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SIEMENS.NS vs. ETN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SIEMENS.NS vs. ETN - Performance Comparison

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

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SIEMENS.NS vs. ETN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIEMENS.NS
Siemens Limited
-1.88%-904.55%63.63%43.10%20.53%51.48%5.88%44.75%-14.96%13.16%
ETN
Eaton Corporation plc
19.43%1.86%43.74%57.30%2.79%49.62%33.14%46.39%-1.90%13.99%
Different Trading Currencies

SIEMENS.NS is traded in INR, while ETN is traded in USD. To make them comparable, the ETN values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SIEMENS.NS achieves a -1.88% return, which is significantly lower than ETN's 19.43% return.


SIEMENS.NS

1D
2.97%
1M
-9.18%
YTD
-1.88%
6M
-3.55%
1Y
-1,083.72%
3Y*
5Y*
10Y*

ETN

1D
1.93%
1M
4.45%
YTD
19.43%
6M
2.56%
1Y
41.91%
3Y*
36.12%
5Y*
29.25%
10Y*
26.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SIEMENS.NS vs. ETN — Risk / Return Rank

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

SIEMENS.NS

ETN
ETN Risk / Return Rank: 7171
Overall Rank
ETN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ETN Sortino Ratio Rank: 6868
Sortino Ratio Rank
ETN Omega Ratio Rank: 6666
Omega Ratio Rank
ETN Calmar Ratio Rank: 7575
Calmar Ratio Rank
ETN Martin Ratio Rank: 7373
Martin Ratio Rank
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. ETN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Limited (SIEMENS.NS) and Eaton Corporation plc (ETN). 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.


SIEMENS.NSETNDifference

Sharpe ratio

Return per unit of total volatility

1.34

Sortino ratio

Return per unit of downside risk

-1.01

1.90

-2.91

Omega ratio

Gain probability vs. loss probability

0.14

1.25

-1.12

Calmar ratio

Return relative to maximum drawdown

-0.92

2.88

-3.80

Martin ratio

Return relative to average drawdown

-1.01

6.62

-7.63

SIEMENS.NS vs. ETN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SIEMENS.NSETNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

Correlation

The correlation between SIEMENS.NS and ETN is 0.05, 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.


Dividends

SIEMENS.NS vs. ETN - Dividend Comparison

SIEMENS.NS's dividend yield for the trailing twelve months is around 94.13%, more than ETN's 1.15% yield.


TTM20252024202320222021202020192018201720162015
SIEMENS.NS
Siemens Limited
94.13%92.75%0.29%0.48%0.54%0.57%0.86%0.90%1.28%0.93%6.49%0.96%
ETN
Eaton Corporation plc
1.15%1.31%1.13%1.43%2.06%1.76%1.88%3.00%3.85%3.04%3.40%4.23%

Drawdowns

SIEMENS.NS vs. ETN - Drawdown Comparison

The maximum SIEMENS.NS drawdown since its inception was -835.32%, which is greater than ETN's maximum drawdown of -61.02%. Use the drawdown chart below to compare losses from any high point for SIEMENS.NS and ETN.


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Drawdown Indicators


SIEMENS.NSETNDifference

Max Drawdown

Largest peak-to-trough decline

-835.32%

-68.95%

-766.37%

Max Drawdown (1Y)

Largest decline over 1 year

-1,208.58%

-19.14%

-1,189.44%

Max Drawdown (5Y)

Largest decline over 5 years

-835.32%

-34.46%

-800.86%

Max Drawdown (10Y)

Largest decline over 10 years

-835.32%

-44.55%

-790.77%

Current Drawdown

Current decline from peak

-747.16%

-7.42%

-739.74%

Average Drawdown

Average peak-to-trough decline

-51.65%

-14.93%

-36.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1,070.94%

8.58%

+1,062.36%

Volatility

SIEMENS.NS vs. ETN - Volatility Comparison

Siemens Limited (SIEMENS.NS) has a higher volatility of 12.61% compared to Eaton Corporation plc (ETN) at 10.19%. This indicates that SIEMENS.NS's price experiences larger fluctuations and is considered to be riskier than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIEMENS.NSETNDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.61%

10.19%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

21.34%

23.29%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

1,093.70%

34.20%

+1,059.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

490.05%

28.63%

+461.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

347.21%

28.83%

+318.38%

Financials

SIEMENS.NS vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Siemens Limited and Eaton Corporation plc. 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


Please note, different currencies. SIEMENS.NS values in INR, ETN values in USD