COK.DE vs. ADN1.DE
Compare and contrast key facts about Cancom SE (COK.DE) and Adesso SE (ADN1.DE).
Performance
COK.DE vs. ADN1.DE - Performance Comparison
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COK.DE vs. ADN1.DE - Yearly Performance Comparison
Returns By Period
In the year-to-date period, COK.DE achieves a -5.44% return, which is significantly higher than ADN1.DE's -32.81% return. Over the past 10 years, COK.DE has underperformed ADN1.DE with an annualized return of 3.52%, while ADN1.DE has yielded a comparatively higher 10.58% annualized return.
COK.DE
- 1D
- 2.44%
- 1M
- 7.92%
- YTD
- -5.44%
- 6M
- -3.45%
- 1Y
- 7.80%
- 3Y*
- -2.64%
- 5Y*
- -9.69%
- 10Y*
- 3.52%
ADN1.DE
- 1D
- 0.85%
- 1M
- -2.61%
- YTD
- -32.81%
- 6M
- -39.18%
- 1Y
- -36.73%
- 3Y*
- -26.08%
- 5Y*
- -11.47%
- 10Y*
- 10.58%
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Return for Risk
COK.DE vs. ADN1.DE — Risk / Return Rank
COK.DE
ADN1.DE
COK.DE vs. ADN1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cancom SE (COK.DE) and Adesso SE (ADN1.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.
| COK.DE | ADN1.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | -0.93 | +1.15 |
Sortino ratioReturn per unit of downside risk | 0.54 | -1.33 | +1.88 |
Omega ratioGain probability vs. loss probability | 1.07 | 0.84 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | -0.78 | +0.98 |
Martin ratioReturn relative to average drawdown | 0.41 | -1.64 | +2.05 |
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
| COK.DE | ADN1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | -0.93 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | -0.26 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.26 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | -0.06 | +0.26 |
Correlation
The correlation between COK.DE and ADN1.DE is 0.16, 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.
Dividends
COK.DE vs. ADN1.DE - Dividend Comparison
COK.DE's dividend yield for the trailing twelve months is around 3.97%, more than ADN1.DE's 1.26% yield.
Drawdowns
COK.DE vs. ADN1.DE - Drawdown Comparison
The maximum COK.DE drawdown since its inception was -94.60%, roughly equal to the maximum ADN1.DE drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for COK.DE and ADN1.DE.
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Drawdown Indicators
| COK.DE | ADN1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.60% | -98.54% | +3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -29.12% | -47.61% | +18.49% |
Max Drawdown (5Y)Largest decline over 5 years | -63.86% | -74.81% | +10.95% |
Max Drawdown (10Y)Largest decline over 10 years | -63.86% | -74.81% | +10.95% |
Current DrawdownCurrent decline from peak | -54.95% | -72.72% | +17.77% |
Average DrawdownAverage peak-to-trough decline | -49.80% | -80.21% | +30.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.50% | 22.64% | -8.14% |
Volatility
COK.DE vs. ADN1.DE - Volatility Comparison
The current volatility for Cancom SE (COK.DE) is 10.30%, while Adesso SE (ADN1.DE) has a volatility of 10.94%. This indicates that COK.DE experiences smaller price fluctuations and is considered to be less risky than ADN1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COK.DE | ADN1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.30% | 10.94% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 23.28% | 26.01% | -2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.95% | 39.40% | -4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.26% | 42.90% | -6.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.62% | 40.97% | -5.35% |
Financials
COK.DE vs. ADN1.DE - Financials Comparison
This section allows you to compare key financial metrics between Cancom SE and Adesso SE. 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