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

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-21.32%
3.11%
ABB.NS
SIEGY

Returns By Period

In the year-to-date period, ABB.NS achieves a 42.55% return, which is significantly higher than SIEGY's 6.58% return. Over the past 10 years, ABB.NS has outperformed SIEGY with an annualized return of 21.91%, while SIEGY has yielded a comparatively lower 10.33% annualized return.


ABB.NS

YTD

42.55%

1M

-24.52%

6M

-21.24%

1Y

55.25%

5Y (annualized)

40.02%

10Y (annualized)

21.91%

SIEGY

YTD

6.58%

1M

-3.56%

6M

3.11%

1Y

23.19%

5Y (annualized)

14.17%

10Y (annualized)

10.33%

Fundamentals


ABB.NSSIEGY
Market Cap₹1.42T$155.95B
EPS₹79.49$5.31
PE Ratio84.4517.97
Total Revenue (TTM)₹115.52B$56.47B
Gross Profit (TTM)₹39.99B$22.20B
EBITDA (TTM)₹24.09B$9.42B

Key characteristics


ABB.NSSIEGY
Sharpe Ratio1.500.98
Sortino Ratio2.191.42
Omega Ratio1.281.19
Calmar Ratio2.161.41
Martin Ratio6.163.73
Ulcer Index9.29%6.73%
Daily Std Dev38.52%25.51%
Max Drawdown-78.59%-71.40%
Current Drawdown-26.53%-5.04%

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Correlation

-0.50.00.51.00.1

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.

Risk-Adjusted Performance

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 1.33, compared to the broader market-4.00-2.000.002.004.001.330.69
The chart of Sortino ratio for ABB.NS, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.002.001.07
The chart of Omega ratio for ABB.NS, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.14
The chart of Calmar ratio for ABB.NS, currently valued at 1.87, compared to the broader market0.002.004.006.001.870.97
The chart of Martin ratio for ABB.NS, currently valued at 5.17, compared to the broader market-10.000.0010.0020.0030.005.172.54
ABB.NS
SIEGY

The current ABB.NS Sharpe Ratio is 1.50, which is higher than the SIEGY Sharpe Ratio of 0.98. 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.33
0.69
ABB.NS
SIEGY

Dividends

ABB.NS vs. SIEGY - Dividend Comparison

ABB.NS's dividend yield for the trailing twelve months is around 0.52%, less than SIEGY's 2.64% yield.


TTM20232022202120202019201820172016201520142013
ABB.NS
ABB India Limited
0.52%0.24%0.19%0.22%0.79%0.37%0.37%0.32%0.39%0.37%0.26%0.48%
SIEGY
Siemens Aktiengesellschaft
2.64%2.43%3.29%2.46%11.57%3.31%3.89%8.10%3.06%3.90%3.65%5.01%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.14%
-5.04%
ABB.NS
SIEGY

Volatility

ABB.NS vs. SIEGY - Volatility Comparison

ABB India Limited (ABB.NS) has a higher volatility of 10.33% compared to Siemens Aktiengesellschaft (SIEGY) at 8.56%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
10.33%
8.56%
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