ENR.DE vs. GE
Compare and contrast key facts about Siemens Energy AG (ENR.DE) and General Electric Company (GE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENR.DE or GE.
Key characteristics
| ENR.DE | GE | |
|---|---|---|
| YTD Return | 224.58% | 80.20% |
| 1Y Return | 291.22% | 99.21% |
| 3Y Return (Ann) | 16.92% | 40.47% |
| Sharpe Ratio | 5.85 | 3.40 |
| Sortino Ratio | 5.37 | 3.90 |
| Omega Ratio | 1.72 | 1.58 |
| Calmar Ratio | 3.74 | 2.38 |
| Martin Ratio | 43.22 | 28.85 |
| Ulcer Index | 5.98% | 3.45% |
| Daily Std Dev | 45.15% | 29.32% |
| Max Drawdown | -79.40% | -85.53% |
| Current Drawdown | -4.25% | -5.97% |
Fundamentals
| ENR.DE | GE | |
|---|---|---|
| Market Cap | €32.14B | $197.67B |
| EPS | €0.66 | $5.08 |
| PE Ratio | 61.64 | 35.95 |
| Total Revenue (TTM) | €24.72B | $54.41B |
| Gross Profit (TTM) | €3.42B | $16.59B |
| EBITDA (TTM) | €3.17B | $9.19B |
Correlation
The correlation between ENR.DE and GE is 0.29, 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.
Performance
ENR.DE vs. GE - Performance Comparison
In the year-to-date period, ENR.DE achieves a 224.58% return, which is significantly higher than GE's 80.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ENR.DE vs. GE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and General Electric Company (GE). 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.
Dividends
ENR.DE vs. GE - Dividend Comparison
ENR.DE has not paid dividends to shareholders, while GE's dividend yield for the trailing twelve months is around 0.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 0.00% | 0.83% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GE General Electric Company | 0.49% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% |
Drawdowns
ENR.DE vs. GE - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.40%, smaller than the maximum GE drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for ENR.DE and GE. For additional features, visit the drawdowns tool.
Volatility
ENR.DE vs. GE - Volatility Comparison
The current volatility for Siemens Energy AG (ENR.DE) is 10.40%, while General Electric Company (GE) has a volatility of 11.90%. This indicates that ENR.DE experiences smaller price fluctuations and is considered to be less risky than GE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ENR.DE vs. GE - Financials Comparison
This section allows you to compare key financial metrics between Siemens Energy AG and General Electric Company. 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