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SMMNY vs. MC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SMMNY vs. MC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siemens Healthineers AG ADR (SMMNY) and Moelis & Company (MC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMMNY achieves a -23.26% return, which is significantly lower than MC's -0.66% return.


SMMNY

1D
-0.25%
1M
-1.70%
YTD
-23.26%
6M
-23.32%
1Y
-24.27%
3Y*
-9.15%
5Y*
-6.07%
10Y*

MC

1D
-0.36%
1M
1.79%
YTD
-0.66%
6M
-3.93%
1Y
23.12%
3Y*
21.64%
5Y*
9.77%
10Y*
18.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMMNY vs. MC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SMMNY
Siemens Healthineers AG ADR
-23.26%1.38%-7.92%19.04%-33.71%50.75%9.62%15.89%1.37%
MC
Moelis & Company
-0.66%-3.13%37.14%54.90%-35.18%49.03%62.83%0.80%-36.69%

Correlation

The correlation between SMMNY and MC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.31

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

0.32

Correlation (All Time)
Calculated using the full available price history since May 14, 2018

0.27

The correlation between SMMNY and MC shifts across timeframes, from 0.27 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SMMNY:

$88.38B

MC:

$5.32B

EPS

SMMNY:

€0.75

MC:

$2.79

PE Ratio

SMMNY:

23.00

MC:

23.97

PEG Ratio

SMMNY:

4.32

MC:

1.37

PS Ratio

SMMNY:

2.22

MC:

3.46

PB Ratio

SMMNY:

4.24

MC:

10.92

Total Revenue (TTM)

SMMNY:

€21.77B

MC:

$1.53B

Gross Profit (TTM)

SMMNY:

€8.78B

MC:

$1.06B

EBITDA (TTM)

SMMNY:

€4.42B

MC:

$300.04M

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Return for Risk

SMMNY vs. MC — Risk / Return Rank

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

SMMNY
SMMNY Risk / Return Rank: 88
Overall Rank
SMMNY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SMMNY Sortino Ratio Rank: 99
Sortino Ratio Rank
SMMNY Omega Ratio Rank: 99
Omega Ratio Rank
SMMNY Calmar Ratio Rank: 1212
Calmar Ratio Rank
SMMNY Martin Ratio Rank: 55
Martin Ratio Rank

MC
MC Risk / Return Rank: 5959
Overall Rank
MC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MC Sortino Ratio Rank: 5757
Sortino Ratio Rank
MC Omega Ratio Rank: 5757
Omega Ratio Rank
MC Calmar Ratio Rank: 5858
Calmar Ratio Rank
MC Martin Ratio Rank: 5959
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.

SMMNY vs. MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Healthineers AG ADR (SMMNY) and Moelis & Company (MC). 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.


SMMNYMCDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

0.84

1.14

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.78

0.70

-1.48

Martin ratioReturn relative to average drawdown

-1.54

1.66

-3.20

SMMNY vs. MC - Sharpe Ratio Comparison

The current SMMNY Sharpe Ratio is -0.97, which is lower than the MC Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of SMMNY and MC, 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

SMMNY vs. MC - Drawdown Comparison

The maximum SMMNY drawdown since its inception was -47.57%, smaller than the maximum MC drawdown of -58.26%. Use the drawdown chart below to compare losses from any high point for SMMNY and MC.


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Drawdown Indicators


SMMNYMCDifference

Max Drawdown

Largest peak-to-trough decline

-47.57%

-58.26%

+10.69%

Max Drawdown (1Y)

Largest decline over 1 year

-31.10%

-33.26%

+2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-34.77%

-39.31%

+4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-47.57%

-53.06%

+5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-58.26%

Current Drawdown

Current decline from peak

-43.48%

-12.45%

-31.03%

Average Drawdown

Average peak-to-trough decline

-18.34%

-20.28%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.74%

13.97%

+1.77%

Volatility

SMMNY vs. MC - Volatility Comparison

The current volatility for Siemens Healthineers AG ADR (SMMNY) is 6.60%, while Moelis & Company (MC) has a volatility of 11.33%. This indicates that SMMNY experiences smaller price fluctuations and is considered to be less risky than MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMMNYMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

11.33%

-4.73%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

27.03%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

25.20%

34.99%

-9.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.61%

36.86%

-9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.14%

36.02%

-7.88%

Dividends

SMMNY vs. MC - Dividend Comparison

SMMNY's dividend yield for the trailing twelve months is around 3.02%, less than MC's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
MC
Moelis & Company
3.88%3.78%3.25%4.28%6.25%10.88%8.88%10.18%14.19%5.11%9.71%3.43%
SMMNY
Siemens Healthineers AG ADR
3.02%1.85%1.96%1.73%1.93%1.28%1.08%1.07%0.00%0.00%0.00%0.00%

Financials

SMMNY vs. MC - Financials Comparison

This section allows you to compare key financial metrics between Siemens Healthineers AG ADR and Moelis & 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
5.77B
319.78M
(SMMNY) Total Revenue
(MC) Total Revenue
Please note, different currencies. SMMNY values in EUR, MC values in USD

SMMNY vs. MC - Profitability Comparison

The chart below illustrates the profitability comparison between Siemens Healthineers AG ADR and Moelis & Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
37.7%
34.2%
Portfolio components
SMMNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Siemens Healthineers AG ADR reported a gross profit of 2.18B and revenue of 5.77B. Therefore, the gross margin over that period was 37.7%.

MC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Moelis & Company reported a gross profit of 109.37M and revenue of 319.78M. Therefore, the gross margin over that period was 34.2%.

SMMNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Siemens Healthineers AG ADR reported an operating income of 767.42M and revenue of 5.77B, resulting in an operating margin of 13.3%.

MC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Moelis & Company reported an operating income of 40.50M and revenue of 319.78M, resulting in an operating margin of 12.7%.

SMMNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Siemens Healthineers AG ADR reported a net income of 514.32M and revenue of 5.77B, resulting in a net margin of 8.9%.

MC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Moelis & Company reported a net income of 38.43M and revenue of 319.78M, resulting in a net margin of 12.0%.


Frequently Asked Questions


SMMNY and MC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MC has higher volatility (11.33%) compared to SMMNY (6.60%). In terms of maximum drawdown, SMMNY dropped -47.57% vs MC's -58.26%.

MC currently has the higher Sharpe Ratio (0.67 vs -0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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