1DTE.MI vs. 1SIE.MI
1DTE.MI (Deutsche Telekom AG) and 1SIE.MI (Siemens Aktiengesellschaft) are both stocks. 1DTE.MI operates in Telecom Services (Communication Services), while 1SIE.MI operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, 1DTE.MI returned 11.01%/yr vs 15.40%/yr for 1SIE.MI. At a 0.37 correlation, their price movements are largely independent.
Performance
1DTE.MI vs. 1SIE.MI - Performance Comparison
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Returns By Period
In the year-to-date period, 1DTE.MI achieves a 1.85% return, which is significantly lower than 1SIE.MI's 15.21% return. Over the past 10 years, 1DTE.MI has underperformed 1SIE.MI with an annualized return of 11.01%, while 1SIE.MI has yielded a comparatively higher 15.40% annualized return.
1DTE.MI
- 1D
- -0.50%
- 1M
- 1.98%
- YTD
- 1.85%
- 6M
- 4.82%
- 1Y
- -16.48%
- 3Y*
- 16.24%
- 5Y*
- 13.62%
- 10Y*
- 11.01%
1SIE.MI
- 1D
- -1.74%
- 1M
- 4.17%
- YTD
- 15.21%
- 6M
- 19.88%
- 1Y
- 27.10%
- 3Y*
- 22.67%
- 5Y*
- 17.77%
- 10Y*
- 15.40%
1DTE.MI vs. 1SIE.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
1DTE.MI Deutsche Telekom AG | 1.85% | 0.58% | 38.78% | 23.57% | 14.40% | 8.00% | 21.73% | 4.68% | 4.31% | -5.94% |
1SIE.MI Siemens Aktiengesellschaft | 15.21% | 30.22% | 17.61% | 30.75% | -11.96% | 31.76% | 16.34% | 23.46% | -14.76% | 5.88% |
Correlation
The correlation between 1DTE.MI and 1SIE.MI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2006 | 0.37 |
Over the past year, the correlation between 1DTE.MI and 1SIE.MI has dropped to 0.13 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
1DTE.MI vs. 1SIE.MI — Risk / Return Rank
1DTE.MI
1SIE.MI
1DTE.MI vs. 1SIE.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (1DTE.MI) and Siemens Aktiengesellschaft (1SIE.MI). 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.
| 1DTE.MI | 1SIE.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.17 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 1.22 | -1.94 |
| Martin ratioReturn relative to average drawdown | -1.22 | 3.78 | -5.00 |
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
| 1DTE.MI | 1SIE.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.69 | 0.84 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.58 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.53 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.37 | +0.04 |
Drawdowns
1DTE.MI vs. 1SIE.MI - Drawdown Comparison
The maximum 1DTE.MI drawdown since its inception was -40.52%, smaller than the maximum 1SIE.MI drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for 1DTE.MI and 1SIE.MI.
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Drawdown Indicators
| 1DTE.MI | 1SIE.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.52% | -67.44% | +26.92% |
Max Drawdown (1Y)Largest decline over 1 year | -22.90% | -22.26% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -27.47% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -24.65% | -38.72% | +14.07% |
Max Drawdown (10Y)Largest decline over 10 years | -35.39% | -49.84% | +14.45% |
Current DrawdownCurrent decline from peak | -17.25% | -2.76% | -14.49% |
Average DrawdownAverage peak-to-trough decline | -11.47% | -14.97% | +3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.55% | 7.17% | +6.38% |
Volatility
1DTE.MI vs. 1SIE.MI - Volatility Comparison
The current volatility for Deutsche Telekom AG (1DTE.MI) is 6.05%, while Siemens Aktiengesellschaft (1SIE.MI) has a volatility of 9.01%. This indicates that 1DTE.MI experiences smaller price fluctuations and is considered to be less risky than 1SIE.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 1DTE.MI | 1SIE.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 9.01% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 18.39% | 25.60% | -7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.13% | 32.29% | -8.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 30.73% | -10.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 28.73% | -7.97% |
Dividends
1DTE.MI vs. 1SIE.MI - Dividend Comparison
1DTE.MI's dividend yield for the trailing twelve months is around 3.59%, more than 1SIE.MI's 1.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1DTE.MI Deutsche Telekom AG | 3.59% | 3.19% | 2.66% | 3.25% | 3.56% | 3.68% | 11.49% | 4.76% | 4.42% | 4.06% | 3.38% | 3.01% |
1SIE.MI Siemens Aktiengesellschaft | 1.97% | 2.17% | 2.49% | 2.58% | 3.08% | 2.31% | 12.61% | 3.25% | 3.76% | 3.03% | 3.02% | 3.69% |
Financials
1DTE.MI vs. 1SIE.MI - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Telekom AG and Siemens Aktiengesellschaft. 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
1DTE.MI and 1SIE.MI have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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