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ABB.NS vs. SIEGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Different Trading Currencies

ABB.NS is traded in INR, while SIEGY is traded in USD. To make them comparable, the SIEGY values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABB.NS achieves a 18.86% return, which is significantly higher than SIEGY's -7.04% return. Over the past 10 years, ABB.NS has outperformed SIEGY with an annualized return of 18.55%, while SIEGY has yielded a comparatively lower 17.11% annualized return.


ABB.NS

1D
1.12%
1M
5.52%
YTD
18.86%
6M
18.34%
1Y
16.16%
3Y*
22.65%
5Y*
35.04%
10Y*
18.55%

SIEGY

1D
-1.81%
1M
-5.98%
YTD
-7.04%
6M
-7.02%
1Y
36.81%
3Y*
22.62%
5Y*
16.06%
10Y*
17.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABB.NS vs. SIEGY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABB.NS
ABB India Limited
18.86%-24.67%48.77%74.99%19.86%85.56%-5.55%8.43%-4.85%34.70%
SIEGY
Siemens Aktiengesellschaft
-7.04%55.23%9.54%40.94%-10.21%25.44%27.11%22.12%-9.81%14.33%

Correlation

The correlation between ABB.NS and SIEGY is 0.06, meaning there is essentially no relationship between their price movements. They neither move together nor in opposition — each responds to its own set of market drivers. This independence makes them strong candidates for combining in a diversified portfolio.


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Return for Risk

ABB.NS vs. SIEGY — Risk / Return Rank

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

ABB.NS
ABB.NS Risk / Return Rank: 5656
Overall Rank
ABB.NS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ABB.NS Sortino Ratio Rank: 5656
Sortino Ratio Rank
ABB.NS Omega Ratio Rank: 5454
Omega Ratio Rank
ABB.NS Calmar Ratio Rank: 5353
Calmar Ratio Rank
ABB.NS Martin Ratio Rank: 5151
Martin Ratio Rank

SIEGY
SIEGY Risk / Return Rank: 4646
Overall Rank
SIEGY Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SIEGY Sortino Ratio Rank: 4242
Sortino Ratio Rank
SIEGY Omega Ratio Rank: 4141
Omega Ratio Rank
SIEGY Calmar Ratio Rank: 4848
Calmar Ratio Rank
SIEGY Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABB.NS vs. SIEGY - Risk-Adjusted Trends 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.


ABB.NSSIEGYDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.51

+0.14

Sortino ratio

Return per unit of downside risk

1.09

0.89

+0.20

Omega ratio

Gain probability vs. loss probability

1.14

1.12

+0.02

Calmar ratio

Return relative to maximum drawdown

0.59

0.83

-0.24

Martin ratio

Return relative to average drawdown

1.13

2.69

-1.56

ABB.NS vs. SIEGY - Sharpe Ratio Comparison

The current ABB.NS Sharpe Ratio is 0.65, which is comparable to the SIEGY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ABB.NS and SIEGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABB.NSSIEGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.51

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.54

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.61

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.52

-0.13

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 -46.18%. Use the drawdown chart below to compare losses from any high point for ABB.NS and SIEGY.


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Drawdown Indicators


ABB.NSSIEGYDifference

Max Drawdown

Largest peak-to-trough decline

-78.59%

-54.15%

-24.44%

Max Drawdown (1Y)

Largest decline over 1 year

-24.45%

-23.23%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-47.54%

-46.02%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-52.08%

-54.15%

+2.07%

Current Drawdown

Current decline from peak

-31.35%

-18.75%

-12.60%

Average Drawdown

Average peak-to-trough decline

-30.13%

-12.96%

-17.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.77%

7.10%

+5.67%

Volatility

ABB.NS vs. SIEGY - Volatility Comparison

The current volatility for ABB India Limited (ABB.NS) is 9.71%, while Siemens Aktiengesellschaft (SIEGY) has a volatility of 10.74%. This indicates that ABB.NS experiences smaller price fluctuations and is considered to be less risky than SIEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABB.NSSIEGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.71%

10.74%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

19.93%

23.43%

-3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

26.08%

32.87%

-6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.96%

30.06%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.53%

27.98%

+3.55%

Dividends

ABB.NS vs. SIEGY - Dividend Comparison

ABB.NS's dividend yield for the trailing twelve months is around 0.70%, less than SIEGY's 2.57% yield.


TTM20252024202320222021202020192018201720162015
ABB.NS
ABB India Limited
0.70%0.84%0.50%0.24%0.19%0.22%0.40%0.37%0.37%0.32%0.39%0.37%
SIEGY
Siemens Aktiengesellschaft
2.57%1.94%2.64%2.43%2.42%1.81%10.83%2.44%2.86%6.82%5.76%2.87%

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