SIEGY vs. SWKS
Compare and contrast key facts about Siemens Aktiengesellschaft (SIEGY) and Skyworks Solutions, Inc. (SWKS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIEGY or SWKS.
Performance
SIEGY vs. SWKS - Performance Comparison
Returns By Period
In the year-to-date period, SIEGY achieves a 8.52% return, which is significantly higher than SWKS's -24.03% return. Over the past 10 years, SIEGY has outperformed SWKS with an annualized return of 11.04%, while SWKS has yielded a comparatively lower 4.49% annualized return.
SIEGY
8.52%
-0.03%
5.05%
27.33%
14.51%
11.04%
SWKS
-24.03%
-14.78%
-9.37%
-7.87%
-1.45%
4.49%
Fundamentals
| SIEGY | SWKS | |
|---|---|---|
| Market Cap | $155.95B | $13.90B |
| EPS | $5.31 | $4.84 |
| PE Ratio | 17.97 | 17.98 |
| PEG Ratio | 2.02 | 1.95 |
| Total Revenue (TTM) | $56.47B | $3.15B |
| Gross Profit (TTM) | $22.20B | $1.29B |
| EBITDA (TTM) | $9.42B | $934.70M |
Key characteristics
| SIEGY | SWKS | |
|---|---|---|
| Sharpe Ratio | 1.34 | -0.24 |
| Sortino Ratio | 1.87 | -0.08 |
| Omega Ratio | 1.25 | 0.99 |
| Calmar Ratio | 1.97 | -0.16 |
| Martin Ratio | 5.22 | -0.64 |
| Ulcer Index | 6.72% | 13.24% |
| Daily Std Dev | 26.12% | 35.99% |
| Max Drawdown | -71.40% | -96.12% |
| Current Drawdown | -3.31% | -54.71% |
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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.
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.
Dividends
SIEGY vs. SWKS - Dividend Comparison
SIEGY's dividend yield for the trailing twelve months is around 2.59%, less than SWKS's 3.27% 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% |
SWKS Skyworks Solutions, Inc. | 3.27% | 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.
Volatility
SIEGY vs. SWKS - Volatility Comparison
The current volatility for Siemens Aktiengesellschaft (SIEGY) is 8.47%, while Skyworks Solutions, Inc. (SWKS) has a volatility of 11.12%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities