ENR.DE vs. PPFB.DE
ENR.DE (Siemens Energy AG) is a stock, while PPFB.DE (iShares Physical Gold ETC) is Precious Metals fund tracking the Gold. Over the past 3 years, ENR.DE returned 86.70%/yr vs 28.05%/yr for PPFB.DE. At a 0.07 correlation, their price movements are largely independent.
Performance
ENR.DE vs. PPFB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ENR.DE achieves a 28.10% return, which is significantly higher than PPFB.DE's 2.74% 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*
- —
PPFB.DE
- 1D
- 0.61%
- 1M
- -4.00%
- YTD
- 2.74%
- 6M
- 5.47%
- 1Y
- 31.35%
- 3Y*
- 28.05%
- 5Y*
- —
- 10Y*
- —
ENR.DE vs. PPFB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 28.10% | 138.98% | 319.83% | -31.74% | -21.43% | -1.88% |
PPFB.DE iShares Physical Gold ETC | 2.74% | 49.11% | 34.17% | 9.42% | 7.03% | 2.86% |
Correlation
The correlation between ENR.DE and PPFB.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.07 |
The correlation between ENR.DE and PPFB.DE shifts across timeframes, from 0.07 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ENR.DE vs. PPFB.DE — Risk / Return Rank
ENR.DE
PPFB.DE
ENR.DE vs. PPFB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and iShares Physical Gold ETC (PPFB.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 | PPFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 1.81 | +1.24 |
| Martin ratioReturn relative to average drawdown | 10.84 | 4.60 | +6.24 |
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Drawdowns
ENR.DE vs. PPFB.DE - Drawdown Comparison
The maximum ENR.DE drawdown since its inception was -79.51%, which is greater than PPFB.DE's maximum drawdown of -16.60%. Use the drawdown chart below to compare losses from any high point for ENR.DE and PPFB.DE.
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Drawdown Indicators
| ENR.DE | PPFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.51% | -16.60% | -62.91% |
Max Drawdown (1Y)Largest decline over 1 year | -26.08% | -16.60% | -9.48% |
Max Drawdown (3Y)Largest decline over 3 years | -71.01% | -16.60% | -54.41% |
Max Drawdown (5Y)Largest decline over 5 years | -74.46% | — | — |
Current DrawdownCurrent decline from peak | -18.14% | -15.00% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -28.41% | -4.42% | -23.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 6.55% | +0.80% |
Volatility
ENR.DE vs. PPFB.DE - Volatility Comparison
Siemens Energy AG (ENR.DE) has a higher volatility of 15.19% compared to iShares Physical Gold ETC (PPFB.DE) at 5.11%. This indicates that ENR.DE's price experiences larger fluctuations and is considered to be riskier than PPFB.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 | PPFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.19% | 5.11% | +10.08% |
Volatility (6M)Calculated over the trailing 6-month period | 36.28% | 20.18% | +16.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.84% | 23.12% | +25.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.08% | 16.13% | +35.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.48% | 16.13% | +34.35% |
Dividends
ENR.DE vs. PPFB.DE - Dividend Comparison
ENR.DE's dividend yield for the trailing twelve months is around 0.46%, while PPFB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 0.46% | 0.00% | 0.00% | 0.00% | 0.57% |
PPFB.DE iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ENR.DE and PPFB.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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