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

Performance

GE vs. ENR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Electric Company (GE) and Siemens Energy AG (ENR.DE). The values are adjusted to include any dividend payments, if applicable.

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GE vs. ENR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GE
General Electric Company
-7.74%85.73%64.83%95.71%-10.92%9.69%74.35%
ENR.DE
Siemens Energy AG
16.89%169.80%295.82%-29.17%-25.78%-30.95%49.07%
Different Trading Currencies

GE is traded in USD, while ENR.DE is traded in EUR. To make them comparable, the ENR.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GE achieves a -7.74% return, which is significantly lower than ENR.DE's 16.89% return.


GE

1D
3.85%
1M
-16.97%
YTD
-7.74%
6M
-5.42%
1Y
42.53%
3Y*
55.75%
5Y*
34.42%
10Y*
7.63%

ENR.DE

1D
1.15%
1M
-16.30%
YTD
16.89%
6M
41.73%
1Y
183.95%
3Y*
96.04%
5Y*
35.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GE vs. ENR.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GE
GE Risk / Return Rank: 7979
Overall Rank
GE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GE Sortino Ratio Rank: 7575
Sortino Ratio Rank
GE Omega Ratio Rank: 7676
Omega Ratio Rank
GE Calmar Ratio Rank: 7878
Calmar Ratio Rank
GE Martin Ratio Rank: 8585
Martin Ratio Rank

ENR.DE
ENR.DE Risk / Return Rank: 9797
Overall Rank
ENR.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ENR.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
ENR.DE Omega Ratio Rank: 9393
Omega Ratio Rank
ENR.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
ENR.DE Martin Ratio Rank: 9898
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.

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

This table presents a comparison of risk-adjusted performance metrics for General Electric Company (GE) and Siemens Energy AG (ENR.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.


GEENR.DEDifference

Sharpe ratio

Return per unit of total volatility

1.32

3.83

-2.51

Sortino ratio

Return per unit of downside risk

1.78

3.80

-2.02

Omega ratio

Gain probability vs. loss probability

1.26

1.48

-0.23

Calmar ratio

Return relative to maximum drawdown

2.05

9.26

-7.21

Martin ratio

Return relative to average drawdown

7.39

27.52

-20.13

GE vs. ENR.DE - Sharpe Ratio Comparison

The current GE Sharpe Ratio is 1.32, which is lower than the ENR.DE Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of GE and ENR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GEENR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

3.83

-2.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.67

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.80

-0.49

Correlation

The correlation between GE and ENR.DE is 0.31, 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

GE vs. ENR.DE - Dividend Comparison

GE's dividend yield for the trailing twelve months is around 0.55%, more than ENR.DE's 0.49% yield.


TTM20252024202320222021202020192018201720162015
GE
General Electric Company
0.55%0.47%0.67%0.25%0.38%0.34%0.37%4.12%4.89%4.81%2.94%2.95%
ENR.DE
Siemens Energy AG
0.49%0.00%0.00%0.83%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GE vs. ENR.DE - Drawdown Comparison

The maximum GE drawdown since its inception was -85.53%, roughly equal to the maximum ENR.DE drawdown of -82.10%. Use the drawdown chart below to compare losses from any high point for GE and ENR.DE.


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Drawdown Indicators


GEENR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-85.53%

-79.40%

-6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-20.85%

-18.61%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-46.55%

-77.67%

+31.12%

Max Drawdown (10Y)

Largest decline over 10 years

-81.18%

Current Drawdown

Current decline from peak

-17.80%

-15.67%

-2.13%

Average Drawdown

Average peak-to-trough decline

-25.83%

-29.08%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.78%

6.11%

-0.33%

Volatility

GE vs. ENR.DE - Volatility Comparison

The current volatility for General Electric Company (GE) is 11.14%, while Siemens Energy AG (ENR.DE) has a volatility of 17.97%. This indicates that GE experiences smaller price fluctuations and is considered to be less risky than ENR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GEENR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.14%

17.97%

-6.83%

Volatility (6M)

Calculated over the trailing 6-month period

22.18%

36.36%

-14.18%

Volatility (1Y)

Calculated over the trailing 1-year period

32.43%

47.88%

-15.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.37%

52.57%

-22.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.91%

51.49%

-15.58%

Financials

GE vs. ENR.DE - Financials Comparison

This section allows you to compare key financial metrics between General Electric Company and Siemens Energy AG. 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. GE values in USD, ENR.DE values in EUR