DEF.DE vs. JUMSY
DEF.DE (Defama Deutsche Fachmarkt AG) and JUMSY (Jumbo SA ADR) are both stocks. DEF.DE operates in Real Estate - Services (Real Estate), while JUMSY operates in Specialty Retail (Consumer Cyclical). Over the past 5 years, DEF.DE returned 4.65%/yr vs 17.28%/yr for JUMSY. At a correlation of -0.05, they often move in opposite directions.
Performance
DEF.DE vs. JUMSY - Performance Comparison
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Different Trading Currencies
DEF.DE is traded in EUR, while JUMSY is traded in USD. To make them comparable, the JUMSY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DEF.DE achieves a -13.31% return, which is significantly higher than JUMSY's -14.39% return.
DEF.DE
- 1D
- 0.84%
- 1M
- -2.03%
- YTD
- -13.31%
- 6M
- -10.74%
- 1Y
- -11.41%
- 3Y*
- 5.27%
- 5Y*
- 4.65%
- 10Y*
- —
JUMSY
- 1D
- -0.27%
- 1M
- -6.98%
- YTD
- -14.39%
- 6M
- -12.12%
- 1Y
- -15.28%
- 3Y*
- 12.20%
- 5Y*
- 17.28%
- 10Y*
- 11.22%
DEF.DE vs. JUMSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEF.DE Defama Deutsche Fachmarkt AG | -13.31% | 1.46% | 18.22% | 7.79% | -15.64% | 44.21% | 22.46% | 41.27% | 14.31% | 84.03% |
JUMSY Jumbo SA ADR | -14.39% | -8.08% | 32.12% | 88.17% | 22.59% | 0.61% | -18.94% | 38.09% | -9.49% | -5.58% |
Correlation
The correlation between DEF.DE and JUMSY 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 | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | -0.05 |
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Return for Risk
DEF.DE vs. JUMSY — Risk / Return Rank
DEF.DE
JUMSY
DEF.DE vs. JUMSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defama Deutsche Fachmarkt AG (DEF.DE) and Jumbo SA ADR (JUMSY). 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 | JUMSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.03 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.41 | -0.09 |
| Martin ratioReturn relative to average drawdown | -1.09 | -0.75 | -0.34 |
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 | JUMSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | -0.21 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.32 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.21 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.27 | +0.60 |
Drawdowns
DEF.DE vs. JUMSY - Drawdown Comparison
The maximum DEF.DE drawdown since its inception was -29.51%, smaller than the maximum JUMSY drawdown of -44.14%. Use the drawdown chart below to compare losses from any high point for DEF.DE and JUMSY.
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Drawdown Indicators
| DEF.DE | JUMSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.51% | -44.14% | +14.63% |
Max Drawdown (1Y)Largest decline over 1 year | -22.88% | -37.30% | +14.42% |
Max Drawdown (3Y)Largest decline over 3 years | -22.88% | -38.14% | +15.26% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -38.14% | +8.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.14% | — |
Current DrawdownCurrent decline from peak | -21.24% | -30.90% | +9.66% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -14.91% | +6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.49% | 20.54% | -10.05% |
Volatility
DEF.DE vs. JUMSY - Volatility Comparison
The current volatility for Defama Deutsche Fachmarkt AG (DEF.DE) is 8.09%, while Jumbo SA ADR (JUMSY) has a volatility of 16.28%. This indicates that DEF.DE experiences smaller price fluctuations and is considered to be less risky than JUMSY 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 | JUMSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 16.28% | -8.19% |
Volatility (6M)Calculated over the trailing 6-month period | 16.92% | 58.07% | -41.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.43% | 72.81% | -52.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 54.79% | -30.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.79% | 61.31% | -33.52% |
Dividends
DEF.DE vs. JUMSY - Dividend Comparison
DEF.DE's dividend yield for the trailing twelve months is around 2.49%, less than JUMSY's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEF.DE Defama Deutsche Fachmarkt AG | 2.49% | 2.16% | 2.04% | 2.23% | 2.22% | 1.73% | 2.28% | 2.42% | 2.83% | 1.85% | 0.00% |
JUMSY Jumbo SA ADR | 4.44% | 1.84% | 5.50% | 11.61% | 7.83% | 5.57% | 5.60% | 2.79% | 1.06% | 0.83% | 3.32% |
Financials
DEF.DE vs. JUMSY - Financials Comparison
This section allows you to compare key financial metrics between Defama Deutsche Fachmarkt AG and Jumbo SA ADR. 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 JUMSY 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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