ENR.DE vs. AHYQ.DE
ENR.DE (Siemens Energy AG) is a stock, while AHYQ.DE (Amundi MSCI World III UCITS ETF Dist) is Global Equities fund tracking the MSCI World. Over the past 3 years, ENR.DE returned 111.97%/yr vs 17.69%/yr for AHYQ.DE. At a 0.47 correlation, their price movements are largely independent.
Performance
ENR.DE vs. AHYQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ENR.DE achieves a 23.16% return, which is significantly higher than AHYQ.DE's 11.78% return.
ENR.DE
- 1D
- -0.73%
- 1M
- -8.71%
- 6M
- 9.84%
- YTD
- 23.16%
- 1Y
- 55.21%
- 3Y*
- 111.97%
- 5Y*
- 45.70%
- 10Y*
- —
AHYQ.DE
- 1D
- -1.09%
- 1M
- 0.49%
- 6M
- 9.09%
- YTD
- 11.78%
- 1Y
- 21.96%
- 3Y*
- 17.69%
- 5Y*
- —
- 10Y*
- —
ENR.DE vs. AHYQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ENR.DE Siemens Energy AG | 23.16% | 138.98% | 319.83% | -43.42% |
AHYQ.DE Amundi MSCI World III UCITS ETF Dist | 11.78% | 8.12% | 26.02% | 13.29% |
Correlation
The correlation between ENR.DE and AHYQ.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2023 | 0.47 |
The correlation between ENR.DE and AHYQ.DE shifts across timeframes, from 0.47 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ENR.DE vs. AHYQ.DE — Risk / Return Rank
ENR.DE
AHYQ.DE
ENR.DE vs. AHYQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and Amundi MSCI World III UCITS ETF Dist (AHYQ.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.
| ENR.DE | AHYQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.36 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 3.39 | -1.28 |
| Martin ratioReturn relative to average drawdown | 6.32 | 13.71 | -7.39 |
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Drawdowns
ENR.DE vs. AHYQ.DE - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.51%, which is greater than AHYQ.DE's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for ENR.DE and AHYQ.DE.
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Drawdown Indicators
| ENR.DE | AHYQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.51% | -21.77% | -57.74% |
Max Drawdown (1Y)Largest decline over 1 year | -26.08% | -6.45% | -19.63% |
Max Drawdown (3Y)Largest decline over 3 years | -56.87% | -21.77% | -35.10% |
Max Drawdown (5Y)Largest decline over 5 years | -72.87% | — | — |
Current DrawdownCurrent decline from peak | -21.30% | -1.13% | -20.17% |
Average DrawdownAverage peak-to-trough decline | -28.18% | -2.40% | -25.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.71% | 1.60% | +7.11% |
Volatility
ENR.DE vs. AHYQ.DE - Volatility Comparison
Siemens Energy AG (ENR.DE) has a higher volatility of 14.94% compared to Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) at 2.74%. This indicates that ENR.DE's price experiences larger fluctuations and is considered to be riskier than AHYQ.DE 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 | AHYQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.94% | 2.74% | +12.20% |
Volatility (6M)Calculated over the trailing 6-month period | 37.52% | 8.04% | +29.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.06% | 11.44% | +38.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.16% | 13.22% | +38.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.48% | 13.22% | +37.26% |
Dividends
ENR.DE vs. AHYQ.DE - Dividend Comparison
ENR.DE's dividend yield for the trailing twelve months is around 0.47%, less than AHYQ.DE's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AHYQ.DE Amundi MSCI World III UCITS ETF Dist | 1.22% | 1.37% | 1.74% | 1.93% | 0.00% |
ENR.DE Siemens Energy AG | 0.47% | 0.00% | 0.00% | 0.00% | 0.57% |
Frequently Asked Questions
ENR.DE and AHYQ.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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