AXAHY vs. DTEGY
AXAHY (Axa SA ADR) and DTEGY (Deutsche Telekom AG ADR) are both stocks. AXAHY operates in Insurance - Diversified (Financial Services), while DTEGY operates in Telecom Services (Communication Services). Over the past 10 years, AXAHY returned 15.53%/yr vs 11.46%/yr for DTEGY. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
AXAHY vs. DTEGY - Performance Comparison
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Returns By Period
In the year-to-date period, AXAHY achieves a 7.59% return, which is significantly higher than DTEGY's -5.10% return. Over the past 10 years, AXAHY has outperformed DTEGY with an annualized return of 15.53%, while DTEGY has yielded a comparatively lower 11.46% annualized return.
AXAHY
- 1D
- -0.15%
- 1M
- 4.91%
- YTD
- 7.59%
- 6M
- 6.56%
- 1Y
- 6.13%
- 3Y*
- 26.20%
- 5Y*
- 20.22%
- 10Y*
- 15.53%
DTEGY
- 1D
- 0.87%
- 1M
- -11.85%
- YTD
- -5.10%
- 6M
- -4.25%
- 1Y
- -14.11%
- 3Y*
- 15.80%
- 5Y*
- 11.42%
- 10Y*
- 11.46%
AXAHY vs. DTEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AXAHY Axa SA ADR | 7.59% | 42.15% | 15.60% | 24.26% | -0.12% | 32.10% | -11.41% | 39.57% | -23.77% | 23.28% |
DTEGY Deutsche Telekom AG ADR | -5.10% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
Correlation
The correlation between AXAHY and DTEGY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2010 | 0.54 |
Over the past year, the correlation between AXAHY and DTEGY has dropped to 0.30 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
Fundamentals
AXAHY:
$98.86B
DTEGY:
$145.19B
AXAHY:
€8.43
DTEGY:
€1.82
AXAHY:
5.06
DTEGY:
14.46
AXAHY:
0.35
DTEGY:
0.60
AXAHY:
0.43
DTEGY:
1.06
AXAHY:
1.83
DTEGY:
2.01
AXAHY:
€206.92B
DTEGY:
€119.87B
AXAHY:
€198.36B
DTEGY:
€45.11B
AXAHY:
€21.17B
DTEGY:
€49.13B
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Return for Risk
AXAHY vs. DTEGY — Risk / Return Rank
AXAHY
DTEGY
AXAHY vs. DTEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Axa SA ADR (AXAHY) and Deutsche Telekom AG ADR (DTEGY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AXAHY | DTEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.91 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | -0.60 | +1.01 |
| Martin ratioReturn relative to average drawdown | 0.77 | -1.22 | +2.00 |
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Drawdowns
AXAHY vs. DTEGY - Drawdown Comparison
The maximum AXAHY drawdown since its inception was -89.17%, which is greater than DTEGY's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for AXAHY and DTEGY.
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Drawdown Indicators
| AXAHY | DTEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.17% | -40.18% | -48.99% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -23.62% | +8.51% |
Max Drawdown (3Y)Largest decline over 3 years | -16.44% | -23.62% | +7.18% |
Max Drawdown (5Y)Largest decline over 5 years | -32.38% | -25.85% | -6.53% |
Max Drawdown (10Y)Largest decline over 10 years | -56.26% | -40.18% | -16.08% |
Current DrawdownCurrent decline from peak | -0.98% | -22.96% | +21.98% |
Average DrawdownAverage peak-to-trough decline | -43.04% | -9.84% | -33.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 11.55% | -3.60% |
Volatility
AXAHY vs. DTEGY - Volatility Comparison
The current volatility for Axa SA ADR (AXAHY) is 5.62%, while Deutsche Telekom AG ADR (DTEGY) has a volatility of 7.27%. This indicates that AXAHY experiences smaller price fluctuations and is considered to be less risky than DTEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AXAHY | DTEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 7.27% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 15.69% | 19.62% | -3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.43% | 24.25% | -2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.09% | 21.51% | +2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.50% | 21.52% | +5.98% |
Dividends
AXAHY vs. DTEGY - Dividend Comparison
AXAHY's dividend yield for the trailing twelve months is around 5.57%, more than DTEGY's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXAHY Axa SA ADR | 5.57% | 5.10% | 5.91% | 5.50% | 6.00% | 5.70% | 3.45% | 5.36% | 7.26% | 4.26% | 4.96% | 3.90% |
DTEGY Deutsche Telekom AG ADR | 3.86% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
Financials
AXAHY vs. DTEGY - Financials Comparison
This section allows you to compare key financial metrics between Axa SA ADR and Deutsche Telekom AG ADR. 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
AXAHY vs. DTEGY - Profitability Comparison
AXAHY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Axa SA ADR reported a gross profit of 70.40B and revenue of 70.40B. Therefore, the gross margin over that period was 100.0%.
DTEGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported a gross profit of 7.10B and revenue of 30.36B. Therefore, the gross margin over that period was 23.4%.
AXAHY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Axa SA ADR reported an operating income of 0.00 and revenue of 70.40B, resulting in an operating margin of 0.0%.
DTEGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported an operating income of 6.62B and revenue of 30.36B, resulting in an operating margin of 21.8%.
AXAHY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Axa SA ADR reported a net income of 5.86B and revenue of 70.40B, resulting in a net margin of 8.3%.
DTEGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported a net income of 2.08B and revenue of 30.36B, resulting in a net margin of 6.8%.
Frequently Asked Questions
AXAHY and DTEGY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTEGY has higher volatility (7.27%) compared to AXAHY (5.62%). In terms of maximum drawdown, AXAHY dropped -89.17% vs DTEGY's -40.18%.
AXAHY currently has the higher Sharpe Ratio (0.29 vs -0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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