NVDA vs. ENR.DE
NVDA (NVIDIA Corporation) and ENR.DE (Siemens Energy AG) are both stocks. NVDA operates in Semiconductors (Technology), while ENR.DE operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, NVDA returned 64.54%/yr vs 43.56%/yr for ENR.DE. At a 0.30 correlation, their price movements are largely independent.
Performance
NVDA vs. ENR.DE - Performance Comparison
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Different Trading Currencies
NVDA 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, NVDA achieves a 12.01% return, which is significantly lower than ENR.DE's 29.07% return.
NVDA
- 1D
- 1.73%
- 1M
- -2.94%
- YTD
- 12.01%
- 6M
- 12.58%
- 1Y
- 47.43%
- 3Y*
- 75.35%
- 5Y*
- 64.54%
- 10Y*
- 68.47%
ENR.DE
- 1D
- 0.00%
- 1M
- -13.41%
- YTD
- 29.07%
- 6M
- 33.63%
- 1Y
- 80.70%
- 3Y*
- 92.75%
- 5Y*
- 43.56%
- 10Y*
- —
NVDA vs. ENR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 12.01% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 1.44% |
ENR.DE Siemens Energy AG | 29.07% | 169.80% | 295.82% | -29.58% | -25.76% | -30.95% | 43.65% |
Correlation
The correlation between NVDA and ENR.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2020 | 0.30 |
The correlation between NVDA and ENR.DE shifts across timeframes, from 0.27 (3 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NVDA vs. ENR.DE — Risk / Return Rank
NVDA
ENR.DE
NVDA vs. ENR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) 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.
| NVDA | ENR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 4.52 | -2.17 |
| Martin ratioReturn relative to average drawdown | 5.73 | 11.74 | -6.00 |
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
| NVDA | ENR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.76 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.25 | 0.81 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.79 | -0.17 |
Drawdowns
NVDA vs. ENR.DE - Drawdown Comparison
The maximum NVDA drawdown since its inception was -89.72%, which is greater than ENR.DE's maximum drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for NVDA and ENR.DE.
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Drawdown Indicators
| NVDA | ENR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.72% | -82.20% | -7.52% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -18.83% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -36.88% | -71.76% | +34.88% |
Max Drawdown (5Y)Largest decline over 5 years | -66.34% | -77.19% | +10.85% |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | — | — |
Current DrawdownCurrent decline from peak | -11.39% | -17.32% | +5.93% |
Average DrawdownAverage peak-to-trough decline | -36.20% | -31.74% | -4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.30% | 7.27% | +1.03% |
Volatility
NVDA vs. ENR.DE - Volatility Comparison
NVIDIA Corporation (NVDA) has a higher volatility of 13.14% compared to Siemens Energy AG (ENR.DE) at 12.21%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier 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
| NVDA | ENR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.14% | 12.21% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 26.37% | 35.60% | -9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.81% | 48.52% | -13.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.75% | 53.18% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.85% | 51.55% | -1.70% |
Dividends
NVDA vs. ENR.DE - Dividend Comparison
NVDA's dividend yield for the trailing twelve months is around 0.14%, less than ENR.DE's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENR.DE Siemens Energy AG | 0.44% | 0.00% | 0.00% | 0.00% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
Financials
NVDA vs. ENR.DE - Financials Comparison
This section allows you to compare key financial metrics between NVIDIA Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NVDA and ENR.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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