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1FC.DE vs. FQT.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1FC.DE and FQT.DE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

1FC.DE vs. FQT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FACC AG (1FC.DE) and Frequentis AG (FQT.DE). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-29.24%
-11.67%
1FC.DE
FQT.DE

Key characteristics

Sharpe Ratio

1FC.DE:

0.05

FQT.DE:

-0.13

Sortino Ratio

1FC.DE:

0.35

FQT.DE:

0.00

Omega Ratio

1FC.DE:

1.04

FQT.DE:

1.00

Calmar Ratio

1FC.DE:

0.03

FQT.DE:

-0.12

Martin Ratio

1FC.DE:

0.12

FQT.DE:

-0.26

Ulcer Index

1FC.DE:

14.21%

FQT.DE:

13.41%

Daily Std Dev

1FC.DE:

36.02%

FQT.DE:

26.90%

Max Drawdown

1FC.DE:

-63.51%

FQT.DE:

-33.89%

Current Drawdown

1FC.DE:

-54.89%

FQT.DE:

-18.48%

Fundamentals

Market Cap

1FC.DE:

€288.06M

FQT.DE:

€378.18M

EPS

1FC.DE:

€0.46

FQT.DE:

€1.29

PE Ratio

1FC.DE:

13.37

FQT.DE:

22.09

Total Revenue (TTM)

1FC.DE:

€864.94M

FQT.DE:

€448.33M

Gross Profit (TTM)

1FC.DE:

€110.82M

FQT.DE:

€213.62M

EBITDA (TTM)

1FC.DE:

€77.71M

FQT.DE:

€40.39M

Returns By Period

In the year-to-date period, 1FC.DE achieves a 1.40% return, which is significantly higher than FQT.DE's -1.03% return.


1FC.DE

YTD

1.40%

1M

-5.53%

6M

-27.47%

1Y

1.04%

5Y*

-13.13%

10Y*

N/A

FQT.DE

YTD

-1.03%

1M

12.13%

6M

-9.46%

1Y

-2.11%

5Y*

7.00%

10Y*

N/A

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

1FC.DE vs. FQT.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FACC AG (1FC.DE) and Frequentis AG (FQT.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 1FC.DE, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.11-0.25
The chart of Sortino ratio for 1FC.DE, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.10-0.18
The chart of Omega ratio for 1FC.DE, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.98
The chart of Calmar ratio for 1FC.DE, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07-0.23
The chart of Martin ratio for 1FC.DE, currently valued at -0.29, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.29-0.51
1FC.DE
FQT.DE

The current 1FC.DE Sharpe Ratio is 0.05, which is higher than the FQT.DE Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of 1FC.DE and FQT.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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
-0.25
1FC.DE
FQT.DE

Dividends

1FC.DE vs. FQT.DE - Dividend Comparison

1FC.DE has not paid dividends to shareholders, while FQT.DE's dividend yield for the trailing twelve months is around 0.90%.


TTM2023202220212020
1FC.DE
FACC AG
0.00%0.00%0.00%0.00%0.00%
FQT.DE
Frequentis AG
0.90%0.81%0.70%0.56%1.65%

Drawdowns

1FC.DE vs. FQT.DE - Drawdown Comparison

The maximum 1FC.DE drawdown since its inception was -63.51%, which is greater than FQT.DE's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for 1FC.DE and FQT.DE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.48%
-21.40%
1FC.DE
FQT.DE

Volatility

1FC.DE vs. FQT.DE - Volatility Comparison

The current volatility for FACC AG (1FC.DE) is 7.85%, while Frequentis AG (FQT.DE) has a volatility of 10.70%. This indicates that 1FC.DE experiences smaller price fluctuations and is considered to be less risky than FQT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
7.85%
10.70%
1FC.DE
FQT.DE

Financials

1FC.DE vs. FQT.DE - Financials Comparison

This section allows you to compare key financial metrics between FACC AG and Frequentis 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


Values in EUR except per share items
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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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