AMAT vs. ENR.DE
AMAT (Applied Materials, Inc.) and ENR.DE (Siemens Energy AG) are both stocks. AMAT operates in Semiconductor Equipment & Materials (Technology), while ENR.DE operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, AMAT returned 34.02%/yr vs 43.44%/yr for ENR.DE. At a 0.32 correlation, their price movements are largely independent.
Performance
AMAT vs. ENR.DE - Performance Comparison
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Different Trading Currencies
AMAT is traded in USD, while ENR.DE is traded in EUR. To make them comparable, the ENR.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AMAT achieves a 121.28% return, which is significantly higher than ENR.DE's 26.13% return.
AMAT
- 1D
- 2.64%
- 1M
- 30.08%
- YTD
- 121.28%
- 6M
- 119.38%
- 1Y
- 226.52%
- 3Y*
- 60.05%
- 5Y*
- 34.02%
- 10Y*
- 38.86%
ENR.DE
- 1D
- 4.37%
- 1M
- -14.43%
- YTD
- 26.13%
- 6M
- 27.21%
- 1Y
- 79.76%
- 3Y*
- 91.06%
- 5Y*
- 43.44%
- 10Y*
- —
AMAT vs. ENR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 121.28% | 59.60% | 1.13% | 67.97% | -37.54% | 83.64% | 48.65% |
ENR.DE Siemens Energy AG | 26.13% | 169.80% | 295.82% | -29.58% | -25.76% | -30.95% | 43.65% |
Correlation
The correlation between AMAT and ENR.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.32 |
The correlation between AMAT and ENR.DE shifts across timeframes, from 0.30 (3 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AMAT vs. ENR.DE — Risk / Return Rank
AMAT
ENR.DE
AMAT vs. ENR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) and Siemens Energy AG (ENR.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMAT | ENR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.26 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 10.67 | 2.91 | +7.76 |
| Martin ratioReturn relative to average drawdown | 30.41 | 10.26 | +20.15 |
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Drawdowns
AMAT vs. ENR.DE - Drawdown Comparison
The maximum AMAT drawdown since its inception was -85.22%, roughly equal to the maximum ENR.DE drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for AMAT and ENR.DE.
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Drawdown Indicators
| AMAT | ENR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.22% | -82.20% | -3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -21.37% | -27.24% | +5.87% |
Max Drawdown (3Y)Largest decline over 3 years | -49.88% | -71.71% | +21.83% |
Max Drawdown (5Y)Largest decline over 5 years | -55.14% | -77.19% | +22.05% |
Max Drawdown (10Y)Largest decline over 10 years | -55.14% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -19.20% | +19.20% |
Average DrawdownAverage peak-to-trough decline | -38.78% | -31.73% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 7.75% | -0.26% |
Volatility
AMAT vs. ENR.DE - Volatility Comparison
Applied Materials, Inc. (AMAT) has a higher volatility of 20.52% compared to Siemens Energy AG (ENR.DE) at 15.58%. This indicates that AMAT's price experiences larger fluctuations and is considered to be riskier than ENR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMAT | ENR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.52% | 15.58% | +4.94% |
Volatility (6M)Calculated over the trailing 6-month period | 38.83% | 37.51% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.03% | 49.57% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.20% | 53.39% | -9.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.94% | 51.73% | -8.79% |
Dividends
AMAT vs. ENR.DE - Dividend Comparison
AMAT's dividend yield for the trailing twelve months is around 0.34%, less than ENR.DE's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 0.34% | 0.69% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% |
ENR.DE Siemens Energy AG | 0.46% | 0.00% | 0.00% | 0.00% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
AMAT vs. ENR.DE - Financials Comparison
This section allows you to compare key financial metrics between Applied Materials, Inc. and Siemens Energy AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AMAT and ENR.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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