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

Performance

SAUHY vs. ENR.DE - Performance Comparison

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

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SAUHY vs. ENR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SAUHY
Straumann Holding AG ADR
-9.79%-5.91%-22.01%43.22%5.25%79.03%24.90%
ENR.DE
Siemens Energy AG
25.30%169.80%295.82%-29.17%-25.78%-30.95%49.07%
Different Trading Currencies

SAUHY 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, SAUHY achieves a -9.79% return, which is significantly lower than ENR.DE's 25.30% return.


SAUHY

1D
1.84%
1M
-8.21%
YTD
-9.79%
6M
-3.13%
1Y
-12.22%
3Y*
-10.32%
5Y*
10.07%
10Y*

ENR.DE

1D
7.39%
1M
-7.01%
YTD
25.30%
6M
45.06%
1Y
194.09%
3Y*
100.63%
5Y*
37.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SAUHY vs. ENR.DE — Risk / Return Rank

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

SAUHY
SAUHY Risk / Return Rank: 2525
Overall Rank
SAUHY Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SAUHY Sortino Ratio Rank: 2323
Sortino Ratio Rank
SAUHY Omega Ratio Rank: 2323
Omega Ratio Rank
SAUHY Calmar Ratio Rank: 2828
Calmar Ratio Rank
SAUHY Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for Straumann Holding AG ADR (SAUHY) 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.


SAUHYENR.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.34

4.00

-4.34

Sortino ratio

Return per unit of downside risk

-0.27

3.93

-4.20

Omega ratio

Gain probability vs. loss probability

0.97

1.50

-0.53

Calmar ratio

Return relative to maximum drawdown

-0.39

10.07

-10.46

Martin ratio

Return relative to average drawdown

-0.89

30.14

-31.03

SAUHY vs. ENR.DE - Sharpe Ratio Comparison

The current SAUHY Sharpe Ratio is -0.34, which is lower than the ENR.DE Sharpe Ratio of 4.00. The chart below compares the historical Sharpe Ratios of SAUHY 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


SAUHYENR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

4.00

-4.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.70

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.83

-0.54

Correlation

The correlation between SAUHY and ENR.DE is 0.25, 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

SAUHY vs. ENR.DE - Dividend Comparison

SAUHY's dividend yield for the trailing twelve months is around 0.62%, more than ENR.DE's 0.46% yield.


TTM2025202420232022202120202019
SAUHY
Straumann Holding AG ADR
0.62%0.56%1.06%0.54%0.32%0.28%0.28%0.30%
ENR.DE
Siemens Energy AG
0.46%0.00%0.00%0.83%0.57%0.00%0.00%0.00%

Drawdowns

SAUHY vs. ENR.DE - Drawdown Comparison

The maximum SAUHY drawdown since its inception was -49.95%, smaller than the maximum ENR.DE drawdown of -82.10%. Use the drawdown chart below to compare losses from any high point for SAUHY and ENR.DE.


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Drawdown Indicators


SAUHYENR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.95%

-79.40%

+29.45%

Max Drawdown (1Y)

Largest decline over 1 year

-31.50%

-18.61%

-12.89%

Max Drawdown (5Y)

Largest decline over 5 years

-49.95%

-77.67%

+27.72%

Current Drawdown

Current decline from peak

-37.58%

-9.77%

-27.81%

Average Drawdown

Average peak-to-trough decline

-13.69%

-29.07%

+15.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.71%

5.99%

+7.72%

Volatility

SAUHY vs. ENR.DE - Volatility Comparison

The current volatility for Straumann Holding AG ADR (SAUHY) is 10.88%, while Siemens Energy AG (ENR.DE) has a volatility of 18.95%. This indicates that SAUHY 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


SAUHYENR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.88%

18.95%

-8.07%

Volatility (6M)

Calculated over the trailing 6-month period

23.52%

36.99%

-13.47%

Volatility (1Y)

Calculated over the trailing 1-year period

35.87%

48.27%

-12.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.68%

52.66%

+10.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.69%

51.56%

+3.13%

Financials

SAUHY vs. ENR.DE - Financials Comparison

This section allows you to compare key financial metrics between Straumann Holding AG ADR 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. SAUHY values in USD, ENR.DE values in EUR