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

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.

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SIEGY vs. SWKS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIEGY
Siemens Aktiengesellschaft
-11.09%48.14%6.32%39.98%-18.92%22.99%23.99%19.10%-17.30%21.90%
SWKS
Skyworks Solutions, Inc.
-14.53%-25.49%-18.86%26.55%-39.95%2.73%28.36%84.10%-28.30%28.69%

Fundamentals

Market Cap

SIEGY:

$191.80B

SWKS:

$8.06B

EPS

SIEGY:

$5.02

SWKS:

$2.59

PE Ratio

SIEGY:

24.27

SWKS:

20.64

PS Ratio

SIEGY:

2.42

SWKS:

2.01

Total Revenue (TTM)

SIEGY:

$79.70B

SWKS:

$4.05B

Gross Profit (TTM)

SIEGY:

$30.94B

SWKS:

$1.67B

EBITDA (TTM)

SIEGY:

$15.56B

SWKS:

$807.40M

Returns By Period

In the year-to-date period, SIEGY achieves a -11.09% return, which is significantly higher than SWKS's -14.53% return. Over the past 10 years, SIEGY has outperformed SWKS with an annualized return of 13.12%, while SWKS has yielded a comparatively lower -1.61% annualized return.


SIEGY

1D
4.11%
1M
-16.29%
YTD
-11.09%
6M
-7.84%
1Y
7.84%
3Y*
17.40%
5Y*
10.51%
10Y*
13.12%

SWKS

1D
2.00%
1M
-10.12%
YTD
-14.53%
6M
-28.80%
1Y
-13.53%
3Y*
-20.51%
5Y*
-20.00%
10Y*
-1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SIEGY vs. SWKS — Risk / Return Rank

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

SIEGY
SIEGY Risk / Return Rank: 4848
Overall Rank
SIEGY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SIEGY Sortino Ratio Rank: 4444
Sortino Ratio Rank
SIEGY Omega Ratio Rank: 4444
Omega Ratio Rank
SIEGY Calmar Ratio Rank: 4949
Calmar Ratio Rank
SIEGY Martin Ratio Rank: 5252
Martin Ratio Rank

SWKS
SWKS Risk / Return Rank: 2929
Overall Rank
SWKS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SWKS Sortino Ratio Rank: 2727
Sortino Ratio Rank
SWKS Omega Ratio Rank: 2727
Omega Ratio Rank
SWKS Calmar Ratio Rank: 3131
Calmar Ratio Rank
SWKS Martin Ratio Rank: 3131
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. SWKS - Risk-Adjusted Trends 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.


SIEGYSWKSDifference

Sharpe ratio

Return per unit of total volatility

0.24

-0.30

+0.54

Sortino ratio

Return per unit of downside risk

0.55

-0.15

+0.69

Omega ratio

Gain probability vs. loss probability

1.07

0.98

+0.09

Calmar ratio

Return relative to maximum drawdown

0.27

-0.36

+0.64

Martin ratio

Return relative to average drawdown

0.92

-0.75

+1.67

SIEGY vs. SWKS - Sharpe Ratio Comparison

The current SIEGY Sharpe Ratio is 0.24, which is higher than the SWKS Sharpe Ratio of -0.30. 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.


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Sharpe Ratios by Period


SIEGYSWKSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

-0.30

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.51

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

-0.04

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.10

+0.25

Correlation

The correlation between SIEGY and SWKS is 0.42, 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.


Dividends

SIEGY vs. SWKS - Dividend Comparison

SIEGY's dividend yield for the trailing twelve months is around 2.60%, less than SWKS's 5.28% yield.


TTM20252024202320222021202020192018201720162015
SIEGY
Siemens Aktiengesellschaft
2.60%1.94%2.64%2.43%2.42%1.81%10.83%2.44%2.86%6.82%5.76%2.87%
SWKS
Skyworks Solutions, Inc.
5.28%4.45%3.11%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%

Drawdowns

SIEGY vs. SWKS - Drawdown Comparison

The maximum SIEGY drawdown since its inception was -54.15%, 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.


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Drawdown Indicators


SIEGYSWKSDifference

Max Drawdown

Largest peak-to-trough decline

-54.15%

-96.12%

+41.97%

Max Drawdown (1Y)

Largest decline over 1 year

-23.23%

-35.24%

+12.01%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

-72.88%

+26.86%

Max Drawdown (10Y)

Largest decline over 10 years

-54.15%

-72.88%

+18.73%

Current Drawdown

Current decline from peak

-19.56%

-69.19%

+49.63%

Average Drawdown

Average peak-to-trough decline

-12.96%

-55.72%

+42.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.92%

17.20%

-10.28%

Volatility

SIEGY vs. SWKS - Volatility Comparison

Siemens Aktiengesellschaft (SIEGY) has a higher volatility of 13.01% compared to Skyworks Solutions, Inc. (SWKS) at 8.42%. This indicates that SIEGY's price experiences larger fluctuations and is considered to be riskier than SWKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIEGYSWKSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.01%

8.42%

+4.59%

Volatility (6M)

Calculated over the trailing 6-month period

24.21%

27.10%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

33.52%

45.15%

-11.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.25%

39.14%

-7.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.20%

39.32%

-10.12%

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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
19.14B
1.04B
(SIEGY) Total Revenue
(SWKS) Total Revenue
Values in USD except per share items

SIEGY vs. SWKS - Profitability Comparison

The chart below illustrates the profitability comparison between Siemens Aktiengesellschaft and Skyworks Solutions, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
39.9%
41.3%
Portfolio components
SIEGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Siemens Aktiengesellschaft reported a gross profit of 7.63B and revenue of 19.14B. Therefore, the gross margin over that period was 39.9%.

SWKS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Skyworks Solutions, Inc. reported a gross profit of 427.20M and revenue of 1.04B. Therefore, the gross margin over that period was 41.3%.

SIEGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Siemens Aktiengesellschaft reported an operating income of 2.39B and revenue of 19.14B, resulting in an operating margin of 12.5%.

SWKS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Skyworks Solutions, Inc. reported an operating income of 103.80M and revenue of 1.04B, resulting in an operating margin of 10.0%.

SIEGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Siemens Aktiengesellschaft reported a net income of 2.03B and revenue of 19.14B, resulting in a net margin of 10.6%.

SWKS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Skyworks Solutions, Inc. reported a net income of 79.20M and revenue of 1.04B, resulting in a net margin of 7.7%.