ENR.DE vs. WGS

Last updated Apr 1, 2026

Compare and contrast key facts about Siemens Energy AG (ENR.DE) and GeneDx Holdings Corp. (WGS).

Performance

ENR.DE vs. WGS - Performance Comparison

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

ENR.DE vs. WGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ENR.DE Siemens Energy AG	18.65%	138.98%	319.83%	-31.34%	-21.45%	-25.03%	57.60%
WGS GeneDx Holdings Corp.	-49.84%	49.14%	2,879.41%	-69.36%	-93.72%	-56.58%	8.10%

Different Trading Currencies

ENR.DE is traded in EUR, while WGS is traded in USD. To make them comparable, the WGS 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 18.65% return, which is significantly higher than WGS's -49.84% return.

ENR.DE

• 1D: 0.18%
• 1M: -14.54%
• YTD: 18.65%
• 6M: 43.69%
• 1Y: 165.34%
• 3Y*: 91.82%
• 5Y*: 35.94%
• 10Y*: —

WGS

• 1D: 6.79%
• 1M: -17.62%
• YTD: -49.84%
• 6M: -39.51%
• 1Y: -32.16%
• 3Y*: 70.99%
• 5Y*: -34.74%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ENR.DE vs. WGS — 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: 97
ENR.DE Sharpe Ratio Rank: 98
ENR.DE Sortino Ratio Rank: 96
ENR.DE Omega Ratio Rank: 93
ENR.DE Calmar Ratio Rank: 98
ENR.DE Martin Ratio Rank: 98

WGS

WGS Risk / Return Rank: 29
WGS Sharpe Ratio Rank: 27
WGS Sortino Ratio Rank: 32
WGS Omega Ratio Rank: 32
WGS Calmar Ratio Rank: 27
WGS Martin Ratio Rank: 24

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. WGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and GeneDx Holdings Corp. (WGS). 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	WGS	Difference
Sharpe ratio Return per unit of total volatility	3.48	-0.39	+3.87
Sortino ratio Return per unit of downside risk	3.61	-0.03	+3.64
Omega ratio Gain probability vs. loss probability	1.45	1.00	+0.46
Calmar ratio Return relative to maximum drawdown	8.37	-0.53	+8.90
Martin ratio Return relative to average drawdown	25.49	-1.13	+26.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENR.DE vs. WGS - Sharpe Ratio Comparison

The current ENR.DE Sharpe Ratio is 3.48, which is higher than the WGS Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of ENR.DE and WGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ENR.DE	WGS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.48	-0.39	+3.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	-0.33	+1.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	-0.24	+1.06

Correlation

The correlation between ENR.DE and WGS is 0.17, 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.

Dividends

ENR.DE vs. WGS - Dividend Comparison

ENR.DE's dividend yield for the trailing twelve months is around 0.49%, while WGS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
ENR.DE Siemens Energy AG	0.49%	0.00%	0.00%	0.83%	0.57%
WGS GeneDx Holdings Corp.	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ENR.DE vs. WGS - Drawdown Comparison

The maximum ENR.DE drawdown since its inception was -79.40%, smaller than the maximum WGS drawdown of -99.84%. Use the drawdown chart below to compare losses from any high point for ENR.DE and WGS.

Drawdown Indicators

	ENR.DE	WGS	Difference
Max Drawdown Largest peak-to-trough decline	-79.40%	-99.85%	+20.45%
Max Drawdown (1Y) Largest decline over 1 year	-18.61%	-65.92%	+47.31%
Max Drawdown (5Y) Largest decline over 5 years	-77.67%	-99.78%	+22.11%
Current Drawdown Current decline from peak	-15.67%	-92.46%	+76.79%
Average Drawdown Average peak-to-trough decline	-29.08%	-83.03%	+53.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.11%	30.23%	-24.12%

Volatility

ENR.DE vs. WGS - Volatility Comparison

The current volatility for Siemens Energy AG (ENR.DE) is 17.32%, while GeneDx Holdings Corp. (WGS) has a volatility of 24.42%. This indicates that ENR.DE experiences smaller price fluctuations and is considered to be less risky than WGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENR.DE	WGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.32%	24.42%	-7.10%
Volatility (6M) Calculated over the trailing 6-month period	35.83%	47.11%	-11.28%
Volatility (1Y) Calculated over the trailing 1-year period	47.34%	81.85%	-34.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.28%	106.99%	-55.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.26%	105.97%	-55.71%

Financials