BN vs. DTE.DE
BN (Brookfield Corporation) and DTE.DE (Deutsche Telekom AG) are both stocks. BN operates in Asset Management (Financial Services), while DTE.DE operates in Telecom Services (Communication Services). Over the past 10 years, BN returned 14.55%/yr vs 10.78%/yr for DTE.DE. At a 0.34 correlation, their price movements are largely independent.
Performance
BN vs. DTE.DE - Performance Comparison
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Different Trading Currencies
BN is traded in USD, while DTE.DE is traded in EUR. To make them comparable, the DTE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BN achieves a -3.44% return, which is significantly lower than DTE.DE's 2.67% return. Over the past 10 years, BN has outperformed DTE.DE with an annualized return of 14.55%, while DTE.DE has yielded a comparatively lower 10.78% annualized return.
BN
- 1D
- -0.83%
- 1M
- -6.05%
- YTD
- -3.44%
- 6M
- -4.46%
- 1Y
- 13.31%
- 3Y*
- 28.82%
- 5Y*
- 11.64%
- 10Y*
- 14.55%
DTE.DE
- 1D
- -0.85%
- 1M
- 0.07%
- YTD
- 2.67%
- 6M
- 3.96%
- 1Y
- -13.44%
- 3Y*
- 19.52%
- 5Y*
- 12.60%
- 10Y*
- 10.78%
BN vs. DTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BN Brookfield Corporation | -3.44% | 20.54% | 44.18% | 28.60% | -34.80% | 49.30% | 8.99% | 52.68% | -10.65% | 33.82% |
DTE.DE Deutsche Telekom AG | 2.67% | 11.26% | 29.65% | 24.16% | 12.13% | 4.01% | 23.44% | 0.78% | 0.06% | 6.87% |
Correlation
The correlation between BN and DTE.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | 0.34 |
Over the past year, the correlation between BN and DTE.DE has dropped to 0.12 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
BN vs. DTE.DE — Risk / Return Rank
BN
DTE.DE
BN vs. DTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Corporation (BN) and Deutsche Telekom AG (DTE.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.
| BN | DTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.92 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.61 | +1.21 |
| Martin ratioReturn relative to average drawdown | 1.68 | -1.04 | +2.73 |
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
| BN | DTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | -0.53 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.57 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.51 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.33 | -0.03 |
Drawdowns
BN vs. DTE.DE - Drawdown Comparison
The maximum BN drawdown since its inception was -82.22%, which is greater than DTE.DE's maximum drawdown of -46.92%. Use the drawdown chart below to compare losses from any high point for BN and DTE.DE.
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Drawdown Indicators
| BN | DTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.22% | -46.92% | -35.30% |
Max Drawdown (1Y)Largest decline over 1 year | -22.05% | -21.05% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -27.84% | -21.76% | -6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -41.85% | -25.72% | -16.13% |
Max Drawdown (10Y)Largest decline over 10 years | -51.42% | -34.68% | -16.74% |
Current DrawdownCurrent decline from peak | -9.89% | -17.19% | +7.30% |
Average DrawdownAverage peak-to-trough decline | -28.52% | -13.36% | -15.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 12.18% | -4.25% |
Volatility
BN vs. DTE.DE - Volatility Comparison
Brookfield Corporation (BN) has a higher volatility of 9.72% compared to Deutsche Telekom AG (DTE.DE) at 6.46%. This indicates that BN's price experiences larger fluctuations and is considered to be riskier than DTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BN | DTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 6.46% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 22.37% | 19.97% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.67% | 24.80% | +3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.24% | 21.78% | +9.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.20% | 20.99% | +9.21% |
Dividends
BN vs. DTE.DE - Dividend Comparison
BN's dividend yield for the trailing twelve months is around 0.57%, less than DTE.DE's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BN Brookfield Corporation | 0.57% | 0.52% | 0.56% | 0.70% | 1.44% | 1.12% | 1.55% | 1.11% | 1.56% | 1.29% | 1.58% | 1.50% |
DTE.DE Deutsche Telekom AG | 3.59% | 3.25% | 2.67% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% |
Financials
BN vs. DTE.DE - Financials Comparison
This section allows you to compare key financial metrics between Brookfield Corporation and Deutsche Telekom 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BN and DTE.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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