ENR.DE vs. JEDI.DE
ENR.DE (Siemens Energy AG) is a stock, while JEDI.DE (VanEck Space Innovators UCITS ETF) is Industrials Equities fund tracking the MVIS Global Space Industry ESG. Over the past 3 years, ENR.DE returned 87.75%/yr vs 65.71%/yr for JEDI.DE. At a 0.39 correlation, their price movements are largely independent.
Performance
ENR.DE vs. JEDI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ENR.DE achieves a 33.02% return, which is significantly lower than JEDI.DE's 76.99% return.
ENR.DE
- 1D
- -0.42%
- 1M
- -14.18%
- YTD
- 33.02%
- 6M
- 36.83%
- 1Y
- 81.09%
- 3Y*
- 87.75%
- 5Y*
- 44.85%
- 10Y*
- —
JEDI.DE
- 1D
- 1.31%
- 1M
- 19.10%
- YTD
- 76.99%
- 6M
- 94.69%
- 1Y
- 193.06%
- 3Y*
- 65.71%
- 5Y*
- —
- 10Y*
- —
ENR.DE vs. JEDI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 33.02% | 138.98% | 319.83% | -31.34% | 20.29% |
JEDI.DE VanEck Space Innovators UCITS ETF | 76.99% | 72.15% | 52.14% | 8.55% | 5.38% |
Correlation
The correlation between ENR.DE and JEDI.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.39 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ENR.DE vs. JEDI.DE — Risk / Return Rank
ENR.DE
JEDI.DE
ENR.DE vs. JEDI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and VanEck Space Innovators UCITS ETF (JEDI.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.
| ENR.DE | JEDI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.56 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 8.56 | -4.24 |
| Martin ratioReturn relative to average drawdown | 12.06 | 28.05 | -15.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ENR.DE | JEDI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 4.59 | -2.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 1.61 | -0.77 |
Drawdowns
ENR.DE vs. JEDI.DE - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.40%, which is greater than JEDI.DE's maximum drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for ENR.DE and JEDI.DE.
Loading charts...
Drawdown Indicators
| ENR.DE | JEDI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.40% | -30.10% | -49.30% |
Max Drawdown (1Y)Largest decline over 1 year | -18.61% | -23.53% | +4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -71.74% | -30.10% | -41.64% |
Max Drawdown (5Y)Largest decline over 5 years | -74.32% | — | — |
Current DrawdownCurrent decline from peak | -15.00% | -13.81% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -28.38% | -7.12% | -21.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.69% | 7.20% | -0.51% |
Volatility
ENR.DE vs. JEDI.DE - Volatility Comparison
The current volatility for Siemens Energy AG (ENR.DE) is 12.07%, while VanEck Space Innovators UCITS ETF (JEDI.DE) has a volatility of 18.13%. This indicates that ENR.DE experiences smaller price fluctuations and is considered to be less risky than JEDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ENR.DE | JEDI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 18.13% | -6.06% |
Volatility (6M)Calculated over the trailing 6-month period | 34.65% | 34.16% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.82% | 43.91% | +3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.87% | 32.38% | +19.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.35% | 32.38% | +17.97% |
Dividends
ENR.DE vs. JEDI.DE - Dividend Comparison
ENR.DE's dividend yield for the trailing twelve months is around 0.44%, while JEDI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 0.44% | 0.00% | 0.00% | 0.83% | 0.57% |
JEDI.DE VanEck Space Innovators UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ENR.DE and JEDI.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ENR.DE and JEDI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer