SIEMENS.NS vs. ABB.NS

Last updated Jun 13, 2026

SIEMENS.NS (Siemens Limited) and ABB.NS (ABB India Limited) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 10 years, SIEMENS.NS returned 19.97%/yr vs 20.51%/yr for ABB.NS. At a 0.46 correlation, their price movements are largely independent.

Performance

SIEMENS.NS vs. ABB.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Siemens Limited (SIEMENS.NS) and ABB India Limited (ABB.NS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIEMENS.NS achieves a 16.53% return, which is significantly lower than ABB.NS's 31.49% return. Both investments have delivered pretty close results over the past 10 years, with SIEMENS.NS having a 19.97% annualized return and ABB.NS not far ahead at 20.51%.

SIEMENS.NS

• 1D: 1.35%
• 1M: 1.06%
• YTD: 16.53%
• 6M: 13.52%
• 1Y: 9.25%
• 3Y*: 22.90%
• 5Y*: 27.31%
• 10Y*: 19.97%

ABB.NS

• 1D: 0.77%
• 1M: 7.38%
• YTD: 31.49%
• 6M: 28.80%
• 1Y: 13.12%
• 3Y*: 16.87%
• 5Y*: 33.25%
• 10Y*: 20.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SIEMENS.NS vs. ABB.NS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SIEMENS.NS Siemens Limited	16.53%	-9.39%	63.13%	43.33%	20.47%	51.09%	6.28%	44.86%	-14.56%	12.39%
ABB.NS ABB India Limited	31.49%	-24.60%	48.59%	74.74%	20.42%	84.98%	-5.19%	7.57%	-4.37%	34.84%

Correlation

The correlation between SIEMENS.NS and ABB.NS is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Mar 6, 2006	0.46

The correlation between SIEMENS.NS and ABB.NS shifts across timeframes, from 0.44 (10 years) to 0.65 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

SIEMENS.NS vs. ABB.NS — Risk / Return Rank

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

SIEMENS.NS

SIEMENS.NS Risk / Return Rank: 53
SIEMENS.NS Sharpe Ratio Rank: 54
SIEMENS.NS Sortino Ratio Rank: 48
SIEMENS.NS Omega Ratio Rank: 46
SIEMENS.NS Calmar Ratio Rank: 57
SIEMENS.NS Martin Ratio Rank: 58

ABB.NS

ABB.NS Risk / Return Rank: 55
ABB.NS Sharpe Ratio Rank: 59
ABB.NS Sortino Ratio Rank: 53
ABB.NS Omega Ratio Rank: 53
ABB.NS Calmar Ratio Rank: 56
ABB.NS Martin Ratio Rank: 55

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.

SIEMENS.NS vs. ABB.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Limited (SIEMENS.NS) and ABB India Limited (ABB.NS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SIEMENS.NS	ABB.NS	Difference
Sharpe ratio: Return per unit of total volatility	0.31	0.47	-0.16
Sortino ratio: Return per unit of downside risk	0.66	0.86	-0.20
Omega ratio: Gain probability vs. loss probability	1.08	1.11	-0.03
Calmar ratio: Return relative to maximum drawdown	0.62	0.59	+0.03
Martin ratio: Return relative to average drawdown	1.40	1.14	+0.26

SIEMENS.NS vs. ABB.NS - Sharpe Ratio Comparison

The current SIEMENS.NS Sharpe Ratio is 0.31, which is lower than the ABB.NS Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SIEMENS.NS and ABB.NS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SIEMENS.NS vs. ABB.NS - Drawdown Comparison

The maximum SIEMENS.NS drawdown since its inception was -76.36%, roughly equal to the maximum ABB.NS drawdown of -78.66%. Use the drawdown chart below to compare losses from any high point for SIEMENS.NS and ABB.NS.

Drawdown Indicators

	SIEMENS.NS	ABB.NS	Difference
Max Drawdown Largest peak-to-trough decline	-76.36%	-78.66%	+2.30%
Max Drawdown (1Y) Largest decline over 1 year	-15.28%	-22.70%	+7.42%
Max Drawdown (3Y) Largest decline over 3 years	-41.88%	-47.49%	+5.61%
Max Drawdown (5Y) Largest decline over 5 years	-41.88%	-47.49%	+5.61%
Max Drawdown (10Y) Largest decline over 10 years	-41.88%	-52.06%	+10.18%
Current Drawdown Current decline from peak	-13.59%	-23.92%	+10.33%
Average Drawdown Average peak-to-trough decline	-18.16%	-29.86%	+11.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.14%	13.03%	-5.89%

Volatility

SIEMENS.NS vs. ABB.NS - Volatility Comparison

Siemens Limited (SIEMENS.NS) has a higher volatility of 11.27% compared to ABB India Limited (ABB.NS) at 9.67%. This indicates that SIEMENS.NS's price experiences larger fluctuations and is considered to be riskier than ABB.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIEMENS.NS	ABB.NS	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.27%	9.67%	+1.60%
Volatility (6M) Calculated over the trailing 6-month period	25.79%	25.11%	+0.68%
Volatility (1Y) Calculated over the trailing 1-year period	30.79%	28.84%	+1.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.15%	32.73%	-2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.86%	31.00%	-1.14%

Dividends

SIEMENS.NS vs. ABB.NS - Dividend Comparison

SIEMENS.NS has not paid dividends to shareholders, while ABB.NS's dividend yield for the trailing twelve months is around 0.58%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABB.NS ABB India Limited	0.58%	0.85%	0.50%	0.24%	0.19%	0.23%	0.40%	0.37%	0.37%	0.32%	0.00%	0.00%
SIEMENS.NS Siemens Limited	0.00%	0.39%	0.29%	0.48%	0.55%	0.57%	0.86%	0.90%	1.29%	0.93%	5.45%	0.96%

Financials

Frequently Asked Questions

Can I hold both SIEMENS.NS and ABB.NS in my portfolio?

SIEMENS.NS and ABB.NS have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.