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ABB.NS vs. SIEGY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABB.NS and SIEGY is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

ABB.NS vs. SIEGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABB India Limited (ABB.NS) and Siemens Aktiengesellschaft (SIEGY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-26.97%
24.18%
ABB.NS
SIEGY

Key characteristics

Sharpe Ratio

ABB.NS:

0.62

SIEGY:

0.71

Sortino Ratio

ABB.NS:

1.13

SIEGY:

1.12

Omega Ratio

ABB.NS:

1.14

SIEGY:

1.14

Calmar Ratio

ABB.NS:

0.60

SIEGY:

1.03

Martin Ratio

ABB.NS:

1.69

SIEGY:

2.71

Ulcer Index

ABB.NS:

14.90%

SIEGY:

6.80%

Daily Std Dev

ABB.NS:

40.81%

SIEGY:

25.84%

Max Drawdown

ABB.NS:

-78.59%

SIEGY:

-71.40%

Current Drawdown

ABB.NS:

-37.58%

SIEGY:

-3.96%

Fundamentals

Market Cap

ABB.NS:

₹1.21T

SIEGY:

$164.21B

EPS

ABB.NS:

₹79.52

SIEGY:

$5.38

PE Ratio

ABB.NS:

71.86

SIEGY:

19.49

Total Revenue (TTM)

ABB.NS:

₹88.23B

SIEGY:

$58.87B

Gross Profit (TTM)

ABB.NS:

₹29.94B

SIEGY:

$22.94B

EBITDA (TTM)

ABB.NS:

₹19.15B

SIEGY:

$11.07B

Returns By Period

In the year-to-date period, ABB.NS achieves a -18.59% return, which is significantly lower than SIEGY's 8.43% return. Over the past 10 years, ABB.NS has outperformed SIEGY with an annualized return of 18.05%, while SIEGY has yielded a comparatively lower 11.70% annualized return.


ABB.NS

YTD

-18.59%

1M

-16.99%

6M

-24.43%

1Y

29.81%

5Y*

34.62%

10Y*

18.05%

SIEGY

YTD

8.43%

1M

8.98%

6M

24.18%

1Y

21.74%

5Y*

16.65%

10Y*

11.70%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ABB.NS vs. SIEGY — Risk-Adjusted Performance Rank

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

ABB.NS
The Risk-Adjusted Performance Rank of ABB.NS is 6666
Overall Rank
The Sharpe Ratio Rank of ABB.NS is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ABB.NS is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ABB.NS is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ABB.NS is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ABB.NS is 6565
Martin Ratio Rank

SIEGY
The Risk-Adjusted Performance Rank of SIEGY is 6969
Overall Rank
The Sharpe Ratio Rank of SIEGY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SIEGY is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SIEGY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SIEGY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SIEGY is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABB.NS vs. SIEGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ABB India Limited (ABB.NS) and Siemens Aktiengesellschaft (SIEGY). 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.


Sharpe ratio
The chart of Sharpe ratio for ABB.NS, currently valued at 0.49, compared to the broader market-2.000.002.004.000.490.61
The chart of Sortino ratio for ABB.NS, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.960.99
The chart of Omega ratio for ABB.NS, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.13
The chart of Calmar ratio for ABB.NS, currently valued at 0.46, compared to the broader market0.002.004.006.000.460.87
The chart of Martin ratio for ABB.NS, currently valued at 1.29, compared to the broader market-10.000.0010.0020.0030.001.292.25
ABB.NS
SIEGY

The current ABB.NS Sharpe Ratio is 0.62, which is comparable to the SIEGY Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of ABB.NS and SIEGY, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.49
0.61
ABB.NS
SIEGY

Dividends

ABB.NS vs. SIEGY - Dividend Comparison

ABB.NS's dividend yield for the trailing twelve months is around 0.61%, less than SIEGY's 2.44% yield.


TTM20242023202220212020201920182017201620152014
ABB.NS
ABB India Limited
0.61%0.50%0.24%0.19%0.22%0.79%0.37%0.37%0.32%0.39%0.37%0.26%
SIEGY
Siemens Aktiengesellschaft
2.44%2.64%2.43%3.29%2.46%11.57%3.31%3.89%8.10%3.06%3.90%3.65%

Drawdowns

ABB.NS vs. SIEGY - Drawdown Comparison

The maximum ABB.NS drawdown since its inception was -78.59%, which is greater than SIEGY's maximum drawdown of -71.40%. Use the drawdown chart below to compare losses from any high point for ABB.NS and SIEGY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-40.18%
-3.96%
ABB.NS
SIEGY

Volatility

ABB.NS vs. SIEGY - Volatility Comparison

ABB India Limited (ABB.NS) has a higher volatility of 18.99% compared to Siemens Aktiengesellschaft (SIEGY) at 6.79%. This indicates that ABB.NS's price experiences larger fluctuations and is considered to be riskier than SIEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
18.99%
6.79%
ABB.NS
SIEGY

Financials

ABB.NS vs. SIEGY - Financials Comparison

This section allows you to compare key financial metrics between ABB India Limited and Siemens Aktiengesellschaft. 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


Please note, different currencies. ABB.NS values in INR, SIEGY values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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