MA vs. SIE.DE
MA (Mastercard Incorporated) and SIE.DE (Siemens Aktiengesellschaft) are both stocks. MA operates in Credit Services (Financial Services), while SIE.DE operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, MA returned 18.40%/yr vs 15.89%/yr for SIE.DE. At a 0.31 correlation, their price movements are largely independent.
Performance
MA vs. SIE.DE - Performance Comparison
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Different Trading Currencies
MA is traded in USD, while SIE.DE is traded in EUR. To make them comparable, the SIE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MA achieves a -14.65% return, which is significantly lower than SIE.DE's 14.82% return. Over the past 10 years, MA has outperformed SIE.DE with an annualized return of 18.40%, while SIE.DE has yielded a comparatively lower 15.89% annualized return.
MA
- 1D
- -1.10%
- 1M
- -1.98%
- YTD
- -14.65%
- 6M
- -9.84%
- 1Y
- -17.21%
- 3Y*
- 10.21%
- 5Y*
- 6.59%
- 10Y*
- 18.40%
SIE.DE
- 1D
- -0.97%
- 1M
- 1.16%
- YTD
- 14.82%
- 6M
- 18.68%
- 1Y
- 29.41%
- 3Y*
- 25.98%
- 5Y*
- 16.78%
- 10Y*
- 15.89%
MA vs. SIE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MA Mastercard Incorporated | -14.65% | 9.04% | 24.17% | 23.40% | -2.66% | 1.16% | 20.19% | 59.16% | 25.31% | 47.69% |
SIE.DE Siemens Aktiengesellschaft | 14.82% | 46.53% | 7.60% | 39.17% | -17.49% | 22.83% | 27.65% | 22.31% | -17.33% | 17.32% |
Correlation
The correlation between MA and SIE.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | 0.31 |
Over the past year, the correlation between MA and SIE.DE has dropped to 0.10 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
MA vs. SIE.DE — Risk / Return Rank
MA
SIE.DE
MA vs. SIE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mastercard Incorporated (MA) 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.
| MA | SIE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.35 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.18 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 1.34 | -2.17 |
| Martin ratioReturn relative to average drawdown | -1.68 | 4.34 | -6.02 |
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
| MA | SIE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.78 | 0.88 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.51 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.53 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.28 | +0.56 |
Drawdowns
MA vs. SIE.DE - Drawdown Comparison
The maximum MA drawdown since its inception was -62.67%, smaller than the maximum SIE.DE drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for MA and SIE.DE.
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Drawdown Indicators
| MA | SIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -71.30% | +8.63% |
Max Drawdown (1Y)Largest decline over 1 year | -20.91% | -21.96% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | -29.45% | +8.54% |
Max Drawdown (5Y)Largest decline over 5 years | -28.25% | -45.94% | +17.69% |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | -52.49% | +11.49% |
Current DrawdownCurrent decline from peak | -18.55% | -2.55% | -16.00% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -17.73% | +7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.26% | 6.80% | +3.46% |
Volatility
MA vs. SIE.DE - Volatility Comparison
The current volatility for Mastercard Incorporated (MA) is 6.33%, while Siemens Aktiengesellschaft (SIE.DE) has a volatility of 9.31%. This indicates that MA experiences smaller price fluctuations and is considered to be less risky 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
| MA | SIE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 9.31% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 17.37% | 26.41% | -9.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.28% | 33.43% | -11.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 32.48% | -8.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.93% | 29.78% | -2.85% |
Dividends
MA vs. SIE.DE - Dividend Comparison
MA's dividend yield for the trailing twelve months is around 0.67%, less than SIE.DE's 1.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MA Mastercard Incorporated | 0.67% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
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
MA vs. SIE.DE - Financials Comparison
This section allows you to compare key financial metrics between Mastercard Incorporated 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
MA and SIE.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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