DEZ.DE vs. ETH-USD
DEZ.DE (DEUTZ Aktiengesellschaft) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, DEZ.DE returned 11.10%/yr vs 59.74%/yr for ETH-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
DEZ.DE vs. ETH-USD - Performance Comparison
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Different Trading Currencies
DEZ.DE is traded in EUR, while ETH-USD is traded in USD. To make them comparable, the ETH-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DEZ.DE achieves a 16.43% return, which is significantly higher than ETH-USD's -45.24% return. Over the past 10 years, DEZ.DE has underperformed ETH-USD with an annualized return of 11.10%, while ETH-USD has yielded a comparatively higher 59.74% annualized return.
DEZ.DE
- 1D
- -1.42%
- 1M
- -6.63%
- YTD
- 16.43%
- 6M
- 23.40%
- 1Y
- 28.62%
- 3Y*
- 23.22%
- 5Y*
- 8.90%
- 10Y*
- 11.10%
ETH-USD
- 1D
- -9.18%
- 1M
- -30.87%
- YTD
- -45.24%
- 6M
- -46.73%
- 1Y
- -34.47%
- 3Y*
- -7.76%
- 5Y*
- -8.96%
- 10Y*
- 59.74%
DEZ.DE vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEZ.DE DEUTZ Aktiengesellschaft | 16.43% | 115.43% | -13.22% | 21.77% | -36.24% | 28.82% | -4.28% | 10.14% | -30.82% | 43.17% |
ETH-USD Ethereum | -45.24% | -21.49% | 54.40% | 86.01% | -65.36% | 435.57% | 426.58% | 0.70% | -81.75% | 7,900.68% |
Correlation
The correlation between DEZ.DE and ETH-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.07 |
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Return for Risk
DEZ.DE vs. ETH-USD — Risk / Return Rank
DEZ.DE
ETH-USD
DEZ.DE vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DEUTZ Aktiengesellschaft (DEZ.DE) and Ethereum (ETH-USD). 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.
| DEZ.DE | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.96 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | -0.52 | +1.37 |
| Martin ratioReturn relative to average drawdown | 2.04 | -0.91 | +2.95 |
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
| DEZ.DE | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | -0.51 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | -0.13 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.63 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.73 | -0.66 |
Drawdowns
DEZ.DE vs. ETH-USD - Drawdown Comparison
The maximum DEZ.DE drawdown since its inception was -90.22%, roughly equal to the maximum ETH-USD drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for DEZ.DE and ETH-USD.
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Drawdown Indicators
| DEZ.DE | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.22% | -93.21% | +2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -33.20% | -66.44% | +33.24% |
Max Drawdown (3Y)Largest decline over 3 years | -36.67% | -66.44% | +29.77% |
Max Drawdown (5Y)Largest decline over 5 years | -62.28% | -76.09% | +13.81% |
Max Drawdown (10Y)Largest decline over 10 years | -69.00% | -93.21% | +24.21% |
Current DrawdownCurrent decline from peak | -20.82% | -66.70% | +45.88% |
Average DrawdownAverage peak-to-trough decline | -51.89% | -48.95% | -2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.83% | 43.84% | -30.01% |
Volatility
DEZ.DE vs. ETH-USD - Volatility Comparison
The current volatility for DEUTZ Aktiengesellschaft (DEZ.DE) is 12.61%, while Ethereum (ETH-USD) has a volatility of 13.86%. This indicates that DEZ.DE experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEZ.DE | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.61% | 13.86% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 35.48% | 46.98% | -11.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.53% | 56.25% | -11.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.32% | 59.41% | -18.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.79% | 78.77% | -37.98% |
Frequently Asked Questions
DEZ.DE and ETH-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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