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SIEMENS.NS vs. BKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SIEMENS.NS and BKR is 0.13, 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. BKR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SIEMENS.NS:

-0.97

BKR:

0.51

Sortino Ratio

SIEMENS.NS:

-1.08

BKR:

0.77

Omega Ratio

SIEMENS.NS:

0.79

BKR:

1.11

Calmar Ratio

SIEMENS.NS:

-0.81

BKR:

0.49

Martin Ratio

SIEMENS.NS:

-1.86

BKR:

1.27

Ulcer Index

SIEMENS.NS:

28.77%

BKR:

10.89%

Daily Std Dev

SIEMENS.NS:

57.70%

BKR:

36.02%

Max Drawdown

SIEMENS.NS:

-81.58%

BKR:

-73.51%

Current Drawdown

SIEMENS.NS:

-58.88%

BKR:

-23.95%

Fundamentals

Market Cap

SIEMENS.NS:

₹1.17T

BKR:

$36.40B

EPS

SIEMENS.NS:

₹68.50

BKR:

$2.93

PE Ratio

SIEMENS.NS:

47.84

BKR:

12.54

PS Ratio

SIEMENS.NS:

5.25

BKR:

1.31

PB Ratio

SIEMENS.NS:

17.21

BKR:

2.13

Total Revenue (TTM)

SIEMENS.NS:

₹151.64B

BKR:

$27.84B

Gross Profit (TTM)

SIEMENS.NS:

₹49.09B

BKR:

$6.11B

EBITDA (TTM)

SIEMENS.NS:

₹26.43B

BKR:

$4.72B

Returns By Period

In the year-to-date period, SIEMENS.NS achieves a -49.75% return, which is significantly lower than BKR's -9.43% return.


SIEMENS.NS

YTD

-49.75%

1M

12.87%

6M

-52.05%

1Y

-54.91%

3Y*

11.22%

5Y*

26.81%

10Y*

9.94%

BKR

YTD

-9.43%

1M

1.63%

6M

-16.04%

1Y

16.12%

3Y*

3.13%

5Y*

22.82%

10Y*

N/A

*Annualized

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Siemens Limited

Baker Hughes Company

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

Risk-Adjusted Performance

SIEMENS.NS vs. BKR — Risk-Adjusted Performance Rank

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

SIEMENS.NS
The Risk-Adjusted Performance Rank of SIEMENS.NS is 66
Overall Rank
The Sharpe Ratio Rank of SIEMENS.NS is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of SIEMENS.NS is 1212
Sortino Ratio Rank
The Omega Ratio Rank of SIEMENS.NS is 55
Omega Ratio Rank
The Calmar Ratio Rank of SIEMENS.NS is 55
Calmar Ratio Rank
The Martin Ratio Rank of SIEMENS.NS is 11
Martin Ratio Rank

BKR
The Risk-Adjusted Performance Rank of BKR is 6767
Overall Rank
The Sharpe Ratio Rank of BKR is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of BKR is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BKR is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BKR is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BKR is 6868
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.

SIEMENS.NS vs. BKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Limited (SIEMENS.NS) and Baker Hughes Company (BKR). 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 SIEMENS.NS Sharpe Ratio is -0.97, which is lower than the BKR Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SIEMENS.NS and BKR, 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

SIEMENS.NS vs. BKR - Dividend Comparison

SIEMENS.NS's dividend yield for the trailing twelve months is around 0.37%, less than BKR's 2.40% yield.


TTM20242023202220212020201920182017201620152014
SIEMENS.NS
Siemens Limited
0.37%0.15%0.25%0.28%0.30%0.44%0.47%0.67%0.48%2.83%0.50%0.55%
BKR
Baker Hughes Company
2.40%2.05%2.28%2.47%2.99%3.45%2.81%3.35%56.42%0.00%0.00%0.00%

Drawdowns

SIEMENS.NS vs. BKR - Drawdown Comparison

The maximum SIEMENS.NS drawdown since its inception was -81.58%, which is greater than BKR's maximum drawdown of -73.51%. Use the drawdown chart below to compare losses from any high point for SIEMENS.NS and BKR.


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

Volatility

SIEMENS.NS vs. BKR - Volatility Comparison

Siemens Limited (SIEMENS.NS) has a higher volatility of 8.87% compared to Baker Hughes Company (BKR) at 5.99%. This indicates that SIEMENS.NS's price experiences larger fluctuations and is considered to be riskier than BKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SIEMENS.NS vs. BKR - Financials Comparison

This section allows you to compare key financial metrics between Siemens Limited and Baker Hughes Company. 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20212022202320242025
35.87B
6.43B
(SIEMENS.NS) Total Revenue
(BKR) Total Revenue
Please note, different currencies. SIEMENS.NS values in INR, BKR values in USD