SIEGY vs. IHE
SIEGY (Siemens Aktiengesellschaft) is a stock, while IHE (iShares U.S. Pharmaceuticals ETF) is Health & Biotech Equities fund tracking the Dow Jones U.S. Select Pharmaceuticals Index. Over the past 10 years, SIEGY returned 15.56%/yr vs 7.97%/yr for IHE. At a 0.38 correlation, their price movements are largely independent.
Performance
SIEGY vs. IHE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SIEGY achieves a 15.46% return, which is significantly higher than IHE's 9.33% return. Over the past 10 years, SIEGY has outperformed IHE with an annualized return of 15.56%, while IHE has yielded a comparatively lower 7.97% annualized return.
SIEGY
- 1D
- -0.73%
- 1M
- 3.81%
- YTD
- 15.46%
- 6M
- 20.48%
- 1Y
- 30.14%
- 3Y*
- 26.14%
- 5Y*
- 16.67%
- 10Y*
- 15.56%
IHE
- 1D
- 2.69%
- 1M
- 3.48%
- YTD
- 9.33%
- 6M
- 12.42%
- 1Y
- 43.59%
- 3Y*
- 18.33%
- 5Y*
- 10.57%
- 10Y*
- 7.97%
SIEGY vs. IHE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIEGY Siemens Aktiengesellschaft | 15.46% | 48.14% | 6.32% | 39.98% | -18.92% | 22.99% | 23.99% | 19.10% | -17.30% | 21.90% |
IHE iShares U.S. Pharmaceuticals ETF | 9.33% | 31.69% | 8.13% | 1.06% | -4.87% | 13.07% | 13.66% | 15.47% | -7.76% | 10.64% |
Correlation
The correlation between SIEGY and IHE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 19, 2014 | 0.38 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SIEGY vs. IHE — Risk / Return Rank
SIEGY
IHE
SIEGY vs. IHE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIEGY) and iShares U.S. Pharmaceuticals ETF (IHE). 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 | IHE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 5.17 | -3.87 |
| Martin ratioReturn relative to average drawdown | 4.26 | 15.58 | -11.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SIEGY | IHE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.54 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.65 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.44 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.51 | -0.09 |
Drawdowns
SIEGY vs. IHE - Drawdown Comparison
The maximum SIEGY drawdown since its inception was -54.15%, which is greater than IHE's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for SIEGY and IHE.
Loading charts...
Drawdown Indicators
| SIEGY | IHE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.15% | -38.20% | -15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -8.47% | -14.76% |
Max Drawdown (3Y)Largest decline over 3 years | -29.91% | -15.92% | -13.99% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -16.03% | -29.99% |
Max Drawdown (10Y)Largest decline over 10 years | -54.15% | -29.59% | -24.56% |
Current DrawdownCurrent decline from peak | -2.17% | -0.18% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -7.92% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 2.81% | +4.28% |
Volatility
SIEGY vs. IHE - Volatility Comparison
Siemens Aktiengesellschaft (SIEGY) has a higher volatility of 9.86% compared to iShares U.S. Pharmaceuticals ETF (IHE) at 6.04%. This indicates that SIEGY's price experiences larger fluctuations and is considered to be riskier than IHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SIEGY | IHE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 6.04% | +3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 25.64% | 12.70% | +12.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.44% | 17.26% | +15.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.65% | 16.28% | +15.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.54% | 18.07% | +11.47% |
Dividends
SIEGY vs. IHE - Dividend Comparison
SIEGY's dividend yield for the trailing twelve months is around 2.00%, more than IHE's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHE iShares U.S. Pharmaceuticals ETF | 1.61% | 1.76% | 1.73% | 1.39% | 2.01% | 1.49% | 1.19% | 1.40% | 1.25% | 1.36% | 0.92% | 1.93% |
SIEGY Siemens Aktiengesellschaft | 2.00% | 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 IHE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIEGY has higher volatility (9.86%) compared to IHE (6.04%). In terms of maximum drawdown, SIEGY dropped -54.15% vs IHE's -38.20%.
IHE currently has the higher Sharpe Ratio (2.54 vs 0.93), 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.
Find the right allocation for SIEGY and IHE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer