ENR.DE vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Siemens Energy AG (ENR.DE) and S&P 500 Index (^GSPC).

Performance

ENR.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Siemens Energy AG (ENR.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

ENR.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ENR.DE Siemens Energy AG	26.95%	138.98%	319.83%	-31.34%	-21.45%	-25.03%	41.44%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.97%

Different Trading Currencies

ENR.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENR.DE achieves a 26.95% return, which is significantly higher than ^GSPC's -2.47% return.

ENR.DE

• 1D: 6.99%
• 1M: -6.25%
• YTD: 26.95%
• 6M: 46.76%
• 1Y: 173.73%
• 3Y*: 96.19%
• 5Y*: 37.79%
• 10Y*: —

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

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

Return for Risk

ENR.DE vs. ^GSPC — Risk / Return Rank

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

ENR.DE

ENR.DE Risk / Return Rank: 97
ENR.DE Sharpe Ratio Rank: 98
ENR.DE Sortino Ratio Rank: 96
ENR.DE Omega Ratio Rank: 93
ENR.DE Calmar Ratio Rank: 98
ENR.DE Martin Ratio Rank: 98

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

ENR.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and S&P 500 Index (^GSPC). 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.

	ENR.DE	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	3.63	0.43	+3.20
Sortino ratio Return per unit of downside risk	3.72	0.73	+2.99
Omega ratio Gain probability vs. loss probability	1.46	1.12	+0.35
Calmar ratio Return relative to maximum drawdown	9.18	0.66	+8.52
Martin ratio Return relative to average drawdown	28.52	2.77	+25.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENR.DE vs. ^GSPC - Sharpe Ratio Comparison

The current ENR.DE Sharpe Ratio is 3.63, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ENR.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ENR.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.63	0.43	+3.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.64	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.45	+0.40

Correlation

The correlation between ENR.DE and ^GSPC is 0.28, 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.

Drawdowns

ENR.DE vs. ^GSPC - Drawdown Comparison

The maximum ENR.DE drawdown since its inception was -79.40%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for ENR.DE and ^GSPC.

Drawdown Indicators

	ENR.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-79.40%	-56.78%	-22.62%
Max Drawdown (1Y) Largest decline over 1 year	-18.61%	-12.14%	-6.47%
Max Drawdown (5Y) Largest decline over 5 years	-77.67%	-25.43%	-52.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-9.77%	-5.78%	-3.99%
Average Drawdown Average peak-to-trough decline	-29.07%	-10.75%	-18.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.99%	2.60%	+3.39%

Volatility

ENR.DE vs. ^GSPC - Volatility Comparison

Siemens Energy AG (ENR.DE) has a higher volatility of 18.34% compared to S&P 500 Index (^GSPC) at 4.42%. This indicates that ENR.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENR.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.34%	4.42%	+13.92%
Volatility (6M) Calculated over the trailing 6-month period	36.41%	9.93%	+26.48%
Volatility (1Y) Calculated over the trailing 1-year period	47.69%	20.69%	+27.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.37%	16.81%	+34.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.32%	18.63%	+31.69%