SMNEY vs. CEMR.DE
Compare and contrast key facts about Siemens Energy AG (SMNEY) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE).
CEMR.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Momentum. It was launched on Jan 16, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMNEY or CEMR.DE.
Correlation
The correlation between SMNEY and CEMR.DE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SMNEY vs. CEMR.DE - Performance Comparison
Key characteristics
SMNEY:
5.40
CEMR.DE:
0.68
SMNEY:
4.49
CEMR.DE:
0.99
SMNEY:
1.62
CEMR.DE:
1.14
SMNEY:
5.31
CEMR.DE:
0.76
SMNEY:
40.01
CEMR.DE:
3.56
SMNEY:
7.36%
CEMR.DE:
3.35%
SMNEY:
54.50%
CEMR.DE:
17.52%
SMNEY:
-82.43%
CEMR.DE:
-31.78%
SMNEY:
0.00%
CEMR.DE:
-7.98%
Returns By Period
In the year-to-date period, SMNEY achieves a 39.31% return, which is significantly higher than CEMR.DE's 4.28% return.
SMNEY
39.31%
6.24%
84.46%
283.47%
N/A
N/A
CEMR.DE
4.28%
-7.02%
3.50%
12.59%
12.37%
8.82%
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Risk-Adjusted Performance
SMNEY vs. CEMR.DE — Risk-Adjusted Performance Rank
SMNEY
CEMR.DE
SMNEY vs. CEMR.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (SMNEY) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE). 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.
Dividends
SMNEY vs. CEMR.DE - Dividend Comparison
Neither SMNEY nor CEMR.DE has paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
SMNEY Siemens Energy AG | 0.00% | 0.00% | 0.00% | 1.20% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SMNEY vs. CEMR.DE - Drawdown Comparison
The maximum SMNEY drawdown since its inception was -82.43%, which is greater than CEMR.DE's maximum drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for SMNEY and CEMR.DE. For additional features, visit the drawdowns tool.
Volatility
SMNEY vs. CEMR.DE - Volatility Comparison
Siemens Energy AG (SMNEY) has a higher volatility of 24.27% compared to iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) at 13.28%. This indicates that SMNEY's price experiences larger fluctuations and is considered to be riskier than CEMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.