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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.


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.

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Key characteristics

Sharpe Ratio

ABB.NS:

-0.58

SIEGY:

0.73

Sortino Ratio

ABB.NS:

-0.44

SIEGY:

1.37

Omega Ratio

ABB.NS:

0.95

SIEGY:

1.17

Calmar Ratio

ABB.NS:

-0.40

SIEGY:

1.06

Martin Ratio

ABB.NS:

-0.73

SIEGY:

3.29

Ulcer Index

ABB.NS:

24.87%

SIEGY:

8.28%

Daily Std Dev

ABB.NS:

38.67%

SIEGY:

32.79%

Max Drawdown

ABB.NS:

-78.59%

SIEGY:

-71.40%

Current Drawdown

ABB.NS:

-39.30%

SIEGY:

-7.03%

Fundamentals

Market Cap

ABB.NS:

₹1.15T

SIEGY:

$188.83B

EPS

ABB.NS:

₹88.30

SIEGY:

$5.27

PE Ratio

ABB.NS:

61.61

SIEGY:

22.87

PS Ratio

ABB.NS:

9.46

SIEGY:

2.47

PB Ratio

ABB.NS:

15.84

SIEGY:

2.77

Total Revenue (TTM)

ABB.NS:

₹90.70B

SIEGY:

$58.06B

Gross Profit (TTM)

ABB.NS:

₹33.50B

SIEGY:

$22.76B

EBITDA (TTM)

ABB.NS:

₹20.06B

SIEGY:

$10.42B

Returns By Period

In the year-to-date period, ABB.NS achieves a -20.83% return, which is significantly lower than SIEGY's 27.60% return. Over the past 10 years, ABB.NS has outperformed SIEGY with an annualized return of 17.01%, while SIEGY has yielded a comparatively lower 13.58% annualized return.


ABB.NS

YTD

-20.83%

1M

8.62%

6M

-21.91%

1Y

-23.92%

5Y*

46.03%

10Y*

17.01%

SIEGY

YTD

27.60%

1M

14.45%

6M

25.07%

1Y

21.56%

5Y*

25.80%

10Y*

13.58%

*Annualized

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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 2626
Overall Rank
The Sharpe Ratio Rank of ABB.NS is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ABB.NS is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ABB.NS is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ABB.NS is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ABB.NS is 3636
Martin Ratio Rank

SIEGY
The Risk-Adjusted Performance Rank of SIEGY is 7878
Overall Rank
The Sharpe Ratio Rank of SIEGY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SIEGY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SIEGY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SIEGY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SIEGY is 8080
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.


The current ABB.NS Sharpe Ratio is -0.58, which is lower than the SIEGY Sharpe Ratio of 0.73. 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.


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Dividends

ABB.NS vs. SIEGY - Dividend Comparison

ABB.NS's dividend yield for the trailing twelve months is around 0.81%, less than SIEGY's 2.25% yield.


TTM20242023202220212020201920182017201620152014
ABB.NS
ABB India Limited
0.81%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
2.25%2.64%2.43%3.30%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.


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Volatility

ABB.NS vs. SIEGY - Volatility Comparison

ABB India Limited (ABB.NS) has a higher volatility of 9.29% compared to Siemens Aktiengesellschaft (SIEGY) at 7.62%. 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.


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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


10.00B15.00B20.00B25.00B30.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
33.27B
18.35B
(ABB.NS) Total Revenue
(SIEGY) Total Revenue
Please note, different currencies. ABB.NS values in INR, SIEGY values in USD

ABB.NS vs. SIEGY - Profitability Comparison

The chart below illustrates the profitability comparison between ABB India Limited and Siemens Aktiengesellschaft over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
40.4%
38.6%
(ABB.NS) Gross Margin
(SIEGY) Gross Margin
ABB.NS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ABB India Limited reported a gross profit of 13.44B and revenue of 33.27B. Therefore, the gross margin over that period was 40.4%.

SIEGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Siemens Aktiengesellschaft reported a gross profit of 7.09B and revenue of 18.35B. Therefore, the gross margin over that period was 38.6%.

ABB.NS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ABB India Limited reported an operating income of 6.24B and revenue of 33.27B, resulting in an operating margin of 18.8%.

SIEGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Siemens Aktiengesellschaft reported an operating income of 2.04B and revenue of 18.35B, resulting in an operating margin of 11.1%.

ABB.NS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ABB India Limited reported a net income of 5.28B and revenue of 33.27B, resulting in a net margin of 15.9%.

SIEGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Siemens Aktiengesellschaft reported a net income of 3.71B and revenue of 18.35B, resulting in a net margin of 20.2%.