SIEGY vs. IBIT
SIEGY (Siemens Aktiengesellschaft) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, SIEGY returned 23.99% vs -40.63% for IBIT. At a 0.28 correlation, their price movements are largely independent.
Performance
SIEGY vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, SIEGY achieves a 11.68% return, which is significantly higher than IBIT's -27.41% return.
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%
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIEGY vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SIEGY Siemens Aktiengesellschaft | 11.68% | 48.14% | 12.65% |
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
Correlation
The correlation between SIEGY and IBIT 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 (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.28 |
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Return for Risk
SIEGY vs. IBIT — Risk / Return Rank
SIEGY
IBIT
SIEGY vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIEGY) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.85 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | -0.78 | +1.82 |
| Martin ratioReturn relative to average drawdown | 3.37 | -1.37 | +4.74 |
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Drawdowns
SIEGY vs. IBIT - Drawdown Comparison
The maximum SIEGY drawdown since its inception was -54.15%, roughly equal to the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for SIEGY and IBIT.
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Drawdown Indicators
| SIEGY | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.15% | -52.11% | -2.04% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -52.11% | +28.88% |
Max Drawdown (3Y)Largest decline over 3 years | -29.91% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.15% | — | — |
Current DrawdownCurrent decline from peak | -5.37% | -49.45% | +44.08% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -16.53% | +3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.14% | 29.64% | -22.50% |
Volatility
SIEGY vs. IBIT - Volatility Comparison
The current volatility for Siemens Aktiengesellschaft (SIEGY) is 10.01%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that SIEGY experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIEGY | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.01% | 12.07% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 26.19% | 34.45% | -8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.87% | 44.10% | -11.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.74% | 50.26% | -18.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.56% | 50.26% | -20.70% |
Dividends
SIEGY vs. IBIT - Dividend Comparison
SIEGY's dividend yield for the trailing twelve months is around 2.07%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
SIEGY and IBIT 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.
IBIT has higher volatility (12.07%) compared to SIEGY (10.01%). In terms of maximum drawdown, SIEGY dropped -54.15% vs IBIT's -52.11%.
SIEGY currently has the higher Sharpe Ratio (0.73 vs -0.92), 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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