SIEGY vs. ENB
SIEGY (Siemens Aktiengesellschaft) and ENB (Enbridge Inc.) are both stocks. SIEGY operates in Specialty Industrial Machinery (Industrials), while ENB operates in Oil & Gas Midstream (Energy). Over the past 10 years, SIEGY returned 15.71%/yr vs 9.66%/yr for ENB. At a 0.34 correlation, their price movements are largely independent.
Performance
SIEGY vs. ENB - Performance Comparison
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Returns By Period
In the year-to-date period, SIEGY achieves a 16.30% return, which is significantly lower than ENB's 19.75% return. Over the past 10 years, SIEGY has outperformed ENB with an annualized return of 15.71%, while ENB has yielded a comparatively lower 9.66% annualized return.
SIEGY
- 1D
- -1.46%
- 1M
- 9.32%
- YTD
- 16.30%
- 6M
- 21.58%
- 1Y
- 33.38%
- 3Y*
- 26.25%
- 5Y*
- 16.84%
- 10Y*
- 15.71%
ENB
- 1D
- -0.91%
- 1M
- 3.29%
- YTD
- 19.75%
- 6M
- 19.95%
- 1Y
- 25.18%
- 3Y*
- 21.79%
- 5Y*
- 14.50%
- 10Y*
- 9.66%
SIEGY vs. ENB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIEGY Siemens Aktiengesellschaft | 16.30% | 48.14% | 6.32% | 39.98% | -18.92% | 22.99% | 23.99% | 19.10% | -17.30% | 21.90% |
ENB Enbridge Inc. | 19.75% | 19.51% | 26.35% | -1.13% | 6.46% | 30.83% | -13.60% | 36.05% | -15.53% | -2.73% |
Correlation
The correlation between SIEGY and ENB is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 19, 2014 | 0.34 |
The correlation between SIEGY and ENB shifts across timeframes, from -0.05 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SIEGY:
$4.91
ENB:
$4.92
SIEGY:
32.47
ENB:
11.34
SIEGY:
1.20
ENB:
0.52
SIEGY:
3.15
ENB:
1.33
SIEGY:
$80.02B
ENB:
$69.05B
SIEGY:
$31.09B
ENB:
$15.35B
SIEGY:
$14.55B
ENB:
$17.09B
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Return for Risk
SIEGY vs. ENB — Risk / Return Rank
SIEGY
ENB
SIEGY vs. ENB - Risk-Adjusted Trends 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.
| SIEGY | ENB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.78 | -1.34 |
| Martin ratioReturn relative to average drawdown | 4.72 | 6.97 | -2.25 |
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
| SIEGY | ENB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.57 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.78 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.40 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.53 | -0.10 |
Drawdowns
SIEGY vs. ENB - Drawdown Comparison
The maximum SIEGY drawdown since its inception was -54.15%, 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.
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Drawdown Indicators
| SIEGY | ENB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.15% | -46.35% | -7.80% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -9.10% | -14.13% |
Max Drawdown (3Y)Largest decline over 3 years | -29.91% | -16.40% | -13.51% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -28.32% | -17.70% |
Max Drawdown (10Y)Largest decline over 10 years | -54.15% | -44.07% | -10.08% |
Current DrawdownCurrent decline from peak | -1.46% | -3.84% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -12.85% | -10.83% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 3.69% | +3.40% |
Volatility
SIEGY vs. ENB - Volatility Comparison
Siemens Aktiengesellschaft (SIEGY) has a higher volatility of 10.68% compared to Enbridge Inc. (ENB) at 5.73%. 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.
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Volatility by Period
| SIEGY | ENB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 5.73% | +4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 25.63% | 12.90% | +12.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.44% | 16.06% | +16.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.65% | 18.62% | +13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.55% | 24.34% | +5.21% |
Dividends
SIEGY vs. ENB - Dividend Comparison
SIEGY's dividend yield for the trailing twelve months is around 1.99%, less than ENB's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENB Enbridge Inc. | 4.97% | 5.66% | 6.28% | 7.31% | 6.80% | 6.85% | 7.55% | 5.58% | 6.68% | 4.71% | 4.13% | 4.71% |
SIEGY Siemens Aktiengesellschaft | 1.99% | 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. 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.
Total Revenue: Total amount of money received from sales and other business activities
SIEGY vs. ENB - 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%.
ENB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a gross profit of 0.00 and revenue of 22.36B. 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%.
ENB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported an operating income of 3.23B and revenue of 22.36B, resulting in an operating margin of 14.4%.
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%.
ENB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a net income of 2.95B and revenue of 22.36B, resulting in a net margin of 13.2%.
Frequently Asked Questions
SIEGY and ENB have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIEGY has higher volatility (10.68%) compared to ENB (5.73%). In terms of maximum drawdown, SIEGY dropped -54.15% vs ENB's -46.35%.
ENB currently has the higher Sharpe Ratio (1.57 vs 1.03), 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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