EZJ.L vs. SIE.DE
EZJ.L (EasyJet plc) and SIE.DE (Siemens Aktiengesellschaft) are both stocks. Both are in the Industrials sector — EZJ.L in Airlines, SIE.DE in Specialty Industrial Machinery. Over the past 10 years, EZJ.L returned -7.11%/yr vs 16.76%/yr for SIE.DE. At a 0.35 correlation, their price movements are largely independent.
Performance
EZJ.L vs. SIE.DE - Performance Comparison
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Different Trading Currencies
EZJ.L is traded in GBp, while SIE.DE is traded in EUR. To make them comparable, the SIE.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, EZJ.L achieves a -5.40% return, which is significantly lower than SIE.DE's 15.26% return. Over the past 10 years, EZJ.L has underperformed SIE.DE with an annualized return of -7.11%, while SIE.DE has yielded a comparatively higher 16.76% annualized return.
EZJ.L
- 1D
- 2.57%
- 1M
- 36.98%
- YTD
- -5.40%
- 6M
- -1.26%
- 1Y
- -17.46%
- 3Y*
- 1.11%
- 5Y*
- -8.69%
- 10Y*
- -7.11%
SIE.DE
- 1D
- -0.95%
- 1M
- 4.67%
- YTD
- 15.26%
- 6M
- 19.53%
- 1Y
- 30.86%
- 3Y*
- 22.82%
- 5Y*
- 18.05%
- 10Y*
- 16.76%
EZJ.L vs. SIE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EZJ.L EasyJet plc | -5.40% | -6.55% | 10.70% | 57.12% | -41.62% | -20.43% | -39.09% | 36.14% | -22.27% | 55.90% |
SIE.DE Siemens Aktiengesellschaft | 15.26% | 36.55% | 9.15% | 32.21% | -7.89% | 23.94% | 22.85% | 18.45% | -12.02% | 7.18% |
Correlation
The correlation between EZJ.L and SIE.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2007 | 0.35 |
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Return for Risk
EZJ.L vs. SIE.DE — Risk / Return Rank
EZJ.L
SIE.DE
EZJ.L vs. SIE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EasyJet plc (EZJ.L) and Siemens Aktiengesellschaft (SIE.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.
| EZJ.L | SIE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.19 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 1.50 | -1.92 |
| Martin ratioReturn relative to average drawdown | -0.77 | 4.73 | -5.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EZJ.L | SIE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 0.97 | -1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.60 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.15 | 0.60 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.36 | -0.25 |
Drawdowns
EZJ.L vs. SIE.DE - Drawdown Comparison
The maximum EZJ.L drawdown since its inception was -79.19%, which is greater than SIE.DE's maximum drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for EZJ.L and SIE.DE.
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Drawdown Indicators
| EZJ.L | SIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.19% | -64.08% | -15.11% |
Max Drawdown (1Y)Largest decline over 1 year | -40.62% | -20.55% | -20.07% |
Max Drawdown (3Y)Largest decline over 3 years | -40.62% | -25.67% | -14.95% |
Max Drawdown (5Y)Largest decline over 5 years | -65.66% | -37.19% | -28.47% |
Max Drawdown (10Y)Largest decline over 10 years | -79.19% | -43.89% | -35.30% |
Current DrawdownCurrent decline from peak | -63.56% | -2.19% | -61.37% |
Average DrawdownAverage peak-to-trough decline | -38.16% | -13.63% | -24.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.67% | 6.51% | +16.16% |
Volatility
EZJ.L vs. SIE.DE - Volatility Comparison
EasyJet plc (EZJ.L) has a higher volatility of 15.92% compared to Siemens Aktiengesellschaft (SIE.DE) at 8.67%. This indicates that EZJ.L's price experiences larger fluctuations and is considered to be riskier than SIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EZJ.L | SIE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.92% | 8.67% | +7.25% |
Volatility (6M)Calculated over the trailing 6-month period | 28.63% | 25.01% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.48% | 31.83% | +3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.99% | 29.97% | +9.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.01% | 27.71% | +18.30% |
Dividends
EZJ.L vs. SIE.DE - Dividend Comparison
EZJ.L's dividend yield for the trailing twelve months is around 2.81%, more than SIE.DE's 1.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZJ.L EasyJet plc | 2.81% | 2.37% | 0.80% | 0.00% | 0.00% | 0.00% | 6.28% | 4.89% | 4.40% | 4.36% | 6.52% | 3.10% |
SIE.DE Siemens Aktiengesellschaft | 1.97% | 2.17% | 2.49% | 2.50% | 3.09% | 2.29% | 3.32% | 3.62% | 4.21% | 3.44% | 3.32% | 4.07% |
Financials
EZJ.L vs. SIE.DE - Financials Comparison
This section allows you to compare key financial metrics between EasyJet plc and Siemens Aktiengesellschaft. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EZJ.L and SIE.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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