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

Performance

SIEMENS.NS vs. MELI - Performance Comparison

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

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Different Trading Currencies

SIEMENS.NS is traded in INR, while MELI is traded in USD. To make them comparable, the MELI 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 16.53% return, which is significantly higher than MELI's -16.45% return. Over the past 10 years, SIEMENS.NS has underperformed MELI with an annualized return of 19.97%, while MELI has yielded a comparatively higher 32.55% annualized return.


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%

MELI

1D
-1.94%
1M
1.21%
YTD
-16.45%
6M
-17.18%
1Y
-25.39%
3Y*
14.97%
5Y*
8.17%
10Y*
32.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIEMENS.NS vs. MELI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIEMENS.NS
Siemens Limited
16.53%-9.39%63.13%43.33%20.47%51.09%6.28%44.86%-14.56%12.39%
MELI
MercadoLibre, Inc.
-16.45%24.12%11.48%86.99%-30.50%-17.91%200.27%100.25%1.49%89.45%

Correlation

The correlation between SIEMENS.NS and MELI is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2007

0.05

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Return for Risk

SIEMENS.NS vs. MELI — 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: 5353
Overall Rank
SIEMENS.NS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SIEMENS.NS Sortino Ratio Rank: 4848
Sortino Ratio Rank
SIEMENS.NS Omega Ratio Rank: 4646
Omega Ratio Rank
SIEMENS.NS Calmar Ratio Rank: 5757
Calmar Ratio Rank
SIEMENS.NS Martin Ratio Rank: 5858
Martin Ratio Rank

MELI
MELI Risk / Return Rank: 1111
Overall Rank
MELI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MELI Omega Ratio Rank: 1111
Omega Ratio Rank
MELI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MELI Martin Ratio Rank: 99
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. MELI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Limited (SIEMENS.NS) and MercadoLibre, Inc. (MELI). 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.NSMELIDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.08

0.91

+0.17

Calmar ratioReturn relative to maximum drawdown

0.62

-0.75

+1.38

Martin ratioReturn relative to average drawdown

1.40

-1.33

+2.74

SIEMENS.NS vs. MELI - Sharpe Ratio Comparison

The current SIEMENS.NS Sharpe Ratio is 0.31, which is higher than the MELI Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of SIEMENS.NS and MELI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SIEMENS.NS vs. MELI - Drawdown Comparison

The maximum SIEMENS.NS drawdown since its inception was -76.36%, smaller than the maximum MELI drawdown of -86.62%. Use the drawdown chart below to compare losses from any high point for SIEMENS.NS and MELI.


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Drawdown Indicators


SIEMENS.NSMELIDifference

Max Drawdown

Largest peak-to-trough decline

-76.36%

-86.62%

+10.26%

Max Drawdown (1Y)

Largest decline over 1 year

-15.28%

-33.75%

+18.47%

Max Drawdown (3Y)

Largest decline over 3 years

-41.88%

-33.75%

-8.13%

Max Drawdown (5Y)

Largest decline over 5 years

-41.88%

-66.71%

+24.83%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

-67.03%

+25.15%

Current Drawdown

Current decline from peak

-13.59%

-32.52%

+18.93%

Average Drawdown

Average peak-to-trough decline

-18.16%

-20.39%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.14%

19.07%

-11.93%

Volatility

SIEMENS.NS vs. MELI - Volatility Comparison

Siemens Limited (SIEMENS.NS) has a higher volatility of 11.27% compared to MercadoLibre, Inc. (MELI) at 10.33%. This indicates that SIEMENS.NS's price experiences larger fluctuations and is considered to be riskier than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIEMENS.NSMELIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.27%

10.33%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

25.79%

29.16%

-3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

30.79%

39.34%

-8.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.15%

48.91%

-18.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.86%

48.00%

-18.14%

Dividends

SIEMENS.NS vs. MELI - Dividend Comparison

Neither SIEMENS.NS nor MELI has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%
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

SIEMENS.NS vs. MELI - Financials Comparison

This section allows you to compare key financial metrics between Siemens Limited and MercadoLibre, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


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

Frequently Asked Questions


SIEMENS.NS and MELI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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