SIE.DE vs. EOAN.DE
SIE.DE (Siemens Aktiengesellschaft) and EOAN.DE (E.ON SE) are both stocks. SIE.DE operates in Specialty Industrial Machinery (Industrials), while EOAN.DE operates in Utilities - Diversified (Utilities). Over the past 10 years, SIE.DE returned 14.63%/yr vs 14.50%/yr for EOAN.DE. At a 0.41 correlation, their price movements are largely independent.
Performance
SIE.DE vs. EOAN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SIE.DE achieves a 12.95% return, which is significantly lower than EOAN.DE's 17.59% return. Both investments have delivered pretty close results over the past 10 years, with SIE.DE having a 14.63% annualized return and EOAN.DE not far behind at 14.50%.
SIE.DE
- 1D
- 2.32%
- 1M
- -0.86%
- YTD
- 12.95%
- 6M
- 13.71%
- 1Y
- 24.28%
- 3Y*
- 20.02%
- 5Y*
- 17.09%
- 10Y*
- 14.63%
EOAN.DE
- 1D
- 0.11%
- 1M
- -1.76%
- YTD
- 17.59%
- 6M
- 23.97%
- 1Y
- 22.14%
- 3Y*
- 21.94%
- 5Y*
- 17.44%
- 10Y*
- 14.50%
SIE.DE vs. EOAN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIE.DE Siemens Aktiengesellschaft | 12.95% | 29.80% | 14.13% | 34.91% | -12.68% | 33.35% | 4.42% | 24.41% | -13.54% | 2.45% |
EOAN.DE E.ON SE | 17.59% | 48.75% | -3.59% | 36.05% | -19.50% | 40.86% | -0.29% | 15.46% | -1.65% | 39.17% |
Correlation
The correlation between SIE.DE and EOAN.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2006 | 0.41 |
Over the past year, the correlation between SIE.DE and EOAN.DE has dropped to 0.04 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
SIE.DE vs. EOAN.DE — Risk / Return Rank
SIE.DE
EOAN.DE
SIE.DE vs. EOAN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIE.DE) and E.ON SE (EOAN.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SIE.DE | EOAN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.05 | -0.86 |
| Martin ratioReturn relative to average drawdown | 3.78 | 4.61 | -0.83 |
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Drawdowns
SIE.DE vs. EOAN.DE - Drawdown Comparison
The maximum SIE.DE drawdown since its inception was -67.41%, smaller than the maximum EOAN.DE drawdown of -75.13%. Use the drawdown chart below to compare losses from any high point for SIE.DE and EOAN.DE.
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Drawdown Indicators
| SIE.DE | EOAN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.41% | -75.13% | +7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -20.23% | -10.73% | -9.50% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -23.36% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -38.97% | -37.05% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -49.26% | -37.05% | -12.21% |
Current DrawdownCurrent decline from peak | -5.10% | -6.56% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -14.99% | -43.51% | +28.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 4.79% | +1.62% |
Volatility
SIE.DE vs. EOAN.DE - Volatility Comparison
Siemens Aktiengesellschaft (SIE.DE) has a higher volatility of 8.93% compared to E.ON SE (EOAN.DE) at 6.15%. This indicates that SIE.DE's price experiences larger fluctuations and is considered to be riskier than EOAN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIE.DE | EOAN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.93% | 6.15% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 25.33% | 17.22% | +8.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.51% | 20.96% | +11.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.13% | 21.41% | +8.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.95% | 22.53% | +5.42% |
Dividends
SIE.DE vs. EOAN.DE - Dividend Comparison
SIE.DE's dividend yield for the trailing twelve months is around 2.02%, less than EOAN.DE's 3.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOAN.DE E.ON SE | 3.10% | 3.41% | 4.71% | 4.20% | 5.25% | 3.86% | 5.08% | 4.52% | 3.48% | 2.32% | 7.46% | 6.44% |
SIE.DE Siemens Aktiengesellschaft | 2.02% | 2.17% | 2.49% | 2.50% | 3.09% | 2.29% | 3.32% | 3.26% | 3.80% | 3.10% | 3.00% | 3.67% |
Financials
SIE.DE vs. EOAN.DE - Financials Comparison
This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and E.ON SE. 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
SIE.DE and EOAN.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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