ENR.DE vs. 1ALV.MI
ENR.DE (Siemens Energy AG) and 1ALV.MI (Allianz SE) are both stocks. ENR.DE operates in Specialty Industrial Machinery (Industrials), while 1ALV.MI operates in Insurance - Diversified (Financial Services). Over the past 5 years, ENR.DE returned 43.14%/yr vs 16.64%/yr for 1ALV.MI. At a 0.31 correlation, their price movements are largely independent.
Performance
ENR.DE vs. 1ALV.MI - Performance Comparison
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Returns By Period
In the year-to-date period, ENR.DE achieves a 30.29% return, which is significantly higher than 1ALV.MI's -1.29% return.
ENR.DE
- 1D
- 1.71%
- 1M
- -7.87%
- YTD
- 30.29%
- 6M
- 31.21%
- 1Y
- 84.94%
- 3Y*
- 89.61%
- 5Y*
- 43.14%
- 10Y*
- —
1ALV.MI
- 1D
- 0.16%
- 1M
- -1.18%
- YTD
- -1.29%
- 6M
- 1.72%
- 1Y
- 13.34%
- 3Y*
- 26.48%
- 5Y*
- 16.64%
- 10Y*
- 15.35%
ENR.DE vs. 1ALV.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 30.29% | 138.98% | 319.83% | -31.74% | -21.43% | -25.03% | 36.30% |
1ALV.MI Allianz SE | -1.29% | 41.28% | 27.38% | 24.91% | 3.79% | 7.10% | 23.84% |
Correlation
The correlation between ENR.DE and 1ALV.MI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
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 | 0.31 |
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Return for Risk
ENR.DE vs. 1ALV.MI — Risk / Return Rank
ENR.DE
1ALV.MI
ENR.DE vs. 1ALV.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and Allianz SE (1ALV.MI). 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.
| ENR.DE | 1ALV.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.10 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 0.83 | +2.41 |
| Martin ratioReturn relative to average drawdown | 11.40 | 2.07 | +9.33 |
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Drawdowns
ENR.DE vs. 1ALV.MI - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.51%, which is greater than 1ALV.MI's maximum drawdown of -72.36%. Use the drawdown chart below to compare losses from any high point for ENR.DE and 1ALV.MI.
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Drawdown Indicators
| ENR.DE | 1ALV.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.51% | -72.36% | -7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -26.08% | -11.81% | -14.27% |
Max Drawdown (3Y)Largest decline over 3 years | -70.62% | -12.25% | -58.37% |
Max Drawdown (5Y)Largest decline over 5 years | -74.46% | -27.58% | -46.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.02% | — |
Current DrawdownCurrent decline from peak | -16.75% | -5.35% | -11.40% |
Average DrawdownAverage peak-to-trough decline | -28.40% | -16.89% | -11.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.43% | 4.73% | +2.70% |
Volatility
ENR.DE vs. 1ALV.MI - Volatility Comparison
Siemens Energy AG (ENR.DE) has a higher volatility of 14.87% compared to Allianz SE (1ALV.MI) at 5.86%. This indicates that ENR.DE's price experiences larger fluctuations and is considered to be riskier than 1ALV.MI 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 | 1ALV.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.87% | 5.86% | +9.01% |
Volatility (6M)Calculated over the trailing 6-month period | 36.31% | 14.53% | +21.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.93% | 20.20% | +28.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.07% | 21.12% | +30.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.46% | 23.23% | +27.23% |
Dividends
ENR.DE vs. 1ALV.MI - Dividend Comparison
ENR.DE's dividend yield for the trailing twelve months is around 0.45%, less than 1ALV.MI's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1ALV.MI Allianz SE | 4.62% | 3.93% | 4.77% | 4.76% | 5.35% | 4.69% | 4.80% | 4.11% | 4.51% | 3.96% | 4.68% | 4.18% |
ENR.DE Siemens Energy AG | 0.45% | 0.00% | 0.00% | 0.00% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ENR.DE vs. 1ALV.MI - Financials Comparison
This section allows you to compare key financial metrics between Siemens Energy AG and Allianz SE. 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
ENR.DE and 1ALV.MI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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