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SIEGY vs. SWKS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SIEGY and SWKS is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

SIEGY vs. SWKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siemens Aktiengesellschaft (SIEGY) and Skyworks Solutions, Inc. (SWKS). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
504.87%
664.90%
SIEGY
SWKS

Key characteristics

Sharpe Ratio

SIEGY:

0.42

SWKS:

-0.47

Sortino Ratio

SIEGY:

0.74

SWKS:

-0.42

Omega Ratio

SIEGY:

1.09

SWKS:

0.94

Calmar Ratio

SIEGY:

0.61

SWKS:

-0.30

Martin Ratio

SIEGY:

1.57

SWKS:

-1.07

Ulcer Index

SIEGY:

6.89%

SWKS:

15.58%

Daily Std Dev

SIEGY:

25.65%

SWKS:

35.89%

Max Drawdown

SIEGY:

-71.40%

SWKS:

-96.12%

Current Drawdown

SIEGY:

-3.90%

SWKS:

-51.59%

Fundamentals

Market Cap

SIEGY:

$158.38B

SWKS:

$14.51B

EPS

SIEGY:

$5.40

SWKS:

$3.69

PE Ratio

SIEGY:

18.72

SWKS:

24.59

PEG Ratio

SIEGY:

2.18

SWKS:

1.19

Total Revenue (TTM)

SIEGY:

$77.29B

SWKS:

$4.18B

Gross Profit (TTM)

SIEGY:

$30.13B

SWKS:

$1.72B

EBITDA (TTM)

SIEGY:

$13.72B

SWKS:

$1.12B

Returns By Period

In the year-to-date period, SIEGY achieves a 8.53% return, which is significantly higher than SWKS's -18.80% return. Over the past 10 years, SIEGY has outperformed SWKS with an annualized return of 10.56%, while SWKS has yielded a comparatively lower 3.61% annualized return.


SIEGY

YTD

8.53%

1M

6.80%

6M

9.79%

1Y

9.88%

5Y*

13.99%

10Y*

10.56%

SWKS

YTD

-18.80%

1M

5.18%

6M

-15.36%

1Y

-19.10%

5Y*

-3.91%

10Y*

3.61%

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Risk-Adjusted Performance

SIEGY vs. SWKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIEGY) and Skyworks Solutions, Inc. (SWKS). 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.


Sharpe ratio
The chart of Sharpe ratio for SIEGY, currently valued at 0.42, compared to the broader market-4.00-2.000.002.000.42-0.47
The chart of Sortino ratio for SIEGY, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.74-0.42
The chart of Omega ratio for SIEGY, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.94
The chart of Calmar ratio for SIEGY, currently valued at 0.61, compared to the broader market0.002.004.006.000.61-0.30
The chart of Martin ratio for SIEGY, currently valued at 1.57, compared to the broader market-5.000.005.0010.0015.0020.0025.001.57-1.07
SIEGY
SWKS

The current SIEGY Sharpe Ratio is 0.42, which is higher than the SWKS Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of SIEGY and SWKS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.42
-0.47
SIEGY
SWKS

Dividends

SIEGY vs. SWKS - Dividend Comparison

SIEGY's dividend yield for the trailing twelve months is around 2.59%, less than SWKS's 3.11% yield.


TTM20232022202120202019201820172016201520142013
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%
SWKS
Skyworks Solutions, Inc.
3.11%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%

Drawdowns

SIEGY vs. SWKS - Drawdown Comparison

The maximum SIEGY drawdown since its inception was -71.40%, smaller than the maximum SWKS drawdown of -96.12%. Use the drawdown chart below to compare losses from any high point for SIEGY and SWKS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.90%
-51.59%
SIEGY
SWKS

Volatility

SIEGY vs. SWKS - Volatility Comparison

The current volatility for Siemens Aktiengesellschaft (SIEGY) is 5.53%, while Skyworks Solutions, Inc. (SWKS) has a volatility of 6.69%. This indicates that SIEGY experiences smaller price fluctuations and is considered to be less risky than SWKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.53%
6.69%
SIEGY
SWKS

Financials

SIEGY vs. SWKS - Financials Comparison

This section allows you to compare key financial metrics between Siemens Aktiengesellschaft and Skyworks Solutions, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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