ENR.DE vs. ^GSPC
ENR.DE (Siemens Energy AG) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, ENR.DE returned 44.85%/yr vs 13.43%/yr for ^GSPC. At a 0.28 correlation, their price movements are largely independent.
Performance
ENR.DE vs. ^GSPC - Performance Comparison
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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 33.02% return, which is significantly higher than ^GSPC's 12.06% return.
ENR.DE
- 1D
- -0.42%
- 1M
- -12.64%
- YTD
- 33.02%
- 6M
- 36.77%
- 1Y
- 80.93%
- 3Y*
- 87.75%
- 5Y*
- 44.85%
- 10Y*
- —
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
ENR.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 33.02% | 138.98% | 319.83% | -31.34% | -21.45% | -25.03% | 41.44% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.97% |
Correlation
The correlation between ENR.DE and ^GSPC is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2020 | 0.28 |
The correlation between ENR.DE and ^GSPC shifts across timeframes, from 0.28 (5 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ENR.DE vs. ^GSPC — Risk / Return Rank
ENR.DE
^GSPC
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 ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 3.30 | +1.02 |
| Martin ratioReturn relative to average drawdown | 12.06 | 12.34 | -0.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ENR.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 2.04 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.80 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.51 | +0.34 |
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 -51.62%. Use the drawdown chart below to compare losses from any high point for ENR.DE and ^GSPC.
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Drawdown Indicators
| ENR.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.40% | -51.62% | -27.78% |
Max Drawdown (1Y)Largest decline over 1 year | -18.61% | -7.57% | -11.04% |
Max Drawdown (3Y)Largest decline over 3 years | -71.81% | -23.99% | -47.82% |
Max Drawdown (5Y)Largest decline over 5 years | -74.32% | -23.99% | -50.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -15.00% | -0.20% | -14.80% |
Average DrawdownAverage peak-to-trough decline | -28.38% | -9.08% | -19.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.69% | 2.02% | +4.67% |
Volatility
ENR.DE vs. ^GSPC - Volatility Comparison
Siemens Energy AG (ENR.DE) has a higher volatility of 12.07% compared to S&P 500 Index (^GSPC) at 2.24%. 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.
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Volatility by Period
| ENR.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 2.24% | +9.83% |
Volatility (6M)Calculated over the trailing 6-month period | 34.65% | 8.62% | +26.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.82% | 12.29% | +35.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.87% | 16.79% | +35.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.35% | 18.59% | +31.76% |
Frequently Asked Questions
ENR.DE and ^GSPC have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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