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ENR.DE vs. WRT1V.HE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

ENR.DE vs. WRT1V.HE

Last updated Jun 13, 2026

ENR.DE (Siemens Energy AG) and WRT1V.HE (Wärtsilä Oyj Abp) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 5 years, ENR.DE returned 44.76%/yr vs 25.50%/yr for WRT1V.HE. At a 0.44 correlation, their price movements are largely independent.

Performance

ENR.DE vs. WRT1V.HE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Siemens Energy AG (ENR.DE) and Wärtsilä Oyj Abp (WRT1V.HE). The values are adjusted to include any dividend payments, if applicable.

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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 WRT1V.HE's 11.37% 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*
—

WRT1V.HE

1D
0.61%
1M
-8.67%
YTD
11.37%
6M
11.37%
1Y
77.35%
3Y*
47.18%
5Y*
25.50%
10Y*
14.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENR.DE vs. WRT1V.HE - 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%
WRT1V.HE
Wärtsilä Oyj Abp		11.37%81.45%32.93%71.27%-34.36%54.60%29.16%

Correlation

The correlation between ENR.DE and WRT1V.HE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.56

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

0.45

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

0.48

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

0.44

The correlation between ENR.DE and WRT1V.HE shifts across timeframes, from 0.44 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Siemens Energy AG

Wärtsilä Oyj Abp

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 WRT1V.HE:
WRT1V.HE vs. ENVXWRT1V.HE vs. IDCCWRT1V.HE vs. ONWRT1V.HE vs. NGD.TOWRT1V.HE vs. AGI.TOWRT1V.HE vs. APPWRT1V.HE vs. BAMI.MI

Return for Risk

ENR.DE vs. WRT1V.HE — 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
WRT1V.HE
WRT1V.HE Risk / Return Rank: 8989
Overall Rank
WRT1V.HE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WRT1V.HE Sortino Ratio Rank: 8787
Sortino Ratio Rank
WRT1V.HE Omega Ratio Rank: 8787
Omega Ratio Rank
WRT1V.HE Calmar Ratio Rank: 9191
Calmar Ratio Rank
WRT1V.HE Martin Ratio Rank: 9191
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. WRT1V.HE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (ENR.DE) and Wärtsilä Oyj Abp (WRT1V.HE). 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.DEWRT1V.HEDifference
Sharpe ratioReturn per unit of total volatility
1.63
2.14

-0.51

Sortino ratioReturn per unit of downside risk
2.23
2.71

-0.47

Omega ratioGain probability vs. loss probability

1.27

1.36

-0.09

Calmar ratioReturn relative to maximum drawdown

3.05

4.41

-1.36

Martin ratioReturn relative to average drawdown

10.84

12.03

-1.19

ENR.DE vs. WRT1V.HE - Sharpe Ratio Comparison

The current ENR.DE Sharpe Ratio is 1.63, which is comparable to the WRT1V.HE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ENR.DE and WRT1V.HE, 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. WRT1V.HE - Drawdown Comparison

The maximum ENR.DE drawdown since its inception was -79.51%, which is greater than WRT1V.HE's maximum drawdown of -71.45%. Use the drawdown chart below to compare losses from any high point for ENR.DE and WRT1V.HE.

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Drawdown Indicators

ENR.DEWRT1V.HEDifference

Max Drawdown

Largest peak-to-trough decline

-79.51%

-71.45%

-8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-26.08%

-17.23%

-8.85%

Max Drawdown (3Y)

Largest decline over 3 years

-70.62%

-30.78%

-39.84%

Max Drawdown (5Y)

Largest decline over 5 years

-74.46%

-50.49%

-23.97%

Max Drawdown (10Y)

Largest decline over 10 years

—

-71.45%

—

Current Drawdown

Current decline from peak

-18.14%

-16.58%

-1.56%

Average Drawdown

Average peak-to-trough decline

-28.41%

-18.75%

-9.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

6.30%

+1.05%

Volatility

ENR.DE vs. WRT1V.HE - Volatility Comparison

Siemens Energy AG (ENR.DE) has a higher volatility of 15.19% compared to Wärtsilä Oyj Abp (WRT1V.HE) at 13.04%. This indicates that ENR.DE's price experiences larger fluctuations and is considered to be riskier than WRT1V.HE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ENR.DEWRT1V.HEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.19%

13.04%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

36.28%

27.27%

+9.01%

Volatility (1Y)

Calculated over the trailing 1-year period

48.84%

35.61%

+13.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.08%

34.36%

+17.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.48%

34.42%

+16.06%

Dividends

ENR.DE vs. WRT1V.HE - Dividend Comparison

ENR.DE's dividend yield for the trailing twelve months is around 0.46%, less than WRT1V.HE's 3.06% yield.

PositionTTM20252024202320222021202020192018201720162015
ENR.DE
Siemens Energy AG		0.46%0.00%0.00%0.00%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WRT1V.HE
Wärtsilä Oyj Abp		3.06%1.45%1.87%1.98%3.05%1.62%5.89%4.87%6.62%7.42%8.43%8.19%

Financials

ENR.DE vs. WRT1V.HE - Financials Comparison

This section allows you to compare key financial metrics between Siemens Energy AG and Wärtsilä Oyj Abp. 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

Values in EUR except per share items

Frequently Asked Questions

ENR.DE and WRT1V.HE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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