SIE.DE vs. AMKBY
Compare and contrast key facts about Siemens Aktiengesellschaft (SIE.DE) and AP Moeller-Maersk AS (AMKBY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIE.DE or AMKBY.
Performance
SIE.DE vs. AMKBY - Performance Comparison
Returns By Period
In the year-to-date period, SIE.DE achieves a 7.64% return, which is significantly higher than AMKBY's 4.79% return. Over the past 10 years, SIE.DE has outperformed AMKBY with an annualized return of 11.37%, while AMKBY has yielded a comparatively lower 7.30% annualized return.
SIE.DE
7.64%
-4.18%
2.42%
23.88%
14.66%
11.37%
AMKBY
4.79%
12.88%
3.97%
23.32%
17.30%
7.30%
Fundamentals
| SIE.DE | AMKBY | |
|---|---|---|
| Market Cap | €139.37B | $25.66B |
| EPS | €9.96 | $1.19 |
| PE Ratio | 17.87 | 7.13 |
| PEG Ratio | 2.10 | 0.35 |
| Total Revenue (TTM) | €56.47B | $52.63B |
| Gross Profit (TTM) | €22.20B | $10.47B |
| EBITDA (TTM) | €9.42B | -$20.61B |
Key characteristics
| SIE.DE | AMKBY | |
|---|---|---|
| Sharpe Ratio | 0.92 | 0.58 |
| Sortino Ratio | 1.32 | 1.04 |
| Omega Ratio | 1.18 | 1.13 |
| Calmar Ratio | 1.22 | 0.55 |
| Martin Ratio | 3.19 | 1.29 |
| Ulcer Index | 6.97% | 19.50% |
| Daily Std Dev | 23.91% | 43.80% |
| Max Drawdown | -73.81% | -62.68% |
| Current Drawdown | -5.61% | -24.29% |
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Correlation
The correlation between SIE.DE and AMKBY is 0.40, 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.
Risk-Adjusted Performance
SIE.DE vs. AMKBY - Risk-Adjusted Performance 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.
Dividends
SIE.DE vs. AMKBY - Dividend Comparison
SIE.DE's dividend yield for the trailing twelve months is around 2.64%, less than AMKBY's 8.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIE.DE Siemens Aktiengesellschaft | 2.64% | 2.50% | 3.09% | 2.29% | 3.32% | 3.62% | 4.21% | 3.44% | 3.32% | 4.07% | 3.55% | 3.35% |
AMKBY AP Moeller-Maersk AS | 8.21% | 34.37% | 17.16% | 1.48% | 0.98% | 12.57% | 1.96% | 1.24% | 2.84% | 18.43% | 2.56% | 1.92% |
Drawdowns
SIE.DE vs. AMKBY - Drawdown Comparison
The maximum SIE.DE drawdown since its inception was -73.81%, which is greater than AMKBY's maximum drawdown of -62.68%. Use the drawdown chart below to compare losses from any high point for SIE.DE and AMKBY. For additional features, visit the drawdowns tool.
Volatility
SIE.DE vs. AMKBY - Volatility Comparison
The current volatility for Siemens Aktiengesellschaft (SIE.DE) is 9.61%, while AP Moeller-Maersk AS (AMKBY) has a volatility of 15.50%. This indicates that SIE.DE experiences smaller price fluctuations and is considered to be less risky than AMKBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities