MSFT vs. SIEGY
MSFT (Microsoft Corporation) and SIEGY (Siemens Aktiengesellschaft) are both stocks. MSFT operates in Software - Infrastructure (Technology), while SIEGY operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, MSFT returned 24.64%/yr vs 15.70%/yr for SIEGY. At a 0.40 correlation, their price movements are largely independent.
Performance
MSFT vs. SIEGY - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -14.48% return, which is significantly lower than SIEGY's 12.35% return. Over the past 10 years, MSFT has outperformed SIEGY with an annualized return of 24.64%, while SIEGY has yielded a comparatively lower 15.70% annualized return.
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
SIEGY
- 1D
- 0.66%
- 1M
- -1.90%
- YTD
- 12.35%
- 6M
- 15.52%
- 1Y
- 25.84%
- 3Y*
- 24.82%
- 5Y*
- 15.96%
- 10Y*
- 15.70%
MSFT vs. SIEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
SIEGY Siemens Aktiengesellschaft | 12.35% | 48.14% | 6.32% | 39.98% | -18.92% | 22.99% | 23.99% | 19.10% | -17.30% | 21.90% |
Correlation
The correlation between MSFT and SIEGY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 19, 2014 | 0.40 |
The correlation between MSFT and SIEGY shifts across timeframes, from 0.27 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MSFT:
$3.07T
SIEGY:
$242.00B
MSFT:
$16.79
SIEGY:
$4.91
MSFT:
24.52
SIEGY:
31.36
MSFT:
1.72
SIEGY:
1.16
MSFT:
9.65
SIEGY:
3.04
MSFT:
7.40
SIEGY:
3.75
MSFT:
$318.27B
SIEGY:
$80.02B
MSFT:
$217.41B
SIEGY:
$31.09B
MSFT:
$200.96B
SIEGY:
$14.55B
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Return for Risk
MSFT vs. SIEGY — Risk / Return Rank
MSFT
SIEGY
MSFT vs. SIEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Siemens Aktiengesellschaft (SIEGY). 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.
| MSFT | SIEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.16 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 1.12 | -1.47 |
| Martin ratioReturn relative to average drawdown | -0.73 | 3.65 | -4.38 |
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
| MSFT | SIEGY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 0.80 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.51 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.53 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.41 | +0.33 |
Drawdowns
MSFT vs. SIEGY - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than SIEGY's maximum drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for MSFT and SIEGY.
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Drawdown Indicators
| MSFT | SIEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -54.15% | -15.23% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -23.23% | -10.68% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -29.91% | -4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -46.02% | +8.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -54.15% | +17.00% |
Current DrawdownCurrent decline from peak | -23.56% | -4.81% | -18.75% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -12.84% | -8.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 7.10% | +9.03% |
Volatility
MSFT vs. SIEGY - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to Siemens Aktiengesellschaft (SIEGY) at 9.22%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than SIEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | SIEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 9.22% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 25.87% | -3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 32.64% | -7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 31.69% | -5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 29.57% | -2.51% |
Dividends
MSFT vs. SIEGY - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.86%, less than SIEGY's 2.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
SIEGY Siemens Aktiengesellschaft | 2.06% | 1.94% | 2.64% | 2.43% | 2.42% | 1.81% | 10.83% | 2.44% | 2.86% | 6.82% | 5.76% | 2.87% |
Financials
MSFT vs. SIEGY - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation 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
MSFT vs. SIEGY - Profitability Comparison
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
SIEGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported a gross profit of 7.81B and revenue of 20.08B. Therefore, the gross margin over that period was 38.9%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
SIEGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported an operating income of 2.51B and revenue of 20.08B, resulting in an operating margin of 12.5%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
SIEGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported a net income of 2.06B and revenue of 20.08B, resulting in a net margin of 10.3%.
Frequently Asked Questions
MSFT and SIEGY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to SIEGY (9.22%). In terms of maximum drawdown, MSFT dropped -69.38% vs SIEGY's -54.15%.
SIEGY currently has the higher Sharpe Ratio (0.80 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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