SIE.DE vs. HLMA.L
SIE.DE (Siemens Aktiengesellschaft) and HLMA.L (Halma plc) are both stocks. Both are in the Industrials sector — SIE.DE in Specialty Industrial Machinery, HLMA.L in Conglomerates. Over the past 10 years, SIE.DE returned 15.64%/yr vs 17.29%/yr for HLMA.L. At a 0.47 correlation, their price movements are largely independent.
Performance
SIE.DE vs. HLMA.L - Performance Comparison
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Different Trading Currencies
SIE.DE is traded in EUR, while HLMA.L is traded in GBp. To make them comparable, the HLMA.L 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 16.18% return, which is significantly lower than HLMA.L's 34.73% return. Over the past 10 years, SIE.DE has underperformed HLMA.L with an annualized return of 15.64%, while HLMA.L has yielded a comparatively higher 17.29% annualized return.
SIE.DE
- 1D
- -1.07%
- 1M
- 2.68%
- YTD
- 16.18%
- 6M
- 19.01%
- 1Y
- 26.98%
- 3Y*
- 22.64%
- 5Y*
- 17.88%
- 10Y*
- 15.64%
HLMA.L
- 1D
- 1.18%
- 1M
- 3.80%
- YTD
- 34.73%
- 6M
- 30.97%
- 1Y
- 55.56%
- 3Y*
- 25.59%
- 5Y*
- 12.85%
- 10Y*
- 17.29%
SIE.DE vs. HLMA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIE.DE Siemens Aktiengesellschaft | 16.18% | 29.80% | 14.13% | 34.91% | -12.68% | 33.35% | 16.29% | 24.95% | -13.25% | 2.79% |
HLMA.L Halma plc | 34.73% | 25.61% | 24.43% | 19.25% | -40.95% | 40.03% | 10.25% | 66.30% | 8.13% | 36.50% |
Correlation
The correlation between SIE.DE and HLMA.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.47 |
The correlation between SIE.DE and HLMA.L has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.
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Return for Risk
SIE.DE vs. HLMA.L — Risk / Return Rank
SIE.DE
HLMA.L
SIE.DE vs. HLMA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIE.DE) and Halma plc (HLMA.L). 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.DE | HLMA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.38 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 4.40 | -3.07 |
| Martin ratioReturn relative to average drawdown | 4.22 | 16.56 | -12.35 |
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
| SIE.DE | HLMA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.18 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.48 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.67 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.63 | -0.29 |
Drawdowns
SIE.DE vs. HLMA.L - Drawdown Comparison
The maximum SIE.DE drawdown since its inception was -73.39%, which is greater than HLMA.L's maximum drawdown of -51.88%. Use the drawdown chart below to compare losses from any high point for SIE.DE and HLMA.L.
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Drawdown Indicators
| SIE.DE | HLMA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.39% | -51.88% | -21.51% |
Max Drawdown (1Y)Largest decline over 1 year | -20.50% | -12.56% | -7.94% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -27.06% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -38.97% | -44.84% | +5.87% |
Max Drawdown (10Y)Largest decline over 10 years | -48.67% | -44.84% | -3.83% |
Current DrawdownCurrent decline from peak | -2.39% | -3.19% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -20.71% | -11.63% | -9.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.49% | 3.34% | +3.15% |
Volatility
SIE.DE vs. HLMA.L - Volatility Comparison
Siemens Aktiengesellschaft (SIE.DE) and Halma plc (HLMA.L) have volatilities of 8.86% and 8.79%, 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.DE | HLMA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.86% | 8.79% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 25.20% | 20.03% | +5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.41% | 25.44% | +6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.11% | 26.70% | +3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.09% | 25.85% | +2.24% |
Dividends
SIE.DE vs. HLMA.L - Dividend Comparison
SIE.DE's dividend yield for the trailing twelve months is around 1.97%, more than HLMA.L's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLMA.L Halma plc | 0.50% | 0.67% | 0.83% | 0.91% | 0.98% | 0.57% | 0.69% | 0.76% | 1.11% | 1.12% | 0.00% | 0.00% |
SIE.DE Siemens Aktiengesellschaft | 1.97% | 2.17% | 2.49% | 2.50% | 3.09% | 2.29% | 3.32% | 3.62% | 4.21% | 3.44% | 3.32% | 4.07% |
Financials
SIE.DE vs. HLMA.L - Financials Comparison
This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and Halma plc. 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 HLMA.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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