SIEMENS.NS vs. ^IXIC
Compare and contrast key facts about Siemens Limited (SIEMENS.NS) and NASDAQ Composite (^IXIC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIEMENS.NS or ^IXIC.
Key characteristics
| SIEMENS.NS | ^IXIC | |
|---|---|---|
| YTD Return | 69.34% | 28.45% |
| 1Y Return | 99.39% | 40.05% |
| 3Y Return (Ann) | 43.11% | 6.75% |
| 5Y Return (Ann) | 34.46% | 17.92% |
| 10Y Return (Ann) | 23.40% | 15.23% |
| Sharpe Ratio | 3.13 | 2.27 |
| Sortino Ratio | 3.55 | 2.95 |
| Omega Ratio | 1.52 | 1.41 |
| Calmar Ratio | 6.08 | 2.79 |
| Martin Ratio | 14.47 | 11.29 |
| Ulcer Index | 7.08% | 3.52% |
| Daily Std Dev | 32.83% | 17.47% |
| Max Drawdown | -81.58% | -77.93% |
| Current Drawdown | -14.86% | -0.09% |
Correlation
The correlation between SIEMENS.NS and ^IXIC is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SIEMENS.NS vs. ^IXIC - Performance Comparison
In the year-to-date period, SIEMENS.NS achieves a 69.34% return, which is significantly higher than ^IXIC's 28.45% return. Over the past 10 years, SIEMENS.NS has outperformed ^IXIC with an annualized return of 23.40%, while ^IXIC has yielded a comparatively lower 15.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SIEMENS.NS vs. ^IXIC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Limited (SIEMENS.NS) and NASDAQ Composite (^IXIC). 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.
Drawdowns
SIEMENS.NS vs. ^IXIC - Drawdown Comparison
The maximum SIEMENS.NS drawdown since its inception was -81.58%, roughly equal to the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for SIEMENS.NS and ^IXIC. For additional features, visit the drawdowns tool.
Volatility
SIEMENS.NS vs. ^IXIC - Volatility Comparison
Siemens Limited (SIEMENS.NS) has a higher volatility of 9.91% compared to NASDAQ Composite (^IXIC) at 5.29%. This indicates that SIEMENS.NS's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.