ABB.NS vs. SIEMENS.NS

Last updated Jun 5, 2026

ABB.NS (ABB India Limited) and SIEMENS.NS (Siemens Limited) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 10 years, ABB.NS returned 21.21%/yr vs 20.73%/yr for SIEMENS.NS. At a 0.37 correlation, their price movements are largely independent.

Performance

ABB.NS vs. SIEMENS.NS - Performance Comparison

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

Returns By Period

In the year-to-date period, ABB.NS achieves a 39.05% return, which is significantly higher than SIEMENS.NS's 19.91% return. Both investments have delivered pretty close results over the past 10 years, with ABB.NS having a 21.21% annualized return and SIEMENS.NS not far behind at 20.73%.

ABB.NS

• 1D: -0.54%
• 1M: -0.37%
• YTD: 39.05%
• 6M: 38.71%
• 1Y: 19.09%
• 3Y*: 21.74%
• 5Y*: 34.77%
• 10Y*: 21.21%

SIEMENS.NS

• 1D: -0.60%
• 1M: -3.81%
• YTD: 19.91%
• 6M: 11.05%
• 1Y: 12.41%
• 3Y*: 26.55%
• 5Y*: 27.87%
• 10Y*: 20.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABB.NS vs. SIEMENS.NS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABB.NS ABB India Limited	39.05%	-24.67%	48.77%	74.99%	19.86%	85.56%	-5.55%	8.43%	-4.85%	34.70%
SIEMENS.NS Siemens Limited	19.91%	-9.33%	63.63%	43.10%	20.53%	51.48%	5.88%	44.75%	-14.96%	13.16%

Correlation

The correlation between ABB.NS and SIEMENS.NS is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Nov 7, 1994	0.37

Over the past year, ABB.NS and SIEMENS.NS have become more correlated (0.58) than their long-term average of 0.37, meaning their price movements have been converging.

Return for Risk

ABB.NS vs. SIEMENS.NS — 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: 59
ABB.NS Sharpe Ratio Rank: 64
ABB.NS Sortino Ratio Rank: 58
ABB.NS Omega Ratio Rank: 58
ABB.NS Calmar Ratio Rank: 59
ABB.NS Martin Ratio Rank: 57

SIEMENS.NS

SIEMENS.NS Risk / Return Rank: 53
SIEMENS.NS Sharpe Ratio Rank: 54
SIEMENS.NS Sortino Ratio Rank: 49
SIEMENS.NS Omega Ratio Rank: 47
SIEMENS.NS Calmar Ratio Rank: 58
SIEMENS.NS Martin Ratio Rank: 58

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. SIEMENS.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABB India Limited (ABB.NS) and Siemens Limited (SIEMENS.NS). 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.NS	SIEMENS.NS	Difference
Sharpe ratio: Return per unit of total volatility	0.69	0.38	+0.31
Sortino ratio: Return per unit of downside risk	1.14	0.75	+0.39
Omega ratio: Gain probability vs. loss probability	1.15	1.09	+0.06
Calmar ratio: Return relative to maximum drawdown	0.81	0.75	+0.06
Martin ratio: Return relative to average drawdown	1.49	1.62	-0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABB.NS vs. SIEMENS.NS - Sharpe Ratio Comparison

The current ABB.NS Sharpe Ratio is 0.69, which is higher than the SIEMENS.NS Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of ABB.NS and SIEMENS.NS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ABB.NS	SIEMENS.NS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.69	0.38	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.06	0.95	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.71	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.44	-0.03

Drawdowns

ABB.NS vs. SIEMENS.NS - Drawdown Comparison

The maximum ABB.NS drawdown since its inception was -78.59%, roughly equal to the maximum SIEMENS.NS drawdown of -81.47%. Use the drawdown chart below to compare losses from any high point for ABB.NS and SIEMENS.NS.

Drawdown Indicators

	ABB.NS	SIEMENS.NS	Difference
Max Drawdown Largest peak-to-trough decline	-78.59%	-81.47%	+2.88%
Max Drawdown (1Y) Largest decline over 1 year	-24.45%	-15.65%	-8.80%
Max Drawdown (3Y) Largest decline over 3 years	-47.54%	-41.96%	-5.58%
Max Drawdown (5Y) Largest decline over 5 years	-47.54%	-41.96%	-5.58%
Max Drawdown (10Y) Largest decline over 10 years	-52.08%	-41.96%	-10.12%
Current Drawdown Current decline from peak	-19.69%	-10.88%	-8.81%
Average Drawdown Average peak-to-trough decline	-30.09%	-28.01%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.12%	7.12%	+6.00%

Volatility

ABB.NS vs. SIEMENS.NS - Volatility Comparison

ABB India Limited (ABB.NS) has a higher volatility of 13.97% compared to Siemens Limited (SIEMENS.NS) at 13.14%. This indicates that ABB.NS's price experiences larger fluctuations and is considered to be riskier than SIEMENS.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABB.NS	SIEMENS.NS	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.97%	13.14%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	24.82%	26.07%	-1.25%
Volatility (1Y) Calculated over the trailing 1-year period	28.65%	30.91%	-2.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.35%	30.04%	+3.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.78%	29.90%	+1.88%

Dividends

ABB.NS vs. SIEMENS.NS - Dividend Comparison

ABB.NS's dividend yield for the trailing twelve months is around 0.55%, while SIEMENS.NS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABB.NS ABB India Limited	0.55%	0.84%	0.50%	0.24%	0.19%	0.22%	0.40%	0.37%	0.37%	0.32%	0.39%	0.37%
SIEMENS.NS Siemens Limited	0.00%	0.39%	0.29%	0.48%	0.54%	0.57%	0.86%	0.90%	1.28%	0.93%	6.49%	0.96%

Financials

Frequently Asked Questions

Can I hold both ABB.NS and SIEMENS.NS in my portfolio?

ABB.NS and SIEMENS.NS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.