SIEGY vs. NVO
Compare and contrast key facts about Siemens Aktiengesellschaft (SIEGY) and Novo Nordisk A/S (NVO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIEGY or NVO.
Performance
SIEGY vs. NVO - Performance Comparison
Returns By Period
In the year-to-date period, SIEGY achieves a 6.58% return, which is significantly higher than NVO's -2.46% return. Over the past 10 years, SIEGY has underperformed NVO with an annualized return of 10.33%, while NVO has yielded a comparatively higher 18.65% annualized return.
SIEGY
6.58%
-3.56%
3.11%
23.19%
14.17%
10.33%
NVO
-2.46%
-15.48%
-24.62%
-0.47%
31.86%
18.65%
Fundamentals
| SIEGY | NVO | |
|---|---|---|
| Market Cap | $155.95B | $494.05B |
| EPS | $5.31 | $3.03 |
| PE Ratio | 17.97 | 35.33 |
| PEG Ratio | 2.02 | 1.62 |
| Total Revenue (TTM) | $56.47B | $199.27B |
| Gross Profit (TTM) | $22.20B | $169.07B |
| EBITDA (TTM) | $9.42B | $98.21B |
Key characteristics
| SIEGY | NVO | |
|---|---|---|
| Sharpe Ratio | 0.98 | 0.05 |
| Sortino Ratio | 1.42 | 0.29 |
| Omega Ratio | 1.19 | 1.03 |
| Calmar Ratio | 1.41 | 0.04 |
| Martin Ratio | 3.73 | 0.13 |
| Ulcer Index | 6.73% | 10.43% |
| Daily Std Dev | 25.51% | 30.21% |
| Max Drawdown | -71.40% | -71.30% |
| Current Drawdown | -5.04% | -31.80% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between SIEGY and NVO is 0.34, 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.
Risk-Adjusted Performance
SIEGY vs. NVO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIEGY) and Novo Nordisk A/S (NVO). 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.
Dividends
SIEGY vs. NVO - Dividend Comparison
SIEGY's dividend yield for the trailing twelve months is around 2.64%, more than NVO's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIEGY Siemens Aktiengesellschaft | 2.64% | 2.43% | 3.29% | 2.46% | 11.57% | 3.31% | 3.89% | 8.10% | 3.06% | 3.90% | 3.65% | 5.01% |
NVO Novo Nordisk A/S | 1.45% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
Drawdowns
SIEGY vs. NVO - Drawdown Comparison
The maximum SIEGY drawdown since its inception was -71.40%, roughly equal to the maximum NVO drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for SIEGY and NVO. For additional features, visit the drawdowns tool.
Volatility
SIEGY vs. NVO - Volatility Comparison
Siemens Aktiengesellschaft (SIEGY) has a higher volatility of 8.56% compared to Novo Nordisk A/S (NVO) at 7.03%. This indicates that SIEGY's price experiences larger fluctuations and is considered to be riskier than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SIEGY vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and Novo Nordisk A/S. 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