fluctuations and is considered to be less risky than ENR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 1ALV.MI | ENR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 14.87% | -9.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 36.31% | -21.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 48.93% | -28.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.12% | 52.07% | -30.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.23% | 50.46% | -27.23% |
Dividends
1ALV.MI vs. ENR.DE - Dividend Comparison
1ALV.MI's dividend yield for the trailing twelve months is around 4.62%, more than ENR.DE's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1ALV.MI Allianz SE | 4.62% | 3.93% | 4.77% | 4.76% | 5.35% | 4.69% | 4.80% | 4.11% | 4.51% | 3.96% | 4.68% | 4.18% |
ENR.DE Siemens Energy AG | 0.45% | 0.00% | 0.00% | 0.00% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
1ALV.MI vs. ENR.DE - Financials Comparison
This section allows you to compare key financial metrics between Allianz SE and Siemens Energy 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
1ALV.MI and ENR.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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