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

Correlation

The correlation between SIEGY and SWKS is 0.65, 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.


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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Key characteristics

Sharpe Ratio

SIEGY:

0.92

SWKS:

-0.41

Sortino Ratio

SIEGY:

1.47

SWKS:

-0.28

Omega Ratio

SIEGY:

1.18

SWKS:

0.96

Calmar Ratio

SIEGY:

1.12

SWKS:

-0.30

Martin Ratio

SIEGY:

3.89

SWKS:

-0.74

Ulcer Index

SIEGY:

7.40%

SWKS:

29.42%

Daily Std Dev

SIEGY:

32.44%

SWKS:

51.82%

Max Drawdown

SIEGY:

-71.40%

SWKS:

-96.12%

Current Drawdown

SIEGY:

-6.72%

SWKS:

-61.57%

Fundamentals

Market Cap

SIEGY:

$193.25B

SWKS:

$10.43B

EPS

SIEGY:

$5.53

SWKS:

$2.54

PE Ratio

SIEGY:

21.89

SWKS:

27.18

PEG Ratio

SIEGY:

2.24

SWKS:

1.62

PS Ratio

SIEGY:

2.48

SWKS:

2.64

PB Ratio

SIEGY:

2.93

SWKS:

1.74

Total Revenue (TTM)

SIEGY:

$77.82B

SWKS:

$3.95B

Gross Profit (TTM)

SIEGY:

$30.43B

SWKS:

$1.63B

EBITDA (TTM)

SIEGY:

$10.42B

SWKS:

$837.50M

Returns By Period

In the year-to-date period, SIEGY achieves a 28.04% return, which is significantly higher than SWKS's -20.56% return. Over the past 10 years, SIEGY has outperformed SWKS with an annualized return of 13.59%, while SWKS has yielded a comparatively lower -2.52% annualized return.


SIEGY

YTD

28.04%

1M

4.63%

6M

27.58%

1Y

28.24%

3Y*

25.55%

5Y*

22.41%

10Y*

13.59%

SWKS

YTD

-20.56%

1M

6.87%

6M

-18.93%

1Y

-22.87%

3Y*

-11.58%

5Y*

-8.16%

10Y*

-2.52%

*Annualized

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Siemens Aktiengesellschaft

Skyworks Solutions, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SIEGY vs. SWKS — Risk-Adjusted Performance Rank

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

SIEGY
The Risk-Adjusted Performance Rank of SIEGY is 7979
Overall Rank
The Sharpe Ratio Rank of SIEGY is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SIEGY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SIEGY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SIEGY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SIEGY is 8282
Martin Ratio Rank

SWKS
The Risk-Adjusted Performance Rank of SWKS is 2929
Overall Rank
The Sharpe Ratio Rank of SWKS is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SWKS is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SWKS is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SWKS is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SWKS is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SIEGY Sharpe Ratio is 0.92, which is higher than the SWKS Sharpe Ratio of -0.41. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SIEGY vs. SWKS - Dividend Comparison

SIEGY's dividend yield for the trailing twelve months is around 2.25%, less than SWKS's 4.06% yield.


TTM20242023202220212020201920182017201620152014
SIEGY
Siemens Aktiengesellschaft
2.25%2.64%2.43%3.29%2.46%11.57%3.31%3.89%8.10%3.06%3.90%3.65%
SWKS
Skyworks Solutions, Inc.
4.06%3.11%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SIEGY vs. SWKS - Volatility Comparison

The current volatility for Siemens Aktiengesellschaft (SIEGY) is 7.67%, while Skyworks Solutions, Inc. (SWKS) has a volatility of 9.51%. 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.


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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


0.005.00B10.00B15.00B20.00B20212022202320242025
19.76B
953.20M
(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%20212022202320242025
38.8%
41.1%
(SIEGY) Gross Margin
(SWKS) Gross Margin
SIEGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Siemens Aktiengesellschaft reported a gross profit of 7.67B and revenue of 19.76B. Therefore, the gross margin over that period was 38.8%.

SWKS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Skyworks Solutions, Inc. reported a gross profit of 391.60M and revenue of 953.20M. Therefore, the gross margin over that period was 41.1%.

SIEGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Siemens Aktiengesellschaft reported an operating income of 2.67B and revenue of 19.76B, resulting in an operating margin of 13.5%.

SWKS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Skyworks Solutions, Inc. reported an operating income of 97.30M and revenue of 953.20M, resulting in an operating margin of 10.2%.

SIEGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Siemens Aktiengesellschaft reported a net income of 2.25B and revenue of 19.76B, resulting in a net margin of 11.4%.

SWKS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Skyworks Solutions, Inc. reported a net income of 68.70M and revenue of 953.20M, resulting in a net margin of 7.2%.