SIE.DE vs. SIEGY
Compare and contrast key facts about Siemens Aktiengesellschaft (SIE.DE) and Siemens Aktiengesellschaft (SIEGY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIE.DE or SIEGY.
Performance
SIE.DE vs. SIEGY - Performance Comparison
Returns By Period
In the year-to-date period, SIE.DE achieves a 11.37% return, which is significantly higher than SIEGY's 6.58% return. Over the past 10 years, SIE.DE has outperformed SIEGY with an annualized return of 11.75%, while SIEGY has yielded a comparatively lower 10.33% annualized return.
SIE.DE
11.37%
-0.86%
6.28%
27.47%
15.44%
11.75%
SIEGY
6.58%
-3.56%
3.11%
23.19%
14.17%
10.33%
Fundamentals
| SIE.DE | SIEGY | |
|---|---|---|
| Market Cap | €139.37B | $155.95B |
| EPS | €9.96 | $5.31 |
| PE Ratio | 17.87 | 17.97 |
| PEG Ratio | 2.10 | 2.02 |
| Total Revenue (TTM) | €56.47B | $56.47B |
| Gross Profit (TTM) | €22.20B | $22.20B |
| EBITDA (TTM) | €9.42B | $9.42B |
Key characteristics
| SIE.DE | SIEGY | |
|---|---|---|
| Sharpe Ratio | 1.11 | 0.98 |
| Sortino Ratio | 1.54 | 1.42 |
| Omega Ratio | 1.21 | 1.19 |
| Calmar Ratio | 1.45 | 1.41 |
| Martin Ratio | 3.80 | 3.73 |
| Ulcer Index | 6.96% | 6.73% |
| Daily Std Dev | 23.71% | 25.51% |
| Max Drawdown | -73.81% | -71.40% |
| Current Drawdown | -2.34% | -5.04% |
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Correlation
The correlation between SIE.DE and SIEGY is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SIE.DE vs. SIEGY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIE.DE) and Siemens Aktiengesellschaft (SIEGY). 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. SIEGY - Dividend Comparison
SIE.DE's dividend yield for the trailing twelve months is around 2.55%, less than SIEGY's 2.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIE.DE Siemens Aktiengesellschaft | 2.55% | 2.50% | 3.09% | 2.29% | 3.32% | 3.62% | 4.21% | 3.44% | 3.32% | 4.07% | 3.55% | 3.35% |
SIEGY Siemens Aktiengesellschaft | 2.64% | 2.43% | 3.29% | 2.46% | 11.57% | 3.31% | 3.89% | 8.10% | 3.06% | 3.90% | 3.65% | 5.01% |
Drawdowns
SIE.DE vs. SIEGY - Drawdown Comparison
The maximum SIE.DE drawdown since its inception was -73.81%, roughly equal to the maximum SIEGY drawdown of -71.40%. Use the drawdown chart below to compare losses from any high point for SIE.DE and SIEGY. For additional features, visit the drawdowns tool.
Volatility
SIE.DE vs. SIEGY - Volatility Comparison
Siemens Aktiengesellschaft (SIE.DE) has a higher volatility of 9.03% compared to Siemens Aktiengesellschaft (SIEGY) at 8.56%. This indicates that SIE.DE's price experiences larger fluctuations and is considered to be riskier than SIEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SIE.DE vs. SIEGY - Financials Comparison
This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and Siemens Aktiengesellschaft. 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