SIEGY vs. SIE.DE
Compare and contrast key facts about Siemens Aktiengesellschaft (SIEGY) and Siemens Aktiengesellschaft (SIE.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIEGY or SIE.DE.
Performance
SIEGY vs. SIE.DE - Performance Comparison
Returns By Period
In the year-to-date period, SIEGY achieves a 8.52% return, which is significantly lower than SIE.DE's 13.43% return. Over the past 10 years, SIEGY has underperformed SIE.DE with an annualized return of 11.04%, while SIE.DE has yielded a comparatively higher 12.31% annualized return.
SIEGY
8.52%
-0.03%
5.05%
27.33%
14.51%
11.04%
SIE.DE
13.43%
3.54%
8.60%
31.27%
15.79%
12.31%
Fundamentals
| SIEGY | SIE.DE | |
|---|---|---|
| Market Cap | $155.95B | €139.37B |
| EPS | $5.31 | €9.96 |
| PE Ratio | 17.97 | 17.87 |
| PEG Ratio | 2.02 | 2.10 |
| Total Revenue (TTM) | $56.47B | €56.47B |
| Gross Profit (TTM) | $22.20B | €22.20B |
| EBITDA (TTM) | $9.42B | €9.42B |
Key characteristics
| SIEGY | SIE.DE | |
|---|---|---|
| Sharpe Ratio | 1.34 | 1.28 |
| Sortino Ratio | 1.87 | 1.73 |
| Omega Ratio | 1.25 | 1.24 |
| Calmar Ratio | 1.97 | 1.67 |
| Martin Ratio | 5.22 | 4.38 |
| Ulcer Index | 6.72% | 6.96% |
| Daily Std Dev | 26.12% | 24.24% |
| Max Drawdown | -71.40% | -73.81% |
| Current Drawdown | -3.31% | -0.53% |
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 SIE.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SIEGY vs. SIE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIEGY) and Siemens Aktiengesellschaft (SIE.DE). 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. SIE.DE - Dividend Comparison
SIEGY's dividend yield for the trailing twelve months is around 2.59%, more than SIE.DE's 2.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIEGY Siemens Aktiengesellschaft | 2.59% | 2.43% | 3.29% | 2.46% | 11.57% | 3.31% | 3.89% | 8.10% | 3.06% | 3.90% | 3.65% | 5.01% |
SIE.DE Siemens Aktiengesellschaft | 2.51% | 2.50% | 3.09% | 2.29% | 3.32% | 3.62% | 4.21% | 3.44% | 3.32% | 4.07% | 3.55% | 3.35% |
Drawdowns
SIEGY vs. SIE.DE - Drawdown Comparison
The maximum SIEGY drawdown since its inception was -71.40%, roughly equal to the maximum SIE.DE drawdown of -73.81%. Use the drawdown chart below to compare losses from any high point for SIEGY and SIE.DE. For additional features, visit the drawdowns tool.
Volatility
SIEGY vs. SIE.DE - Volatility Comparison
The current volatility for Siemens Aktiengesellschaft (SIEGY) is 8.47%, while Siemens Aktiengesellschaft (SIE.DE) has a volatility of 9.02%. This indicates that SIEGY experiences smaller price fluctuations and is considered to be less risky than SIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SIEGY vs. SIE.DE - Financials Comparison
This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and Siemens Aktiengesellschaft. 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