Siemens Aktiengesellschaft

10-Year Study

SIE.XETRA · Industrials · DE · Common Stock

Executive Summary: Siemens Aktiengesellschaft has compounded at 14.2% annually over the last 10 years, with a maximum drawdown of 34.6% and an annualized volatility of 27.8%.

1Y CAGR
+17.0%
3Y CAGR
+19.4%
5Y CAGR
+15.8%
10Y CAGR
+14.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
34.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +34.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.4-3.5-16.916.5————————2.3%
202510.09.1-4.2-4.74.92.83.35.2-3.17.1-7.04.829.8%
2024-1.912.9-3.3-0.60.2-1.4-2.50.36.7-1.62.72.914.1%
202310.24.23.2-0.23.0-0.51.6-10.4-2.3-7.923.210.334.9%
2022-8.4-6.9-0.8-6.34.0-20.711.8-6.90.19.318.6-1.2-12.7%
20218.92.79.4-0.8-4.50.7-1.57.00.8-1.20.78.133.4%
2020-4.2-13.2-16.99.316.46.33.46.83.5-6.711.24.916.3%
20192.70.4-0.211.3-5.03.1-5.4-8.18.05.213.3-0.525.0%
20185.2-8.1-4.52.05.51.56.7-7.3-1.5-7.80.7-4.9-13.2%
2017-0.59.24.62.5-3.5-5.3-4.7-4.38.62.8-6.81.72.8%
2016———-2.26.2-5.15.810.2-2.7-0.73.09.625.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 27.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 74.9% of variance. Idiosyncratic stock-specific factors contribute 23.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019782.060783373456
2016-05-0110390.766403970634
2016-06-019856.138804256741
2016-07-0110426.190810644113
2016-08-0111492.216802535573
2016-09-0111186.249388468823
2016-10-0111105.72909855057
2016-11-0111443.90785779216
2016-12-0112538.89984128445
2017-01-0112479.869927520438
2017-02-0113626.157872727243
2017-03-0114247.554278942176
2017-04-0114602.621793598742
2017-05-0114097.75134133208
2017-06-0113354.307036281763
2017-07-0112732.91063006683
2017-08-0112183.654720213388
2017-09-0113226.688754446217
2017-10-0113592.864743027738
2017-11-0112671.878607630295
2017-12-0112888.267804639401
2018-01-0113555.147599003467
2018-02-0112451.081542334105
2018-03-0111886.163975929489
2018-04-0112129.597786055316
2018-05-0112802.435468323896
2018-06-0112999.933801245506
2018-07-0113865.668195696435
2018-08-0112857.541894931275
2018-09-0112669.24680348819
2018-10-0111679.494693604718
2018-11-0111757.576931833042
2018-12-0111181.179532636794
2019-01-0111482.561472001964
2019-02-0111524.5250239365
2019-03-0111501.742964767729
2019-04-0112796.509872494742
2019-05-0112161.114851609842
2019-06-0112539.949333733755
2019-07-0111867.402280143442
2019-08-0110903.51612262593
2019-09-0111778.679803082925
2019-10-0112393.698524413616
2019-11-0114040.901142655086
2019-12-0113971.37630439802
2020-01-0113383.93501542754
2020-02-0111615.15273344345
2020-03-019654.781568329223
2020-04-0110553.324711349213
2020-05-0112279.400723665409
2020-06-0113055.815237661602
2020-07-0113499.492207114914
2020-08-0114414.245971967248
2020-09-0114914.321051042467
2020-10-0113921.694946451666
2020-11-0115483.904822337076
2020-12-0116247.047293358974
2021-01-0117687.596775313355
2021-02-0118160.498072970404
2021-03-0119866.14934761935
2021-04-0119698.698790823237
2021-05-0118821.75904622126
2021-06-0118960.808722735397
2021-07-0118671.342559179266
2021-08-0119985.339397785086
2021-09-0120138.597587459048
2021-10-0119905.86860031614
2021-11-0120047.776125499924
2021-12-0121665.447640821705
2022-01-0119849.115277865236
2022-02-0118484.22612848694
2022-03-0118338.282093882754
2022-04-0117188.31285208453
2022-05-0117868.3678131968
2022-06-0114168.90692939499
2022-07-0115839.86036906613
2022-08-0114751.181486307354
2022-09-0114768.699937191914
2022-10-0116146.32831030101
2022-11-0119149.68507153502
2022-12-0118919.103507403765
2023-01-0120854.222269583934
2023-02-0121735.117793417907
2023-03-0122420.065003947708
2023-04-0122365.991923751953
2023-05-0123032.92015622906
2023-06-0122912.745197764743
2023-07-0123279.260253137574
2023-08-0120860.906729184124
2023-09-0120377.236024393434
2023-10-0118770.01099545166
2023-11-0123132.056827594224
2023-12-0125523.365738430963
2024-01-0125036.69187063149
2024-02-0128261.44310055591
2024-03-0127337.6152625265
2024-04-0127173.86214835948
2024-05-0127229.485248172674
2024-06-0126837.088094396197
2024-07-0126172.807812098876
2024-08-0126250.050456367753
2024-09-0128014.26340968795
2024-10-0127560.075369703896
2024-11-0128295.430509875725
2024-12-0129129.647838772125
2025-01-0132047.86654331094
2025-02-0134971.558754623824
2025-03-0133501.23597918453
2025-04-0131928.14367390171
2025-05-0133485.41286225654
2025-06-0134410.306338772934
2025-07-0135556.51355379133
2025-08-0137406.28436078644
2025-09-0136236.342470376054
2025-10-0138821.274665090816
2025-11-0136094.0635863256
2025-12-0137809.43477565888
2026-01-0141382.29457799909
2026-02-0139945.29722433467
2026-03-0133212.39951109798
2026-04-0138685.90628516809
Annual Return Matrix
YearAnnual Return
20170.02786272861073935
2018-0.13245288644515185
20190.24954404529655472
20200.16288094596983993
20210.33350062012052595
2022-0.12676147656618553
20230.34907902631024235
20240.14129335986872316
20250.2979708846783169
20260.023181290984901626
Total Factor Risk
0.2777567283565712
VTI.US Exposure
0.05983673248521245
VEA.US Exposure
0.748752011325214
VWO.US Exposure
-0.04707923824542708
QQQ.US Exposure
-0.05920665049036769
VTV.US Exposure
-0.09484770909164125
IJR.US Exposure
0.15720355327799762
QUAL.US Exposure
0.03232236479429534
SHV.US Exposure
0.00006269194864333615
TLT.US Exposure
-0.015204678030533826
LQD.US Exposure
0.06156255199677685
HYG.US Exposure
-0.01170441910573169
GLD.US Exposure
-0.025318636292589992
USO.US Exposure
0.016270973844041678
VNQ.US Exposure
-0.08187142692248127
BTC-USD.CC Exposure
-0.004296697159290973
CPER.US Exposure
0.08112732616983093
VIX.INDX Exposure
-0.06470489584302094
UUP.US Exposure
0.0013194672388034123
TIP.US Exposure
0.013068649144464668
Idiosyncratic Exposure
0.23270802895580453
Value Score
41.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →21.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.48%
Market Cap$162.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$864
Avg Yield on Cost
8.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$863.818.64%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
8.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Siemens Aktiengesellschaft a high-risk investment?

Siemens Aktiengesellschaft (SIE.XETRA) has an annualized volatility of 27.8% and experienced a maximum drawdown of 34.6% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of SIE.XETRA?

Over the past 10 years, SIE.XETRA has generated a Compound Annual Growth Rate (CAGR) of 14.2%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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