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SIEGY vs. ENB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SIEGY and ENB is 0.35, 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.


-0.50.00.51.00.3

Performance

SIEGY vs. ENB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siemens Aktiengesellschaft (SIEGY) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
502.17%
1,691.18%
SIEGY
ENB

Key characteristics

Sharpe Ratio

SIEGY:

0.37

ENB:

1.49

Sortino Ratio

SIEGY:

0.67

ENB:

2.17

Omega Ratio

SIEGY:

1.08

ENB:

1.26

Calmar Ratio

SIEGY:

0.54

ENB:

1.00

Martin Ratio

SIEGY:

1.39

ENB:

6.64

Ulcer Index

SIEGY:

6.89%

ENB:

3.25%

Daily Std Dev

SIEGY:

25.66%

ENB:

14.45%

Max Drawdown

SIEGY:

-71.40%

ENB:

-46.35%

Current Drawdown

SIEGY:

-4.32%

ENB:

-7.31%

Fundamentals

Market Cap

SIEGY:

$158.38B

ENB:

$90.39B

EPS

SIEGY:

$5.40

ENB:

$2.07

PE Ratio

SIEGY:

18.72

ENB:

20.00

PEG Ratio

SIEGY:

2.18

ENB:

1.72

Total Revenue (TTM)

SIEGY:

$77.29B

ENB:

$48.49B

Gross Profit (TTM)

SIEGY:

$30.13B

ENB:

$18.67B

EBITDA (TTM)

SIEGY:

$13.72B

ENB:

$17.99B

Returns By Period

In the year-to-date period, SIEGY achieves a 8.05% return, which is significantly lower than ENB's 21.23% return. Over the past 10 years, SIEGY has outperformed ENB with an annualized return of 10.60%, while ENB has yielded a comparatively lower 3.89% annualized return.


SIEGY

YTD

8.05%

1M

4.10%

6M

8.00%

1Y

10.31%

5Y*

13.83%

10Y*

10.60%

ENB

YTD

21.23%

1M

-5.28%

6M

20.99%

1Y

23.53%

5Y*

7.81%

10Y*

3.89%

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Risk-Adjusted Performance

SIEGY vs. ENB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIEGY) and Enbridge Inc. (ENB). 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.


Sharpe ratio
The chart of Sharpe ratio for SIEGY, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.371.49
The chart of Sortino ratio for SIEGY, currently valued at 0.67, compared to the broader market-4.00-2.000.002.004.000.672.17
The chart of Omega ratio for SIEGY, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.26
The chart of Calmar ratio for SIEGY, currently valued at 0.54, compared to the broader market0.002.004.006.000.541.00
The chart of Martin ratio for SIEGY, currently valued at 1.39, compared to the broader market0.0010.0020.001.396.64
SIEGY
ENB

The current SIEGY Sharpe Ratio is 0.37, which is lower than the ENB Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SIEGY and ENB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.37
1.49
SIEGY
ENB

Dividends

SIEGY vs. ENB - Dividend Comparison

SIEGY's dividend yield for the trailing twelve months is around 2.60%, less than ENB's 6.54% yield.


TTM20232022202120202019201820172016201520142013
SIEGY
Siemens Aktiengesellschaft
2.60%2.43%3.29%2.46%11.57%3.31%3.89%8.10%3.06%3.90%3.65%5.01%
ENB
Enbridge Inc.
6.54%7.29%6.79%6.86%7.56%5.57%6.69%4.73%3.78%4.41%2.47%2.82%

Drawdowns

SIEGY vs. ENB - Drawdown Comparison

The maximum SIEGY drawdown since its inception was -71.40%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for SIEGY and ENB. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.32%
-7.31%
SIEGY
ENB

Volatility

SIEGY vs. ENB - Volatility Comparison

Siemens Aktiengesellschaft (SIEGY) has a higher volatility of 5.64% compared to Enbridge Inc. (ENB) at 4.33%. This indicates that SIEGY's price experiences larger fluctuations and is considered to be riskier than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.64%
4.33%
SIEGY
ENB

Financials

SIEGY vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and Enbridge 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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