CLILF vs. TEG.DE
CLILF (CapitaLand Investment Limited) and TEG.DE (TAG Immobilien AG) are both stocks. Both operate in the Real Estate - Services industry within the Real Estate sector. Over the past 3 years, CLILF returned -5.22%/yr vs 23.84%/yr for TEG.DE. At a 0.05 correlation, their price movements are largely independent.
Performance
CLILF vs. TEG.DE - Performance Comparison
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Different Trading Currencies
CLILF is traded in USD, while TEG.DE is traded in EUR. To make them comparable, the TEG.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CLILF achieves a 6.49% return, which is significantly higher than TEG.DE's 4.01% return.
CLILF
- 1D
- 0.00%
- 1M
- -12.44%
- YTD
- 6.49%
- 6M
- 33.67%
- 1Y
- 15.00%
- 3Y*
- -5.22%
- 5Y*
- —
- 10Y*
- —
TEG.DE
- 1D
- 2.76%
- 1M
- -4.94%
- YTD
- 4.01%
- 6M
- -0.41%
- 1Y
- -4.90%
- 3Y*
- 23.84%
- 5Y*
- -10.98%
- 10Y*
- 5.22%
CLILF vs. TEG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CLILF CapitaLand Investment Limited | 6.49% | -3.06% | -1.09% | -23.92% | 6.00% | -1.96% |
TEG.DE TAG Immobilien AG | 4.01% | 6.97% | 2.61% | 125.18% | -74.42% | -11.53% |
Correlation
The correlation between CLILF and TEG.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2021 | 0.05 |
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Return for Risk
CLILF vs. TEG.DE — Risk / Return Rank
CLILF
TEG.DE
CLILF vs. TEG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CapitaLand Investment Limited (CLILF) and TAG Immobilien AG (TEG.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.
| CLILF | TEG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | -0.20 | +0.72 |
| Martin ratioReturn relative to average drawdown | 1.05 | -0.46 | +1.52 |
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
| CLILF | TEG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | -0.16 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.26 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.10 | -0.15 |
Drawdowns
CLILF vs. TEG.DE - Drawdown Comparison
The maximum CLILF drawdown since its inception was -66.07%, smaller than the maximum TEG.DE drawdown of -89.86%. Use the drawdown chart below to compare losses from any high point for CLILF and TEG.DE.
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Drawdown Indicators
| CLILF | TEG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.07% | -89.86% | +23.79% |
Max Drawdown (1Y)Largest decline over 1 year | -29.26% | -24.83% | -4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -45.96% | -31.13% | -14.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -81.99% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -81.99% | — |
Current DrawdownCurrent decline from peak | -53.74% | -46.58% | -7.16% |
Average DrawdownAverage peak-to-trough decline | -44.08% | -29.18% | -14.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.34% | 10.97% | +3.37% |
Volatility
CLILF vs. TEG.DE - Volatility Comparison
CapitaLand Investment Limited (CLILF) has a higher volatility of 10.69% compared to TAG Immobilien AG (TEG.DE) at 9.75%. This indicates that CLILF's price experiences larger fluctuations and is considered to be riskier than TEG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLILF | TEG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.69% | 9.75% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 54.59% | 26.03% | +28.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.88% | 31.39% | +31.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.06% | 41.99% | +38.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.06% | 33.49% | +46.57% |
Dividends
CLILF vs. TEG.DE - Dividend Comparison
CLILF's dividend yield for the trailing twelve months is around 3.69%, more than TEG.DE's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLILF CapitaLand Investment Limited | 3.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TEG.DE TAG Immobilien AG | 2.95% | 3.02% | 0.00% | 0.00% | 14.69% | 3.58% | 3.17% | 3.38% | 3.26% | 3.60% | 4.38% | 4.35% |
Financials
CLILF vs. TEG.DE - Financials Comparison
This section allows you to compare key financial metrics between CapitaLand Investment Limited and TAG Immobilien 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
CLILF and TEG.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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