1SIE.MI vs. 1DTE.MI
1SIE.MI (Siemens Aktiengesellschaft) and 1DTE.MI (Deutsche Telekom AG) are both stocks. 1SIE.MI operates in Specialty Industrial Machinery (Industrials), while 1DTE.MI operates in Telecom Services (Communication Services). Over the past 10 years, 1SIE.MI returned 15.40%/yr vs 11.01%/yr for 1DTE.MI. At a 0.37 correlation, their price movements are largely independent.
Performance
1SIE.MI vs. 1DTE.MI - Performance Comparison
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Returns By Period
In the year-to-date period, 1SIE.MI achieves a 15.21% return, which is significantly higher than 1DTE.MI's 1.85% return. Over the past 10 years, 1SIE.MI has outperformed 1DTE.MI with an annualized return of 15.40%, while 1DTE.MI has yielded a comparatively lower 11.01% annualized return.
1SIE.MI
- 1D
- -1.74%
- 1M
- 4.17%
- YTD
- 15.21%
- 6M
- 19.88%
- 1Y
- 27.10%
- 3Y*
- 22.67%
- 5Y*
- 17.77%
- 10Y*
- 15.40%
1DTE.MI
- 1D
- -0.50%
- 1M
- 1.98%
- YTD
- 1.85%
- 6M
- 4.82%
- 1Y
- -16.48%
- 3Y*
- 16.24%
- 5Y*
- 13.62%
- 10Y*
- 11.01%
1SIE.MI vs. 1DTE.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
1SIE.MI Siemens Aktiengesellschaft | 15.21% | 30.22% | 17.61% | 30.75% | -11.96% | 31.76% | 16.34% | 23.46% | -14.76% | 5.88% |
1DTE.MI Deutsche Telekom AG | 1.85% | 0.58% | 38.78% | 23.57% | 14.40% | 8.00% | 21.73% | 4.68% | 4.31% | -5.94% |
Correlation
The correlation between 1SIE.MI and 1DTE.MI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2006 | 0.37 |
Over the past year, the correlation between 1SIE.MI and 1DTE.MI has dropped to 0.13 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
1SIE.MI vs. 1DTE.MI — Risk / Return Rank
1SIE.MI
1DTE.MI
1SIE.MI vs. 1DTE.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (1SIE.MI) and Deutsche Telekom AG (1DTE.MI). 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.
| 1SIE.MI | 1DTE.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.89 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | -0.72 | +1.94 |
| Martin ratioReturn relative to average drawdown | 3.78 | -1.22 | +5.00 |
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
| 1SIE.MI | 1DTE.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | -0.69 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.66 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.53 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.42 | -0.04 |
Drawdowns
1SIE.MI vs. 1DTE.MI - Drawdown Comparison
The maximum 1SIE.MI drawdown since its inception was -67.44%, which is greater than 1DTE.MI's maximum drawdown of -40.52%. Use the drawdown chart below to compare losses from any high point for 1SIE.MI and 1DTE.MI.
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Drawdown Indicators
| 1SIE.MI | 1DTE.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.44% | -40.52% | -26.92% |
Max Drawdown (1Y)Largest decline over 1 year | -22.26% | -22.90% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -27.47% | -24.65% | -2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -38.72% | -24.65% | -14.07% |
Max Drawdown (10Y)Largest decline over 10 years | -49.84% | -35.39% | -14.45% |
Current DrawdownCurrent decline from peak | -2.76% | -17.25% | +14.49% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -11.47% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 13.55% | -6.38% |
Volatility
1SIE.MI vs. 1DTE.MI - Volatility Comparison
Siemens Aktiengesellschaft (1SIE.MI) has a higher volatility of 9.01% compared to Deutsche Telekom AG (1DTE.MI) at 6.05%. This indicates that 1SIE.MI's price experiences larger fluctuations and is considered to be riskier than 1DTE.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 1SIE.MI | 1DTE.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.01% | 6.05% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 25.60% | 18.39% | +7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.29% | 24.13% | +8.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.73% | 20.61% | +10.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.73% | 20.76% | +7.97% |
Dividends
1SIE.MI vs. 1DTE.MI - Dividend Comparison
1SIE.MI's dividend yield for the trailing twelve months is around 1.97%, less than 1DTE.MI's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1DTE.MI Deutsche Telekom AG | 3.59% | 3.19% | 2.66% | 3.25% | 3.56% | 3.68% | 11.49% | 4.76% | 4.42% | 4.06% | 3.38% | 3.01% |
1SIE.MI Siemens Aktiengesellschaft | 1.97% | 2.17% | 2.49% | 2.58% | 3.08% | 2.31% | 12.61% | 3.25% | 3.76% | 3.03% | 3.02% | 3.69% |
Financials
1SIE.MI vs. 1DTE.MI - Financials Comparison
This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and Deutsche Telekom 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
1SIE.MI and 1DTE.MI have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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