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ENR.DE vs. SAABY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

ENR.DE vs. SAABY

Last updated Jun 13, 2026

ENR.DE (Siemens Energy AG) and SAABY (Saab AB (publ)) are both stocks. Both are in the Industrials sector — ENR.DE in Specialty Industrial Machinery, SAABY in Aerospace & Defense. Over the past 5 years, ENR.DE returned 44.76%/yr vs 52.11%/yr for SAABY. At a 0.07 correlation, their price movements are largely independent.

Performance

ENR.DE vs. SAABY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Siemens Energy AG (ENR.DE) and Saab AB (publ) (SAABY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ENR.DE is traded in EUR, while SAABY is traded in USD. To make them comparable, the SAABY 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 higher than SAABY's -3.12% return.

ENR.DE

1D
4.48%
1M
-13.23%
YTD
28.10%
6M
29.12%
1Y
81.84%
3Y*
86.70%
5Y*
44.76%
10Y*
—

SAABY

1D
-3.62%
1M
5.67%
YTD
-3.12%
6M
2.49%
1Y
14.68%
3Y*
56.32%
5Y*
52.11%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENR.DE vs. SAABY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ENR.DE
Siemens Energy AG		28.10%138.98%319.83%-31.74%-21.43%-25.03%36.30%
SAABY
Saab AB (publ)		-3.12%144.63%49.09%42.66%77.64%-44.96%-4.79%

Correlation

The correlation between ENR.DE and SAABY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2020

0.07

Over the past year, ENR.DE and SAABY have become more correlated (0.31) than their long-term average of 0.07, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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Siemens Energy AG

Saab AB (publ)

Often compared with ENR.DE:
ENR.DE vs. SMNEYENR.DE vs. GEENR.DE vs. SIEMENS.NSENR.DE vs. WGSENR.DE vs. TEP.PAENR.DE vs. SHL.DEENR.DE vs. ^GSPC
Often compared with SAABY:
SAABY vs. RHM.DESAABY vs. KBGGYSAABY vs. NOVO-B.COSAABY vs. LDO.MISAABY vs. HO.PASAABY vs. RNMBYSAABY vs. HAG.DE

Return for Risk

ENR.DE vs. SAABY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ENR.DE
ENR.DE Risk / Return Rank: 8383
Overall Rank
ENR.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ENR.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
ENR.DE Omega Ratio Rank: 7777
Omega Ratio Rank
ENR.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
ENR.DE Martin Ratio Rank: 9090
Martin Ratio Rank
SAABY
SAABY Risk / Return Rank: 5454
Overall Rank
SAABY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SAABY Sortino Ratio Rank: 5353
Sortino Ratio Rank
SAABY Omega Ratio Rank: 5050
Omega Ratio Rank
SAABY Calmar Ratio Rank: 5454
Calmar Ratio Rank
SAABY Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENR.DE vs. SAABY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and Saab AB (publ) (SAABY). 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.DESAABYDifference
Sharpe ratioReturn per unit of total volatility
1.63
0.37

+1.26

Sortino ratioReturn per unit of downside risk
2.23
0.88

+1.36

Omega ratioGain probability vs. loss probability

1.27

1.10

+0.17

Calmar ratioReturn relative to maximum drawdown

3.05

0.49

+2.56

Martin ratioReturn relative to average drawdown

10.84

1.23

+9.61

ENR.DE vs. SAABY - Sharpe Ratio Comparison

The current ENR.DE Sharpe Ratio is 1.63, which is higher than the SAABY Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of ENR.DE and SAABY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ENR.DE vs. SAABY - Drawdown Comparison

The maximum ENR.DE drawdown since its inception was -79.51%, which is greater than SAABY's maximum drawdown of -51.44%. Use the drawdown chart below to compare losses from any high point for ENR.DE and SAABY.

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Drawdown Indicators

ENR.DESAABYDifference

Max Drawdown

Largest peak-to-trough decline

-79.51%

-51.44%

-28.07%

Max Drawdown (1Y)

Largest decline over 1 year

-26.08%

-35.50%

+9.42%

Max Drawdown (3Y)

Largest decline over 3 years

-70.62%

-35.50%

-35.12%

Max Drawdown (5Y)

Largest decline over 5 years

-74.46%

-35.50%

-38.96%

Current Drawdown

Current decline from peak

-18.14%

-29.89%

+11.75%

Average Drawdown

Average peak-to-trough decline

-28.41%

-16.21%

-12.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

14.09%

-6.74%

Volatility

ENR.DE vs. SAABY - Volatility Comparison

Siemens Energy AG (ENR.DE) and Saab AB (publ) (SAABY) have volatilities of 15.19% and 14.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ENR.DESAABYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.19%

14.77%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

36.28%

32.06%

+4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

48.84%

46.88%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.08%

46.92%

+5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.48%

57.42%

-6.94%

Dividends

ENR.DE vs. SAABY - Dividend Comparison

ENR.DE's dividend yield for the trailing twelve months is around 0.46%, more than SAABY's 0.43% yield.

PositionTTM20252024202320222021
ENR.DE
Siemens Energy AG		0.46%0.00%0.00%0.00%0.57%0.00%
SAABY
Saab AB (publ)		0.43%0.36%0.73%0.84%1.24%2.19%

Financials

ENR.DE vs. SAABY - Financials Comparison

This section allows you to compare key financial metrics between Siemens Energy AG and Saab AB (publ). You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.

Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities

Please note, different currencies. ENR.DE values in EUR, SAABY values in SEK

Frequently Asked Questions

ENR.DE and SAABY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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