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CSWI vs. SIEGY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CSWI and SIEGY is 0.37, 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.


-0.50.00.51.00.4

Performance

CSWI vs. SIEGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSW Industrials, Inc. (CSWI) and Siemens Aktiengesellschaft (SIEGY). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,101.31%
243.59%
CSWI
SIEGY

Key characteristics

Sharpe Ratio

CSWI:

2.45

SIEGY:

0.42

Sortino Ratio

CSWI:

3.18

SIEGY:

0.74

Omega Ratio

CSWI:

1.41

SIEGY:

1.09

Calmar Ratio

CSWI:

4.52

SIEGY:

0.61

Martin Ratio

CSWI:

19.43

SIEGY:

1.57

Ulcer Index

CSWI:

3.96%

SIEGY:

6.89%

Daily Std Dev

CSWI:

31.41%

SIEGY:

25.65%

Max Drawdown

CSWI:

-32.32%

SIEGY:

-71.40%

Current Drawdown

CSWI:

-17.04%

SIEGY:

-3.90%

Fundamentals

Market Cap

CSWI:

$6.54B

SIEGY:

$158.38B

EPS

CSWI:

$7.36

SIEGY:

$5.40

PE Ratio

CSWI:

52.88

SIEGY:

18.72

PEG Ratio

CSWI:

2.65

SIEGY:

2.18

Total Revenue (TTM)

CSWI:

$839.93M

SIEGY:

$77.29B

Gross Profit (TTM)

CSWI:

$378.94M

SIEGY:

$30.13B

EBITDA (TTM)

CSWI:

$209.99M

SIEGY:

$13.72B

Returns By Period

In the year-to-date period, CSWI achieves a 73.35% return, which is significantly higher than SIEGY's 8.53% return.


CSWI

YTD

73.35%

1M

-13.01%

6M

35.20%

1Y

76.82%

5Y*

36.81%

10Y*

N/A

SIEGY

YTD

8.53%

1M

6.80%

6M

9.79%

1Y

9.88%

5Y*

13.99%

10Y*

10.56%

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Risk-Adjusted Performance

CSWI vs. SIEGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSW Industrials, Inc. (CSWI) 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 CSWI, currently valued at 2.45, compared to the broader market-4.00-2.000.002.002.450.42
The chart of Sortino ratio for CSWI, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.003.180.74
The chart of Omega ratio for CSWI, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.09
The chart of Calmar ratio for CSWI, currently valued at 4.52, compared to the broader market0.002.004.006.004.520.61
The chart of Martin ratio for CSWI, currently valued at 19.43, compared to the broader market-5.000.005.0010.0015.0020.0025.0019.431.57
CSWI
SIEGY

The current CSWI Sharpe Ratio is 2.45, which is higher than the SIEGY Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of CSWI 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.45
0.42
CSWI
SIEGY

Dividends

CSWI vs. SIEGY - Dividend Comparison

CSWI's dividend yield for the trailing twelve months is around 0.24%, less than SIEGY's 2.59% yield.


TTM20232022202120202019201820172016201520142013
CSWI
CSW Industrials, Inc.
0.24%0.36%0.57%0.48%0.48%0.53%0.00%0.00%0.00%0.00%0.00%0.00%
SIEGY
Siemens Aktiengesellschaft
2.59%2.43%3.29%2.46%11.57%3.31%3.89%8.10%3.06%3.90%3.65%5.01%

Drawdowns

CSWI vs. SIEGY - Drawdown Comparison

The maximum CSWI drawdown since its inception was -32.32%, smaller than the maximum SIEGY drawdown of -71.40%. Use the drawdown chart below to compare losses from any high point for CSWI and SIEGY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.04%
-3.90%
CSWI
SIEGY

Volatility

CSWI vs. SIEGY - Volatility Comparison

CSW Industrials, Inc. (CSWI) has a higher volatility of 8.61% compared to Siemens Aktiengesellschaft (SIEGY) at 5.53%. This indicates that CSWI'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%JulyAugustSeptemberOctoberNovemberDecember
8.61%
5.53%
CSWI
SIEGY

Financials

CSWI vs. SIEGY - Financials Comparison

This section allows you to compare key financial metrics between CSW Industrials, Inc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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