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SMNEY vs. ENR.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SMNEY and ENR.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

SMNEY vs. ENR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siemens Energy AG (SMNEY) and Siemens Energy AG (ENR.DE). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
134.27%
135.25%
SMNEY
ENR.DE

Key characteristics

Sharpe Ratio

SMNEY:

5.40

ENR.DE:

4.46

Sortino Ratio

SMNEY:

4.49

ENR.DE:

3.92

Omega Ratio

SMNEY:

1.62

ENR.DE:

1.57

Calmar Ratio

SMNEY:

5.31

ENR.DE:

5.54

Martin Ratio

SMNEY:

40.01

ENR.DE:

32.78

Ulcer Index

SMNEY:

7.36%

ENR.DE:

7.90%

Daily Std Dev

SMNEY:

54.50%

ENR.DE:

57.64%

Max Drawdown

SMNEY:

-82.43%

ENR.DE:

-79.40%

Current Drawdown

SMNEY:

0.00%

ENR.DE:

0.00%

Fundamentals

Market Cap

SMNEY:

$55.41B

ENR.DE:

€45.61B

EPS

SMNEY:

-$0.22

ENR.DE:

-€0.20

PS Ratio

SMNEY:

1.55

ENR.DE:

1.28

PB Ratio

SMNEY:

5.06

ENR.DE:

4.66

Total Revenue (TTM)

SMNEY:

$27.48B

ENR.DE:

€27.48B

Gross Profit (TTM)

SMNEY:

$3.62B

ENR.DE:

€3.62B

EBITDA (TTM)

SMNEY:

$1.69B

ENR.DE:

€1.60B

Returns By Period

In the year-to-date period, SMNEY achieves a 39.31% return, which is significantly higher than ENR.DE's 26.64% return.


SMNEY

YTD

39.31%

1M

9.60%

6M

84.41%

1Y

285.87%

5Y*

N/A

10Y*

N/A

ENR.DE

YTD

26.64%

1M

4.87%

6M

74.89%

1Y

259.23%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SMNEY vs. ENR.DE — Risk-Adjusted Performance Rank

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

SMNEY
The Risk-Adjusted Performance Rank of SMNEY is 9999
Overall Rank
The Sharpe Ratio Rank of SMNEY is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SMNEY is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SMNEY is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SMNEY is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SMNEY is 100100
Martin Ratio Rank

ENR.DE
The Risk-Adjusted Performance Rank of ENR.DE is 9999
Overall Rank
The Sharpe Ratio Rank of ENR.DE is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of ENR.DE is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ENR.DE is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ENR.DE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ENR.DE is 100100
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.

SMNEY vs. ENR.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Energy AG (SMNEY) and Siemens Energy AG (ENR.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.


Sharpe ratio
The chart of Sharpe ratio for SMNEY, currently valued at 4.83, compared to the broader market-2.00-1.000.001.002.003.00
SMNEY: 4.83
ENR.DE: 4.46
The chart of Sortino ratio for SMNEY, currently valued at 4.23, compared to the broader market-6.00-4.00-2.000.002.004.00
SMNEY: 4.23
ENR.DE: 3.94
The chart of Omega ratio for SMNEY, currently valued at 1.59, compared to the broader market0.501.001.502.00
SMNEY: 1.59
ENR.DE: 1.57
The chart of Calmar ratio for SMNEY, currently valued at 5.12, compared to the broader market0.001.002.003.004.00
SMNEY: 5.12
ENR.DE: 5.25
The chart of Martin ratio for SMNEY, currently valued at 35.26, compared to the broader market-5.000.005.0010.0015.0020.00
SMNEY: 35.26
ENR.DE: 33.83

The current SMNEY Sharpe Ratio is 5.40, which is comparable to the ENR.DE Sharpe Ratio of 4.46. The chart below compares the historical Sharpe Ratios of SMNEY and ENR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio3.004.005.006.007.008.009.00NovemberDecember2025FebruaryMarchApril
4.83
4.46
SMNEY
ENR.DE

Dividends

SMNEY vs. ENR.DE - Dividend Comparison

Neither SMNEY nor ENR.DE has paid dividends to shareholders.


TTM202420232022
SMNEY
Siemens Energy AG
0.00%0.00%0.00%1.20%
ENR.DE
Siemens Energy AG
0.00%0.00%0.83%0.57%

Drawdowns

SMNEY vs. ENR.DE - Drawdown Comparison

The maximum SMNEY drawdown since its inception was -82.43%, roughly equal to the maximum ENR.DE drawdown of -79.40%. Use the drawdown chart below to compare losses from any high point for SMNEY and ENR.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril00
SMNEY
ENR.DE

Volatility

SMNEY vs. ENR.DE - Volatility Comparison

Siemens Energy AG (SMNEY) has a higher volatility of 24.27% compared to Siemens Energy AG (ENR.DE) at 20.00%. This indicates that SMNEY's price experiences larger fluctuations and is considered to be riskier than ENR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
24.27%
20.00%
SMNEY
ENR.DE

Financials

SMNEY vs. ENR.DE - Financials Comparison

This section allows you to compare key financial metrics between Siemens Energy AG and Siemens Energy AG. 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. SMNEY values in USD, ENR.DE values in EUR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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