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ACSAY vs. SIEGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ACSAY vs. SIEGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ACS Actividades De Construccion Y Servicios SA ADR (ACSAY) and Siemens Aktiengesellschaft (SIEGY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACSAY achieves a 45.17% return, which is significantly higher than SIEGY's 16.30% return. Over the past 10 years, ACSAY has outperformed SIEGY with an annualized return of 20.11%, while SIEGY has yielded a comparatively lower 15.71% annualized return.


ACSAY

1D
1.30%
1M
1.80%
YTD
45.17%
6M
51.34%
1Y
124.72%
3Y*
73.94%
5Y*
46.53%
10Y*
20.11%

SIEGY

1D
-1.46%
1M
9.32%
YTD
16.30%
6M
21.58%
1Y
33.38%
3Y*
26.25%
5Y*
16.84%
10Y*
15.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACSAY vs. SIEGY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACSAY
ACS Actividades De Construccion Y Servicios SA ADR
45.17%102.19%28.78%66.41%16.39%-14.16%-9.03%8.24%2.73%25.07%
SIEGY
Siemens Aktiengesellschaft
16.30%48.14%6.32%39.98%-18.92%22.99%23.99%19.10%-17.30%21.90%

Correlation

The correlation between ACSAY and SIEGY is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since May 21, 2014

0.44

The correlation between ACSAY and SIEGY has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap

ACSAY:

$187.74B

SIEGY:

$250.52B

EPS

ACSAY:

$0.30

SIEGY:

$4.91

PE Ratio

ACSAY:

97.26

SIEGY:

32.47

PEG Ratio

ACSAY:

5.72

SIEGY:

1.20

PS Ratio

ACSAY:

1.80

SIEGY:

3.15

PB Ratio

ACSAY:

38.99

SIEGY:

3.89

Total Revenue (TTM)

ACSAY:

$62.49B

SIEGY:

$80.02B

Gross Profit (TTM)

ACSAY:

$44.81B

SIEGY:

$31.09B

EBITDA (TTM)

ACSAY:

$2.49B

SIEGY:

$14.55B

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Return for Risk

ACSAY vs. SIEGY — Risk / Return Rank

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

ACSAY
ACSAY Risk / Return Rank: 9494
Overall Rank
ACSAY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ACSAY Sortino Ratio Rank: 9393
Sortino Ratio Rank
ACSAY Omega Ratio Rank: 9393
Omega Ratio Rank
ACSAY Calmar Ratio Rank: 9696
Calmar Ratio Rank
ACSAY Martin Ratio Rank: 9696
Martin Ratio Rank

SIEGY
SIEGY Risk / Return Rank: 6969
Overall Rank
SIEGY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SIEGY Sortino Ratio Rank: 6565
Sortino Ratio Rank
SIEGY Omega Ratio Rank: 6464
Omega Ratio Rank
SIEGY Calmar Ratio Rank: 6767
Calmar Ratio Rank
SIEGY Martin Ratio Rank: 7474
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.

ACSAY vs. SIEGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ACS Actividades De Construccion Y Servicios SA ADR (ACSAY) 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.


ACSAYSIEGYDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.50

1.20

+0.31

Calmar ratioReturn relative to maximum drawdown

7.66

1.44

+6.21

Martin ratioReturn relative to average drawdown

23.38

4.72

+18.66

ACSAY vs. SIEGY - Sharpe Ratio Comparison

The current ACSAY Sharpe Ratio is 3.10, which is higher than the SIEGY Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of ACSAY 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


ACSAYSIEGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

1.03

+2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.49

0.53

+0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.53

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.42

+0.03

Drawdowns

ACSAY vs. SIEGY - Drawdown Comparison

The maximum ACSAY drawdown since its inception was -72.26%, which is greater than SIEGY's maximum drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for ACSAY and SIEGY.


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Drawdown Indicators


ACSAYSIEGYDifference

Max Drawdown

Largest peak-to-trough decline

-72.26%

-54.15%

-18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-23.23%

+6.85%

Max Drawdown (3Y)

Largest decline over 3 years

-16.38%

-29.91%

+13.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-46.02%

+18.55%

Max Drawdown (10Y)

Largest decline over 10 years

-72.26%

-54.15%

-18.11%

Current Drawdown

Current decline from peak

-12.79%

-1.46%

-11.33%

Average Drawdown

Average peak-to-trough decline

-14.67%

-12.85%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

7.09%

-1.74%

Volatility

ACSAY vs. SIEGY - Volatility Comparison

ACS Actividades De Construccion Y Servicios SA ADR (ACSAY) has a higher volatility of 15.52% compared to Siemens Aktiengesellschaft (SIEGY) at 10.68%. This indicates that ACSAY'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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Volatility by Period


ACSAYSIEGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.52%

10.68%

+4.84%

Volatility (6M)

Calculated over the trailing 6-month period

35.68%

25.63%

+10.05%

Volatility (1Y)

Calculated over the trailing 1-year period

40.56%

32.44%

+8.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.38%

31.65%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.06%

29.55%

+9.51%

Dividends

ACSAY vs. SIEGY - Dividend Comparison

ACSAY has not paid dividends to shareholders, while SIEGY's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM20252024202320222021202020192018201720162015
ACSAY
ACS Actividades De Construccion Y Servicios SA ADR
0.00%0.00%0.89%0.00%0.18%0.00%0.39%0.00%0.00%0.00%0.00%0.00%
SIEGY
Siemens Aktiengesellschaft
1.99%1.94%2.64%2.43%2.42%1.81%10.83%2.44%2.86%6.82%5.76%2.87%

Financials

ACSAY vs. SIEGY - Financials Comparison

This section allows you to compare key financial metrics between ACS Actividades De Construccion Y Servicios SA ADR 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


10.00B15.00B20.00B25.00B20222023202420252026
25.74B
20.08B
(ACSAY) Total Revenue
(SIEGY) Total Revenue
Values in USD except per share items

ACSAY vs. SIEGY - Profitability Comparison

The chart below illustrates the profitability comparison between ACS Actividades De Construccion Y Servicios SA ADR 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

-50.0%0.0%50.0%100.0%20222023202420252026
31.3%
38.9%
Portfolio components
ACSAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ACS Actividades De Construccion Y Servicios SA ADR reported a gross profit of 8.05B and revenue of 25.74B. Therefore, the gross margin over that period was 31.3%.

SIEGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported a gross profit of 7.81B and revenue of 20.08B. Therefore, the gross margin over that period was 38.9%.

ACSAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ACS Actividades De Construccion Y Servicios SA ADR reported an operating income of 1.29B and revenue of 25.74B, resulting in an operating margin of 5.0%.

SIEGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported an operating income of 2.51B and revenue of 20.08B, resulting in an operating margin of 12.5%.

ACSAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ACS Actividades De Construccion Y Servicios SA ADR reported a net income of 500.27M and revenue of 25.74B, resulting in a net margin of 1.9%.

SIEGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported a net income of 2.06B and revenue of 20.08B, resulting in a net margin of 10.3%.


Frequently Asked Questions


ACSAY and SIEGY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACSAY has higher volatility (15.52%) compared to SIEGY (10.68%). In terms of maximum drawdown, ACSAY dropped -72.26% vs SIEGY's -54.15%.

ACSAY currently has the higher Sharpe Ratio (3.10 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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