1SIE.MI vs. SPY
Compare and contrast key facts about Siemens Aktiengesellschaft (1SIE.MI) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 1SIE.MI or SPY.
Correlation
The correlation between 1SIE.MI and SPY is 0.42, 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
1SIE.MI vs. SPY - Performance Comparison
Key characteristics
1SIE.MI:
1.00
SPY:
1.86
1SIE.MI:
1.42
SPY:
2.49
1SIE.MI:
1.19
SPY:
1.35
1SIE.MI:
1.26
SPY:
2.80
1SIE.MI:
3.37
SPY:
11.86
1SIE.MI:
6.82%
SPY:
1.99%
1SIE.MI:
22.98%
SPY:
12.71%
1SIE.MI:
-67.44%
SPY:
-55.19%
1SIE.MI:
-1.21%
SPY:
-4.02%
Returns By Period
In the year-to-date period, 1SIE.MI achieves a 2.80% return, which is significantly higher than SPY's -0.80% return. Over the past 10 years, 1SIE.MI has underperformed SPY with an annualized return of 11.87%, while SPY has yielded a comparatively higher 13.17% annualized return.
1SIE.MI
2.80%
1.71%
6.99%
22.94%
16.54%
11.87%
SPY
-0.80%
-3.45%
4.20%
23.53%
13.88%
13.17%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
1SIE.MI vs. SPY — Risk-Adjusted Performance Rank
1SIE.MI
SPY
1SIE.MI vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (1SIE.MI) and SPDR S&P 500 ETF (SPY). 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.
Dividends
1SIE.MI vs. SPY - Dividend Comparison
1SIE.MI's dividend yield for the trailing twelve months is around 2.42%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1SIE.MI Siemens Aktiengesellschaft | 2.42% | 2.49% | 2.58% | 3.08% | 2.31% | 12.61% | 3.25% | 3.76% | 3.03% | 3.11% | 3.69% | 3.15% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
1SIE.MI vs. SPY - Drawdown Comparison
The maximum 1SIE.MI drawdown since its inception was -67.44%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for 1SIE.MI and SPY. For additional features, visit the drawdowns tool.
Volatility
1SIE.MI vs. SPY - Volatility Comparison
Siemens Aktiengesellschaft (1SIE.MI) has a higher volatility of 5.83% compared to SPDR S&P 500 ETF (SPY) at 4.60%. This indicates that 1SIE.MI's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.