SIEGY vs. CWEN
SIEGY (Siemens Aktiengesellschaft) and CWEN (Clearway Energy, Inc.) are both stocks. SIEGY operates in Specialty Industrial Machinery (Industrials), while CWEN operates in Utilities - Renewable (Utilities). Over the past 10 years, SIEGY returned 15.98%/yr vs 15.45%/yr for CWEN. At a 0.29 correlation, their price movements are largely independent.
Performance
SIEGY vs. CWEN - Performance Comparison
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Returns By Period
In the year-to-date period, SIEGY achieves a 11.68% return, which is significantly lower than CWEN's 15.34% return. Both investments have delivered pretty close results over the past 10 years, with SIEGY having a 15.98% annualized return and CWEN not far behind at 15.45%.
SIEGY
- 1D
- -0.16%
- 1M
- -2.53%
- YTD
- 11.68%
- 6M
- 12.22%
- 1Y
- 23.99%
- 3Y*
- 22.88%
- 5Y*
- 15.84%
- 10Y*
- 15.98%
CWEN
- 1D
- -0.58%
- 1M
- -0.39%
- YTD
- 15.34%
- 6M
- 18.36%
- 1Y
- 24.39%
- 3Y*
- 14.23%
- 5Y*
- 11.37%
- 10Y*
- 15.45%
SIEGY vs. CWEN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIEGY Siemens Aktiengesellschaft | 11.68% | 48.14% | 6.32% | 39.98% | -18.92% | 22.99% | 23.99% | 19.10% | -17.30% | 21.90% |
CWEN Clearway Energy, Inc. | 15.34% | 35.48% | 0.87% | -8.93% | -7.89% | 17.83% | 67.04% | 21.37% | -2.11% | 26.92% |
Correlation
The correlation between SIEGY and CWEN is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 16, 2014 | 0.29 |
Fundamentals
SIEGY:
$240.57B
CWEN:
$1.31B
SIEGY:
€4.91
CWEN:
$0.02
SIEGY:
26.95
CWEN:
1.83K
SIEGY:
1.00
CWEN:
6.97
SIEGY:
2.61
CWEN:
2.46
SIEGY:
3.23
CWEN:
0.24
SIEGY:
€80.02B
CWEN:
$1.49B
SIEGY:
€31.09B
CWEN:
$543.00M
SIEGY:
€14.55B
CWEN:
$878.00M
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Return for Risk
SIEGY vs. CWEN — Risk / Return Rank
SIEGY
CWEN
SIEGY vs. CWEN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIEGY) and Clearway Energy, Inc. (CWEN). 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.
| SIEGY | CWEN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.73 | -0.69 |
| Martin ratioReturn relative to average drawdown | 3.37 | 3.88 | -0.51 |
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Drawdowns
SIEGY vs. CWEN - Drawdown Comparison
The maximum SIEGY drawdown since its inception was -54.15%, smaller than the maximum CWEN drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for SIEGY and CWEN.
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Drawdown Indicators
| SIEGY | CWEN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.15% | -79.41% | +25.26% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -14.15% | -9.08% |
Max Drawdown (3Y)Largest decline over 3 years | -29.91% | -36.78% | +6.87% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -52.09% | +6.07% |
Max Drawdown (10Y)Largest decline over 10 years | -54.15% | -52.09% | -2.06% |
Current DrawdownCurrent decline from peak | -5.37% | -9.19% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -35.39% | +22.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.14% | 6.30% | +0.84% |
Volatility
SIEGY vs. CWEN - Volatility Comparison
Siemens Aktiengesellschaft (SIEGY) has a higher volatility of 10.01% compared to Clearway Energy, Inc. (CWEN) at 9.15%. This indicates that SIEGY's price experiences larger fluctuations and is considered to be riskier than CWEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIEGY | CWEN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.01% | 9.15% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 26.19% | 22.05% | +4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.87% | 29.12% | +3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.74% | 30.26% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.56% | 31.28% | -1.72% |
Dividends
SIEGY vs. CWEN - Dividend Comparison
SIEGY's dividend yield for the trailing twelve months is around 2.07%, less than CWEN's 4.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWEN Clearway Energy, Inc. | 4.87% | 5.32% | 6.36% | 5.62% | 4.48% | 3.68% | 3.29% | 4.01% | 7.29% | 5.81% | 5.98% | 6.88% |
SIEGY Siemens Aktiengesellschaft | 2.07% | 1.94% | 2.64% | 2.43% | 2.42% | 1.81% | 10.83% | 2.44% | 2.86% | 6.82% | 5.76% | 2.87% |
Financials
SIEGY vs. CWEN - Financials Comparison
This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and Clearway Energy, Inc.. 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
SIEGY vs. CWEN - Profitability Comparison
SIEGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported a gross profit of 7.81B and revenue of 20.08B. Therefore, the gross margin over that period was 38.9%.
CWEN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Clearway Energy, Inc. reported a gross profit of 0.00 and revenue of 354.00M. Therefore, the gross margin over that period was 0.0%.
SIEGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported an operating income of 2.51B and revenue of 20.08B, resulting in an operating margin of 12.5%.
CWEN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Clearway Energy, Inc. reported an operating income of 20.00M and revenue of 354.00M, resulting in an operating margin of 5.7%.
SIEGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported a net income of 2.06B and revenue of 20.08B, resulting in a net margin of 10.3%.
CWEN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Clearway Energy, Inc. reported a net income of -163.00M and revenue of 354.00M, resulting in a net margin of -46.1%.
Frequently Asked Questions
SIEGY and CWEN have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIEGY has higher volatility (10.01%) compared to CWEN (9.15%). In terms of maximum drawdown, SIEGY dropped -54.15% vs CWEN's -79.41%.
CWEN currently has the higher Sharpe Ratio (0.84 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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