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SIE.DE vs. AMKBY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SIE.DE vs. AMKBY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Siemens Aktiengesellschaft (SIE.DE) and AP Moeller-Maersk AS (AMKBY). The values are adjusted to include any dividend payments, if applicable.

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SIE.DE vs. AMKBY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIE.DE
Siemens Aktiengesellschaft
-8.04%29.80%14.13%34.91%-12.68%33.35%16.29%24.95%-13.25%2.79%
AMKBY
AP Moeller-Maersk AS
12.58%34.03%7.06%5.08%-25.19%77.59%45.75%32.53%-24.05%-3.92%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SIE.DE achieves a -8.04% return, which is significantly lower than AMKBY's 12.58% return. Over the past 10 years, SIE.DE has underperformed AMKBY with an annualized return of 13.56%, while AMKBY has yielded a comparatively higher 16.26% annualized return.


SIE.DE

1D
4.69%
1M
-9.59%
YTD
-8.04%
6M
-4.98%
1Y
2.41%
3Y*
15.75%
5Y*
11.72%
10Y*
13.56%

AMKBY

1D
-0.91%
1M
-3.19%
YTD
12.58%
6M
29.55%
1Y
36.82%
3Y*
16.22%
5Y*
14.85%
10Y*
16.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SIE.DE vs. AMKBY — Risk / Return Rank

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

SIE.DE
SIE.DE Risk / Return Rank: 4141
Overall Rank
SIE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SIE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SIE.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SIE.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
SIE.DE Martin Ratio Rank: 4646
Martin Ratio Rank

AMKBY
AMKBY Risk / Return Rank: 7676
Overall Rank
AMKBY Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AMKBY Sortino Ratio Rank: 7272
Sortino Ratio Rank
AMKBY Omega Ratio Rank: 7070
Omega Ratio Rank
AMKBY Calmar Ratio Rank: 8080
Calmar Ratio Rank
AMKBY Martin Ratio Rank: 7878
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.

SIE.DE vs. AMKBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIE.DE) and AP Moeller-Maersk AS (AMKBY). 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.


SIE.DEAMKBYDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.91

-0.83

Sortino ratio

Return per unit of downside risk

0.32

1.46

-1.14

Omega ratio

Gain probability vs. loss probability

1.04

1.19

-0.14

Calmar ratio

Return relative to maximum drawdown

0.12

1.81

-1.69

Martin ratio

Return relative to average drawdown

0.38

4.32

-3.94

SIE.DE vs. AMKBY - Sharpe Ratio Comparison

The current SIE.DE Sharpe Ratio is 0.07, which is lower than the AMKBY Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SIE.DE and AMKBY, 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


SIE.DEAMKBYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.91

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.38

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.42

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.17

+0.15

Correlation

The correlation between SIE.DE and AMKBY is 0.30, 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

SIE.DE vs. AMKBY - Dividend Comparison

SIE.DE's dividend yield for the trailing twelve months is around 2.48%, less than AMKBY's 2.99% yield.


TTM20252024202320222021202020192018201720162015
SIE.DE
Siemens Aktiengesellschaft
2.48%2.17%2.49%2.50%3.09%2.29%3.32%3.62%4.21%3.44%3.32%4.07%
AMKBY
AP Moeller-Maersk AS
2.99%6.85%8.11%34.67%17.14%1.48%0.63%12.17%1.28%0.80%4.83%19.05%

Drawdowns

SIE.DE vs. AMKBY - Drawdown Comparison

The maximum SIE.DE drawdown since its inception was -73.39%, smaller than the maximum AMKBY drawdown of -78.83%. Use the drawdown chart below to compare losses from any high point for SIE.DE and AMKBY.


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Drawdown Indicators


SIE.DEAMKBYDifference

Max Drawdown

Largest peak-to-trough decline

-73.39%

-83.58%

+10.19%

Max Drawdown (1Y)

Largest decline over 1 year

-20.50%

-19.35%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-38.97%

-48.62%

+9.65%

Max Drawdown (10Y)

Largest decline over 10 years

-48.67%

-62.49%

+13.82%

Current Drawdown

Current decline from peak

-15.98%

-10.68%

-5.30%

Average Drawdown

Average peak-to-trough decline

-20.79%

-45.42%

+24.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.34%

8.15%

-1.81%

Volatility

SIE.DE vs. AMKBY - Volatility Comparison

Siemens Aktiengesellschaft (SIE.DE) and AP Moeller-Maersk AS (AMKBY) have volatilities of 11.32% and 11.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIE.DEAMKBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.32%

11.65%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

24.07%

26.25%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

32.85%

40.80%

-7.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.69%

39.64%

-9.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.73%

38.52%

-10.79%

Financials

SIE.DE vs. AMKBY - Financials Comparison

This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and AP Moeller-Maersk AS. 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. SIE.DE values in EUR, AMKBY values in USD