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SIEGY vs. IMPUY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SIEGY vs. IMPUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siemens Aktiengesellschaft (SIEGY) and Impala Platinum Holdings Limited ADR (IMPUY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIEGY achieves a 13.78% return, which is significantly higher than IMPUY's -27.75% return. Both investments have delivered pretty close results over the past 10 years, with SIEGY having a 16.03% annualized return and IMPUY not far behind at 15.35%.


SIEGY

1D
-0.15%
1M
1.87%
6M
7.60%
YTD
13.78%
1Y
22.11%
3Y*
27.64%
5Y*
17.44%
10Y*
16.03%

IMPUY

1D
2.21%
1M
-7.89%
6M
-31.84%
YTD
-27.75%
1Y
17.78%
3Y*
19.70%
5Y*
-3.71%
10Y*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIEGY vs. IMPUY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIEGY
Siemens Aktiengesellschaft
13.78%48.14%6.32%39.98%-18.92%22.99%23.99%19.10%-17.30%21.90%
IMPUY
Impala Platinum Holdings Limited ADR
-27.75%236.44%-4.39%-58.79%-4.08%10.90%42.27%307.97%-3.09%-17.99%

Correlation

The correlation between SIEGY and IMPUY is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.31

The correlation between SIEGY and IMPUY shifts across timeframes, from 0.31 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SIEGY:

$239.92B

IMPUY:

$9.99B

EPS

SIEGY:

€4.92

IMPUY:

-ZAR 10.32

PS Ratio

SIEGY:

2.69

IMPUY:

0.88

PB Ratio

SIEGY:

3.32

IMPUY:

1.68

Total Revenue (TTM)

SIEGY:

€80.02B

IMPUY:

ZAR 186.32B

Gross Profit (TTM)

SIEGY:

€31.09B

IMPUY:

ZAR 14.03B

EBITDA (TTM)

SIEGY:

€14.55B

IMPUY:

ZAR 28.96B

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Return for Risk

SIEGY vs. IMPUY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SIEGY
SIEGY Risk / Return Rank: 6464
Overall Rank
SIEGY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SIEGY Sortino Ratio Rank: 5959
Sortino Ratio Rank
SIEGY Omega Ratio Rank: 5959
Omega Ratio Rank
SIEGY Calmar Ratio Rank: 6464
Calmar Ratio Rank
SIEGY Martin Ratio Rank: 7070
Martin Ratio Rank

IMPUY
IMPUY Risk / Return Rank: 5454
Overall Rank
IMPUY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IMPUY Sortino Ratio Rank: 5555
Sortino Ratio Rank
IMPUY Omega Ratio Rank: 5454
Omega Ratio Rank
IMPUY Calmar Ratio Rank: 5353
Calmar Ratio Rank
IMPUY Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SIEGY vs. IMPUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIEGY) and Impala Platinum Holdings Limited ADR (IMPUY). 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.


SIEGYIMPUYDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.13

1.10

+0.02

Calmar ratioReturn relative to maximum drawdown

0.85

0.33

+0.52

Martin ratioReturn relative to average drawdown

2.76

0.70

+2.06

SIEGY vs. IMPUY - Sharpe Ratio Comparison

The current SIEGY Sharpe Ratio is 0.60, which is higher than the IMPUY Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of SIEGY and IMPUY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SIEGY vs. IMPUY - Drawdown Comparison

The maximum SIEGY drawdown since its inception was -54.15%, smaller than the maximum IMPUY drawdown of -82.06%. Use the drawdown chart below to compare losses from any high point for SIEGY and IMPUY.


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Drawdown Indicators


SIEGYIMPUYDifference

Max Drawdown

Largest peak-to-trough decline

-54.15%

-82.06%

+27.91%

Max Drawdown (1Y)

Largest decline over 1 year

-23.23%

-54.57%

+31.34%

Max Drawdown (3Y)

Largest decline over 3 years

-25.76%

-58.68%

+32.92%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

-81.49%

+35.47%

Max Drawdown (10Y)

Largest decline over 10 years

-54.15%

-82.06%

+27.91%

Current Drawdown

Current decline from peak

-3.60%

-51.57%

+47.97%

Average Drawdown

Average peak-to-trough decline

-12.77%

-38.60%

+25.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.19%

25.95%

-18.76%

Volatility

SIEGY vs. IMPUY - Volatility Comparison

The current volatility for Siemens Aktiengesellschaft (SIEGY) is 10.23%, while Impala Platinum Holdings Limited ADR (IMPUY) has a volatility of 23.26%. This indicates that SIEGY experiences smaller price fluctuations and is considered to be less risky than IMPUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIEGYIMPUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.23%

23.26%

-13.03%

Volatility (6M)

Calculated over the trailing 6-month period

27.11%

59.43%

-32.32%

Volatility (1Y)

Calculated over the trailing 1-year period

33.31%

71.97%

-38.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.86%

61.90%

-30.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.42%

62.18%

-32.76%

Dividends

SIEGY vs. IMPUY - Dividend Comparison

SIEGY's dividend yield for the trailing twelve months is around 2.03%, less than IMPUY's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
IMPUY
Impala Platinum Holdings Limited ADR
3.02%0.60%0.00%6.42%7.65%9.50%2.18%0.00%0.00%0.00%0.00%0.00%
SIEGY
Siemens Aktiengesellschaft
2.03%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. IMPUY - Financials Comparison

This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and Impala Platinum Holdings Limited ADR. 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


20.00B30.00B40.00B50.00B60.00B70.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
20.08B
57.89B
(SIEGY) Total Revenue
(IMPUY) Total Revenue
Please note, different currencies. SIEGY values in EUR, IMPUY values in ZAR

SIEGY vs. IMPUY - Profitability Comparison

The chart below illustrates the profitability comparison between Siemens Aktiengesellschaft and Impala Platinum Holdings Limited ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
38.9%
22.1%
Portfolio components
SIEGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

IMPUY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Impala Platinum Holdings Limited ADR reported a gross profit of 12.80B and revenue of 57.89B. Therefore, the gross margin over that period was 22.1%.

SIEGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Siemens Aktiengesellschaft reported an operating income of 2.51B and revenue of 20.08B, resulting in an operating margin of 12.5%.

IMPUY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Impala Platinum Holdings Limited ADR reported an operating income of 12.79B and revenue of 57.89B, resulting in an operating margin of 22.1%.

SIEGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Siemens Aktiengesellschaft reported a net income of 2.06B and revenue of 20.08B, resulting in a net margin of 10.3%.

IMPUY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Impala Platinum Holdings Limited ADR reported a net income of 8.87B and revenue of 57.89B, resulting in a net margin of 15.3%.


Frequently Asked Questions


SIEGY and IMPUY have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMPUY has higher volatility (23.26%) compared to SIEGY (10.23%). In terms of maximum drawdown, SIEGY dropped -54.15% vs IMPUY's -82.06%.

SIEGY currently has the higher Sharpe Ratio (0.60 vs 0.25), 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.

Portfolio Optimizer

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