ENR.DE vs. AMAT
ENR.DE (Siemens Energy AG) and AMAT (Applied Materials, Inc.) are both stocks. ENR.DE operates in Specialty Industrial Machinery (Industrials), while AMAT operates in Semiconductor Equipment & Materials (Technology). Over the past 5 years, ENR.DE returned 44.76%/yr vs 35.25%/yr for AMAT. At a 0.28 correlation, their price movements are largely independent.
Performance
ENR.DE vs. AMAT - Performance Comparison
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Different Trading Currencies
ENR.DE is traded in EUR, while AMAT is traded in USD. To make them comparable, the AMAT 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 28.10% return, which is significantly lower than AMAT's 124.68% return.
ENR.DE
- 1D
- 4.48%
- 1M
- -13.35%
- YTD
- 28.10%
- 6M
- 29.12%
- 1Y
- 79.97%
- 3Y*
- 86.70%
- 5Y*
- 44.76%
- 10Y*
- —
AMAT
- 1D
- 2.73%
- 1M
- 31.73%
- YTD
- 124.68%
- 6M
- 122.63%
- 1Y
- 227.09%
- 3Y*
- 56.38%
- 5Y*
- 35.25%
- 10Y*
- 38.41%
ENR.DE vs. AMAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 28.10% | 138.98% | 319.83% | -31.74% | -21.43% | -25.03% | 36.30% |
AMAT Applied Materials, Inc. | 124.68% | 40.66% | 7.80% | 62.94% | -33.67% | 97.37% | 41.52% |
Correlation
The correlation between ENR.DE and AMAT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.28 |
The correlation between ENR.DE and AMAT shifts across timeframes, from 0.28 (3 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ENR.DE vs. AMAT — Risk / Return Rank
ENR.DE
AMAT
ENR.DE vs. AMAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and Applied Materials, Inc. (AMAT). 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 | AMAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.60 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 10.50 | -7.45 |
| Martin ratioReturn relative to average drawdown | 10.84 | 30.98 | -20.14 |
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Drawdowns
ENR.DE vs. AMAT - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.51%, which is greater than AMAT's maximum drawdown of -57.93%. Use the drawdown chart below to compare losses from any high point for ENR.DE and AMAT.
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Drawdown Indicators
| ENR.DE | AMAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.51% | -57.93% | -21.58% |
Max Drawdown (1Y)Largest decline over 1 year | -26.08% | -21.78% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -71.01% | -50.48% | -20.53% |
Max Drawdown (5Y)Largest decline over 5 years | -74.46% | -50.48% | -23.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.48% | — |
Current DrawdownCurrent decline from peak | -18.14% | 0.00% | -18.14% |
Average DrawdownAverage peak-to-trough decline | -28.41% | -21.04% | -7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 7.37% | -0.02% |
Volatility
ENR.DE vs. AMAT - Volatility Comparison
The current volatility for Siemens Energy AG (ENR.DE) is 15.19%, while Applied Materials, Inc. (AMAT) has a volatility of 19.80%. This indicates that ENR.DE experiences smaller price fluctuations and is considered to be less risky than AMAT 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 | AMAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.19% | 19.80% | -4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 36.28% | 37.71% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.84% | 48.38% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.08% | 43.37% | +8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.48% | 42.75% | +7.73% |
Dividends
ENR.DE vs. AMAT - Dividend Comparison
ENR.DE's dividend yield for the trailing twelve months is around 0.46%, more than AMAT's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 0.34% | 0.69% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% |
ENR.DE Siemens Energy AG | 0.46% | 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. AMAT - Financials Comparison
This section allows you to compare key financial metrics between Siemens Energy AG and Applied Materials, Inc.. 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 AMAT have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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