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DC-A.TO vs. NOKIA.HE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DC-A.TO vs. NOKIA.HE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dundee Corporation (DC-A.TO) and Nokia Oyj (NOKIA.HE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DC-A.TO is traded in CAD, while NOKIA.HE is traded in EUR. To make them comparable, the NOKIA.HE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DC-A.TO achieves a 12.11% return, which is significantly lower than NOKIA.HE's 169.01% return. Over the past 10 years, DC-A.TO has underperformed NOKIA.HE with an annualized return of 1.19%, while NOKIA.HE has yielded a comparatively higher 15.15% annualized return.


DC-A.TO

1D
-3.18%
1M
1.43%
YTD
12.11%
6M
10.94%
1Y
84.42%
3Y*
47.41%
5Y*
23.71%
10Y*
1.19%

NOKIA.HE

1D
2.54%
1M
31.60%
YTD
169.01%
6M
180.75%
1Y
237.97%
3Y*
68.40%
5Y*
32.44%
10Y*
15.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DC-A.TO vs. NOKIA.HE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DC-A.TO
Dundee Corporation
12.11%165.73%55.43%-35.21%-0.00%2.16%20.01%26.19%-28.98%-56.78%
NOKIA.HE
Nokia Oyj
169.01%45.02%48.47%-26.62%-21.02%62.76%2.40%-37.23%38.63%-9.05%

Correlation

The correlation between DC-A.TO and NOKIA.HE is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

0.09

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Return for Risk

DC-A.TO vs. NOKIA.HE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DC-A.TO
DC-A.TO Risk / Return Rank: 8080
Overall Rank
DC-A.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DC-A.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
DC-A.TO Omega Ratio Rank: 7777
Omega Ratio Rank
DC-A.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
DC-A.TO Martin Ratio Rank: 8080
Martin Ratio Rank

NOKIA.HE
NOKIA.HE Risk / Return Rank: 9797
Overall Rank
NOKIA.HE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NOKIA.HE Sortino Ratio Rank: 9898
Sortino Ratio Rank
NOKIA.HE Omega Ratio Rank: 9797
Omega Ratio Rank
NOKIA.HE Calmar Ratio Rank: 9797
Calmar Ratio Rank
NOKIA.HE Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DC-A.TO vs. NOKIA.HE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dundee Corporation (DC-A.TO) and Nokia Oyj (NOKIA.HE). 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.


DC-A.TONOKIA.HEDifference
Sharpe ratioReturn per unit of total volatility

-3.42

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

1.27

1.72

-0.44

Calmar ratioReturn relative to maximum drawdown

2.89

9.92

-7.04

Martin ratioReturn relative to average drawdown

6.25

19.89

-13.64

DC-A.TO vs. NOKIA.HE - Sharpe Ratio Comparison

The current DC-A.TO Sharpe Ratio is 1.60, which is lower than the NOKIA.HE Sharpe Ratio of 5.02. The chart below compares the historical Sharpe Ratios of DC-A.TO and NOKIA.HE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DC-A.TONOKIA.HEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

5.02

-3.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.96

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.43

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.14

-0.02

Drawdowns

DC-A.TO vs. NOKIA.HE - Drawdown Comparison

The maximum DC-A.TO drawdown since its inception was -94.25%, which is greater than NOKIA.HE's maximum drawdown of -88.25%. Use the drawdown chart below to compare losses from any high point for DC-A.TO and NOKIA.HE.


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Drawdown Indicators


DC-A.TONOKIA.HEDifference

Max Drawdown

Largest peak-to-trough decline

-94.25%

-88.25%

-6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-29.40%

-24.49%

-4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-48.57%

-27.51%

-21.06%

Max Drawdown (5Y)

Largest decline over 5 years

-60.00%

-46.99%

-13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-84.02%

-59.28%

-24.74%

Current Drawdown

Current decline from peak

-61.85%

0.00%

-61.85%

Average Drawdown

Average peak-to-trough decline

-49.60%

-43.73%

-5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.56%

12.14%

+1.42%

Volatility

DC-A.TO vs. NOKIA.HE - Volatility Comparison

The current volatility for Dundee Corporation (DC-A.TO) is 14.11%, while Nokia Oyj (NOKIA.HE) has a volatility of 20.95%. This indicates that DC-A.TO experiences smaller price fluctuations and is considered to be less risky than NOKIA.HE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DC-A.TONOKIA.HEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.11%

20.95%

-6.84%

Volatility (6M)

Calculated over the trailing 6-month period

37.53%

35.58%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

52.91%

48.40%

+4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.51%

34.00%

+15.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.51%

35.12%

+18.39%

Dividends

DC-A.TO vs. NOKIA.HE - Dividend Comparison

DC-A.TO has not paid dividends to shareholders, while NOKIA.HE's dividend yield for the trailing twelve months is around 0.95%.


PositionTTM20252024202320222021202020192018201720162015
DC-A.TO
Dundee Corporation
0.00%0.00%0.00%0.00%0.00%0.00%1.44%30.08%36.62%1.66%7.88%0.00%
NOKIA.HE
Nokia Oyj
0.95%2.51%3.04%3.60%1.39%0.00%0.00%3.03%3.78%0.40%8.94%2.12%

Financials

DC-A.TO vs. NOKIA.HE - Financials Comparison

This section allows you to compare key financial metrics between Dundee Corporation and Nokia Oyj. 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


Please note, different currencies. DC-A.TO values in CAD, NOKIA.HE values in EUR

Frequently Asked Questions


DC-A.TO and NOKIA.HE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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