DEF.DE vs. DEZ.DE
DEF.DE (Defama Deutsche Fachmarkt AG) and DEZ.DE (DEUTZ Aktiengesellschaft) are both stocks. DEF.DE operates in Real Estate - Services (Real Estate), while DEZ.DE operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, DEF.DE returned 4.48%/yr vs 8.90%/yr for DEZ.DE. At a 0.10 correlation, their price movements are largely independent.
Performance
DEF.DE vs. DEZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DEF.DE achieves a -14.03% return, which is significantly lower than DEZ.DE's 16.43% return.
DEF.DE
- 1D
- -0.83%
- 1M
- -0.83%
- YTD
- -14.03%
- 6M
- -15.25%
- 1Y
- -12.15%
- 3Y*
- 5.94%
- 5Y*
- 4.48%
- 10Y*
- —
DEZ.DE
- 1D
- -1.42%
- 1M
- -0.18%
- YTD
- 16.43%
- 6M
- 24.80%
- 1Y
- 28.37%
- 3Y*
- 23.22%
- 5Y*
- 8.90%
- 10Y*
- 11.10%
DEF.DE vs. DEZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEF.DE Defama Deutsche Fachmarkt AG | -14.03% | 1.46% | 18.22% | 7.79% | -15.64% | 44.21% | 22.46% | 41.27% | 14.31% | 84.03% |
DEZ.DE DEUTZ Aktiengesellschaft | 16.43% | 115.43% | -13.22% | 21.77% | -36.24% | 28.82% | -4.28% | 10.14% | -30.82% | 43.17% |
Correlation
The correlation between DEF.DE and DEZ.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 | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.10 |
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Return for Risk
DEF.DE vs. DEZ.DE — Risk / Return Rank
DEF.DE
DEZ.DE
DEF.DE vs. DEZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defama Deutsche Fachmarkt AG (DEF.DE) and DEUTZ Aktiengesellschaft (DEZ.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.
| DEF.DE | DEZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.15 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.85 | -1.38 |
| Martin ratioReturn relative to average drawdown | -1.15 | 2.04 | -3.19 |
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
| DEF.DE | DEZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | 0.64 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.21 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.07 | +0.79 |
Drawdowns
DEF.DE vs. DEZ.DE - Drawdown Comparison
The maximum DEF.DE drawdown since its inception was -29.51%, smaller than the maximum DEZ.DE drawdown of -90.22%. Use the drawdown chart below to compare losses from any high point for DEF.DE and DEZ.DE.
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Drawdown Indicators
| DEF.DE | DEZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.51% | -90.22% | +60.71% |
Max Drawdown (1Y)Largest decline over 1 year | -22.88% | -33.20% | +10.32% |
Max Drawdown (3Y)Largest decline over 3 years | -22.88% | -36.67% | +13.79% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -62.28% | +32.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.00% | — |
Current DrawdownCurrent decline from peak | -21.90% | -20.82% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -51.89% | +43.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.58% | 13.83% | -3.25% |
Volatility
DEF.DE vs. DEZ.DE - Volatility Comparison
The current volatility for Defama Deutsche Fachmarkt AG (DEF.DE) is 7.84%, while DEUTZ Aktiengesellschaft (DEZ.DE) has a volatility of 12.61%. This indicates that DEF.DE experiences smaller price fluctuations and is considered to be less risky than DEZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEF.DE | DEZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 12.61% | -4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 35.48% | -18.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.45% | 44.53% | -24.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 41.32% | -16.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.79% | 40.79% | -13.00% |
Dividends
DEF.DE vs. DEZ.DE - Dividend Comparison
DEF.DE's dividend yield for the trailing twelve months is around 2.51%, more than DEZ.DE's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEF.DE Defama Deutsche Fachmarkt AG | 2.51% | 2.16% | 2.04% | 2.23% | 2.22% | 1.73% | 2.28% | 2.42% | 2.83% | 1.85% | 0.00% | 0.00% |
DEZ.DE DEUTZ Aktiengesellschaft | 1.85% | 2.00% | 4.21% | 3.12% | 3.71% | 0.00% | 2.94% | 2.69% | 2.92% | 0.92% | 1.31% | 1.90% |
Financials
DEF.DE vs. DEZ.DE - Financials Comparison
This section allows you to compare key financial metrics between Defama Deutsche Fachmarkt AG and DEUTZ Aktiengesellschaft. 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
DEF.DE and DEZ.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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