SIEGY vs. ROBO

Last updated Jun 9, 2026

SIEGY (Siemens Aktiengesellschaft) is a stock, while ROBO (ROBO Global Robotics & Automation Index ETF) is Robotics fund tracking the ROBO Global Robotics and Automation TR Index. Over the past 10 years, SIEGY returned 15.70%/yr vs 13.02%/yr for ROBO. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

SIEGY vs. ROBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siemens Aktiengesellschaft (SIEGY) and ROBO Global Robotics & Automation Index ETF (ROBO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIEGY achieves a 12.35% return, which is significantly lower than ROBO's 21.67% return. Over the past 10 years, SIEGY has outperformed ROBO with an annualized return of 15.70%, while ROBO has yielded a comparatively lower 13.02% annualized return.

SIEGY

• 1D: 0.66%
• 1M: -1.90%
• YTD: 12.35%
• 6M: 15.52%
• 1Y: 25.84%
• 3Y*: 24.82%
• 5Y*: 15.96%
• 10Y*: 15.70%

ROBO

• 1D: 1.14%
• 1M: -2.60%
• YTD: 21.67%
• 6M: 19.42%
• 1Y: 48.39%
• 3Y*: 14.36%
• 5Y*: 5.97%
• 10Y*: 13.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SIEGY vs. ROBO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SIEGY Siemens Aktiengesellschaft	12.35%	48.14%	6.32%	39.98%	-18.92%	22.99%	23.99%	19.10%	-17.30%	21.90%
ROBO ROBO Global Robotics & Automation Index ETF	21.67%	23.71%	-1.28%	23.74%	-33.92%	15.34%	45.26%	29.51%	-20.92%	44.26%

Correlation

The correlation between SIEGY and ROBO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since May 19, 2014	0.66

The correlation between SIEGY and ROBO has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

Return for Risk

SIEGY vs. ROBO — Risk / Return Rank

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

SIEGY

SIEGY Risk / Return Rank: 65
SIEGY Sharpe Ratio Rank: 68
SIEGY Sortino Ratio Rank: 61
SIEGY Omega Ratio Rank: 60
SIEGY Calmar Ratio Rank: 65
SIEGY Martin Ratio Rank: 71

ROBO

ROBO Risk / Return Rank: 65
ROBO Sharpe Ratio Rank: 69
ROBO Sortino Ratio Rank: 65
ROBO Omega Ratio Rank: 64
ROBO Calmar Ratio Rank: 62
ROBO Martin Ratio Rank: 66

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. ROBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIEGY) and ROBO Global Robotics & Automation Index ETF (ROBO). 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	ROBO	Difference
Sharpe ratio: Return per unit of total volatility	0.80	2.04	-1.24
Sortino ratio: Return per unit of downside risk	1.25	2.70	-1.45
Omega ratio: Gain probability vs. loss probability	1.16	1.35	-0.19
Calmar ratio: Return relative to maximum drawdown	1.12	2.80	-1.68
Martin ratio: Return relative to average drawdown	3.65	11.09	-7.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIEGY vs. ROBO - Sharpe Ratio Comparison

The current SIEGY Sharpe Ratio is 0.80, which is lower than the ROBO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SIEGY and ROBO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SIEGY	ROBO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	2.04	-1.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.25	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.56	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.47	-0.06

Drawdowns

SIEGY vs. ROBO - Drawdown Comparison

The maximum SIEGY drawdown since its inception was -54.15%, which is greater than ROBO's maximum drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for SIEGY and ROBO.

Drawdown Indicators

	SIEGY	ROBO	Difference
Max Drawdown Largest peak-to-trough decline	-54.15%	-43.65%	-10.50%
Max Drawdown (1Y) Largest decline over 1 year	-23.23%	-17.35%	-5.88%
Max Drawdown (3Y) Largest decline over 3 years	-29.91%	-27.92%	-1.99%
Max Drawdown (5Y) Largest decline over 5 years	-46.02%	-43.65%	-2.37%
Max Drawdown (10Y) Largest decline over 10 years	-54.15%	-43.65%	-10.50%
Current Drawdown Current decline from peak	-4.81%	-6.65%	+1.84%
Average Drawdown Average peak-to-trough decline	-12.84%	-12.93%	+0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.10%	4.38%	+2.72%

Volatility

SIEGY vs. ROBO - Volatility Comparison

Siemens Aktiengesellschaft (SIEGY) and ROBO Global Robotics & Automation Index ETF (ROBO) have volatilities of 9.22% and 9.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIEGY	ROBO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.22%	9.66%	-0.44%
Volatility (6M) Calculated over the trailing 6-month period	25.87%	19.04%	+6.83%
Volatility (1Y) Calculated over the trailing 1-year period	32.64%	23.89%	+8.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.69%	23.79%	+7.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.57%	23.24%	+6.33%

Dividends

SIEGY vs. ROBO - Dividend Comparison

SIEGY's dividend yield for the trailing twelve months is around 2.06%, more than ROBO's 0.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ROBO ROBO Global Robotics & Automation Index ETF	0.35%	0.42%	0.55%	0.05%	0.00%	0.18%	0.20%	0.37%	0.37%	0.02%	0.19%	0.28%
SIEGY Siemens Aktiengesellschaft	2.06%	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

Can I hold both SIEGY and ROBO in my portfolio?

SIEGY and ROBO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIEGY or ROBO?

ROBO has higher volatility (9.66%) compared to SIEGY (9.22%). In terms of maximum drawdown, SIEGY dropped -54.15% vs ROBO's -43.65%.

Which has better risk-adjusted returns?

ROBO currently has the higher Sharpe Ratio (2.04 vs 0.80), 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.