SMSN.L vs. EOAN.DE
SMSN.L (Samsung Electronics Co. Ltd) and EOAN.DE (E.ON SE) are both stocks. SMSN.L operates in Consumer Electronics (Technology), while EOAN.DE operates in Utilities - Diversified (Utilities). Over the past 10 years, SMSN.L returned 27.10%/yr vs 14.18%/yr for EOAN.DE. At a 0.19 correlation, their price movements are largely independent.
Performance
SMSN.L vs. EOAN.DE - Performance Comparison
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Different Trading Currencies
SMSN.L is traded in USD, while EOAN.DE is traded in EUR. To make them comparable, the EOAN.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SMSN.L achieves a 149.32% return, which is significantly higher than EOAN.DE's 14.05% return. Over the past 10 years, SMSN.L has outperformed EOAN.DE with an annualized return of 27.10%, while EOAN.DE has yielded a comparatively lower 14.18% annualized return.
SMSN.L
- 1D
- 1.28%
- 1M
- 5.20%
- YTD
- 149.32%
- 6M
- 179.18%
- 1Y
- 379.61%
- 3Y*
- 57.37%
- 5Y*
- 25.51%
- 10Y*
- 27.10%
EOAN.DE
- 1D
- -0.14%
- 1M
- -0.68%
- YTD
- 14.05%
- 6M
- 19.70%
- 1Y
- 23.54%
- 3Y*
- 24.52%
- 5Y*
- 15.94%
- 10Y*
- 14.18%
SMSN.L vs. EOAN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMSN.L Samsung Electronics Co. Ltd | 149.32% | 130.81% | -37.94% | 38.34% | -31.32% | -8.01% | 60.01% | 41.56% | -25.35% | 62.93% |
EOAN.DE E.ON SE | 14.05% | 67.95% | -9.15% | 40.29% | -23.91% | 29.72% | 9.45% | 13.11% | -6.32% | 58.87% |
Correlation
The correlation between SMSN.L and EOAN.DE is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | 0.19 |
The correlation between SMSN.L and EOAN.DE shifts across timeframes, from 0.09 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SMSN.L vs. EOAN.DE — Risk / Return Rank
SMSN.L
EOAN.DE
SMSN.L vs. EOAN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co. Ltd (SMSN.L) and E.ON SE (EOAN.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.
| SMSN.L | EOAN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.46 | ||
| Sortino ratioReturn per unit of downside risk | +4.22 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.18 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 17.15 | 2.00 | +15.15 |
| Martin ratioReturn relative to average drawdown | 56.85 | 4.83 | +52.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMSN.L | EOAN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 7.44 | 0.98 | +6.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.66 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.58 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.03 | +0.49 |
Drawdowns
SMSN.L vs. EOAN.DE - Drawdown Comparison
The maximum SMSN.L drawdown since its inception was -55.59%, smaller than the maximum EOAN.DE drawdown of -83.08%. Use the drawdown chart below to compare losses from any high point for SMSN.L and EOAN.DE.
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Drawdown Indicators
| SMSN.L | EOAN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.59% | -83.08% | +27.49% |
Max Drawdown (1Y)Largest decline over 1 year | -21.96% | -10.90% | -11.06% |
Max Drawdown (3Y)Largest decline over 3 years | -44.52% | -29.35% | -15.17% |
Max Drawdown (5Y)Largest decline over 5 years | -49.12% | -46.16% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -54.44% | -46.16% | -8.28% |
Current DrawdownCurrent decline from peak | -12.96% | -16.86% | +3.90% |
Average DrawdownAverage peak-to-trough decline | -17.36% | -56.76% | +39.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 4.51% | +2.11% |
Volatility
SMSN.L vs. EOAN.DE - Volatility Comparison
Samsung Electronics Co. Ltd (SMSN.L) has a higher volatility of 23.24% compared to E.ON SE (EOAN.DE) at 7.48%. This indicates that SMSN.L's price experiences larger fluctuations and is considered to be riskier than EOAN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMSN.L | EOAN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.24% | 7.48% | +15.76% |
Volatility (6M)Calculated over the trailing 6-month period | 43.27% | 18.21% | +25.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.70% | 22.25% | +28.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.66% | 23.75% | +10.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.88% | 24.21% | +8.67% |
Dividends
SMSN.L vs. EOAN.DE - Dividend Comparison
SMSN.L's dividend yield for the trailing twelve months is around 0.37%, less than EOAN.DE's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOAN.DE E.ON SE | 3.16% | 3.41% | 4.71% | 4.20% | 5.25% | 3.85% | 5.08% | 4.51% | 3.48% | 2.32% | 7.46% | 6.38% |
SMSN.L Samsung Electronics Co. Ltd | 0.37% | 0.94% | 2.88% | 1.79% | 2.50% | 1.85% | 3.60% | 2.47% | 3.65% | 1.62% | 1.68% | 1.71% |
Financials
SMSN.L vs. EOAN.DE - Financials Comparison
This section allows you to compare key financial metrics between Samsung Electronics Co. Ltd and E.ON SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SMSN.L and EOAN.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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